LognormalLIBORCurveEvolver

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total611 of 1,33154%69 of 9023%56661222321421
simulatePrincipalMetric(int, int, int, int, LSQMCurveUpdate, int)2310%300%1616424211
simulateTerminalLatentState(int, int, int, int, LSQMCurveUpdate, int)1610%200%1111323211
simulateLIBOR(int, int, double, double, ForwardCurve, String, double, LognormalLIBORVolatility)1460%40%33252511
evolve(int, int, int, LSQMCurveUpdate)929497%5758%5754401
timeSnap(int, int, double, double, String, ForwardCurve, MergedDiscountForwardCurve, LognormalLIBORVolatility)520297%2100%0233401
LognormalLIBORCurveEvolver(FundingLabel, ForwardLabel, int, SegmentCustomBuilderControl, SegmentCustomBuilderControl, SegmentCustomBuilderControl, SegmentCustomBuilderControl, SegmentCustomBuilderControl, SegmentCustomBuilderControl, SegmentCustomBuilderControl, SegmentCustomBuilderControl)515496%101254%101213201
Create(FundingLabel, ForwardLabel, int, SegmentCustomBuilderControl)51575%n/a013401
scbcLIBOR()50%n/a111111
scbcDiscountFactor()50%n/a111111
scbcLIBORIncrement()50%n/a111111
scbcDiscountFactorIncrement()50%n/a111111
scbcContinuousForwardIncrement()50%n/a111111
scbcSpotRateIncrement()50%n/a111111
scbcInstantaneousEffectiveForward()50%n/a111111
scbcInstantaneousNominalForward()50%n/a111111
fundingLabel()30%n/a111111
forwardLabel()30%n/a111111
spanTenor()30%n/a111111
continuousForwardRateIncrement(int, double, double, ForwardCurve, double[], LognormalLIBORVolatility)21100%n/a010301
spotRateIncrement(int, double, double, MergedDiscountForwardCurve, double[], LognormalLIBORVolatility)21100%n/a010301
forwardDerivative(ForwardCurve, int)13100%n/a010201