fourierTransformAMST07(double, double, double, double, double, double, double, double, double, RotationCountPhaseTracker) | | 0% | | 0% | 29 | 29 | 80 | 80 | 1 | 1 |
payoff(double, double, double, double, boolean, boolean, double, boolean) | | 61% | | 30% | 23 | 27 | 27 | 60 | 0 | 1 |
greeks(double, double, double, double, boolean, boolean, double) | | 74% | | 31% | 21 | 25 | 30 | 69 | 0 | 1 |
fourierTransformHeston93(double, double, double, double, double, double, double, double, double, RotationCountPhaseTracker) | | 86% | | 55% | 25 | 29 | 14 | 79 | 0 | 1 |
recordPhase(double, double, double, double, double, boolean) | | 84% | | 63% | 10 | 16 | 6 | 35 | 0 | 1 |
payoffTransform(double, double, double, double, double, double, double, double, double, RotationCountPhaseTracker) | | 54% | | 50% | 3 | 5 | 4 | 8 | 0 | 1 |
HestonStochasticVolatilityAlgorithm(HestonOptionPricerParams) | | 70% | | 50% | 1 | 2 | 1 | 5 | 0 | 1 |