StochasticVolatilityStateEvolver

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total186 of 52164%23 of 4042%303339761013
computeATMBlackVolatility(double, double, double)980%60%44111111
Gaussian(ForwardLabel, double, double, UnivariateSequenceGenerator, UnivariateSequenceGenerator)150%n/a114411
Lognormal(ForwardLabel, double, double, UnivariateSequenceGenerator, UnivariateSequenceGenerator)150%n/a114411
CEV(ForwardLabel, double, double, UnivariateSequenceGenerator, UnivariateSequenceGenerator)150%n/a114411
computeBlackVolatility(double, double, double, double)1317192%5550%5651801
evolve(int, int, int, LSQMPointUpdate)77991%3350%3441501
StochasticVolatilityStateEvolver(ForwardLabel, double, double, double, UnivariateSequenceGenerator, UnivariateSequenceGenerator)58594%9950%91011401
forwardLabel()30%n/a111111
volatilityOfVolatility()30%n/a111111
beta()30%n/a111111
rho()30%n/a111111
usgForwardRate()30%n/a111111
usgForwardRateVolatilityIdiosyncratic()30%n/a111111