HestonStochasticVolatilityAlgorithm

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total698 of 1,63657%166 of 25234%11213316233617
fourierTransformAMST07(double, double, double, double, double, double, double, double, double, RotationCountPhaseTracker)3960%560%2929808011
payoff(double, double, double, double, boolean, boolean, double, boolean)11118061%361630%2327276001
greeks(double, double, double, double, boolean, boolean, double)8524774%331531%2125306901
fourierTransformHeston93(double, double, double, double, double, double, double, double, double, RotationCountPhaseTracker)5534386%253155%2529147901
recordPhase(double, double, double, double, double, boolean)2413084%111963%101663501
payoffTransform(double, double, double, double, double, double, double, double, double, RotationCountPhaseTracker)222654%4450%354801
HestonStochasticVolatilityAlgorithm(HestonOptionPricerParams)51270%1150%121501