xUp() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
xDown() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
TrinomialTreeTransitionMetrics(int, int, long, long, double, double, double) | | 96% | | 50% | 4 | 5 | 1 | 28 | 0 | 1 |
upNodeMetrics() | | 80% | | n/a | 0 | 1 | 3 | 4 | 0 | 1 |
downNodeMetrics() | | 80% | | n/a | 0 | 1 | 3 | 4 | 0 | 1 |
stayNodeMetrics() | | 76% | | n/a | 0 | 1 | 3 | 4 | 0 | 1 |
terminalAlpha() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
initialDate() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
terminalDate() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
treeTimeIndex() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
expectedTerminalX() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
xVariance() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
xStochasticShift() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
treeStochasticDisplacementIndex() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
probabilityUp() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
probabilityDown() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
probabilityStay() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |