org.drip.sample.anfuso2017

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethodsMissedClasses
Total8,956 of 8,9560%200 of 2000%3313311,7961,7962312316060
ADDiscriminatoryPowerAggregation6b5230%180%171793938811
CVMDiscriminatoryPowerAggregation6a5230%180%171793938811
CVMCorrelationBacktesting7d2940%40%7765655511
CVMCorrelationBacktesting7e2940%40%7765655511
CVMCorrelationBacktesting7f2920%40%7765655511
ADCorrelationBacktesting7b2920%40%7767675511
ADCorrelationBacktesting7c2920%40%7767675511
ADCorrelationBacktesting7a2920%40%7767675511
CVMCorrelationDiscriminatoryPowerAnalysis9c2550%40%7747475511
CVMCorrelationDiscriminatoryPowerAnalysis9b2550%40%7747475511
CVMCorrelationDiscriminatoryPowerAnalysis9a2550%40%7747475511
ADCorrelationDiscriminatoryPowerAnalysis9d2550%40%7747475511
ADCorrelationDiscriminatoryPowerAnalysis9e2550%40%7747475511
ADCorrelationDiscriminatoryPowerAnalysis9f2550%40%7747475511
CVMDiscriminatoryPowerAnalysis3a2530%80%111146467711
CVMDiscriminatoryPowerAnalysis3c2530%80%111146467711
CVMDiscriminatoryPowerAnalysis3b2530%80%111146467711
ADDiscriminatoryPowerAnalysis4a2530%80%111146467711
ADDiscriminatoryPowerAnalysis4c2530%80%111146467711
ADDiscriminatoryPowerAnalysis4b2530%80%111146467711
WeightedGapDistribution2b2380%60%101062627711
WeightedGapDistribution2c2380%60%101062627711
WeightedGapDistribution2a2380%60%101062627711
RollingWindowCorrelation82050%60%5537372211
ImportanceWeight13f1980%20%3325252211
ImportanceWeight13e1980%20%3325252211
ImportanceWeight13d1980%20%3325252211
ImportanceWeight13c1980%20%3325252211
ImportanceWeight13b1980%20%3325252211
ModelMTMDistribution11c1900%40%7751515511
ModelMTMDistribution11a1900%40%7751515511
MTMVolatilityComparison11b1810%60%101048487711
MTMVolatilityComparison11d1810%60%101048487711
ExpectedPositiveExposure121790%80%8831314411
ImportanceWeight13a1510%60%5529292211
CVMCorrelationDiscriminatoryPowerAnalysis9b.new TestStatisticEvaluator() {...}50%n/a22222211
ADDiscriminatoryPowerAnalysis4b.new TestStatisticEvaluator() {...}50%n/a22222211
ADCorrelationDiscriminatoryPowerAnalysis9d.new TestStatisticEvaluator() {...}50%n/a22222211
CVMCorrelationDiscriminatoryPowerAnalysis9a.new TestStatisticEvaluator() {...}50%n/a22222211
ADDiscriminatoryPowerAnalysis4a.new TestStatisticEvaluator() {...}50%n/a22222211
ADCorrelationBacktesting7c.new TestStatisticEvaluator() {...}50%n/a22222211
CVMCorrelationBacktesting7d.new TestStatisticEvaluator() {...}50%n/a22222211
ADDiscriminatoryPowerAggregation6b.new TestStatisticEvaluator() {...}50%n/a22222211
CVMDiscriminatoryPowerAggregation6a.new TestStatisticEvaluator() {...}50%n/a22222211
CVMCorrelationDiscriminatoryPowerAnalysis9c.new TestStatisticEvaluator() {...}50%n/a22222211
CVMDiscriminatoryPowerAnalysis3c.new TestStatisticEvaluator() {...}50%n/a22222211
WeightedGapDistribution2c.new TestStatisticEvaluator() {...}50%n/a22222211
WeightedGapDistribution2b.new TestStatisticEvaluator() {...}50%n/a22222211
MTMVolatilityComparison11d.new TestStatisticEvaluator() {...}50%n/a22222211
ADCorrelationBacktesting7b.new TestStatisticEvaluator() {...}50%n/a22222211
ADCorrelationDiscriminatoryPowerAnalysis9f.new TestStatisticEvaluator() {...}50%n/a22222211
WeightedGapDistribution2a.new TestStatisticEvaluator() {...}50%n/a22222211
CVMDiscriminatoryPowerAnalysis3a.new TestStatisticEvaluator() {...}50%n/a22222211
CVMCorrelationBacktesting7e.new TestStatisticEvaluator() {...}50%n/a22222211
CVMDiscriminatoryPowerAnalysis3b.new TestStatisticEvaluator() {...}50%n/a22222211
ADDiscriminatoryPowerAnalysis4c.new TestStatisticEvaluator() {...}50%n/a22222211
MTMVolatilityComparison11b.new TestStatisticEvaluator() {...}50%n/a22222211
ADCorrelationBacktesting7a.new TestStatisticEvaluator() {...}50%n/a22222211
ADCorrelationDiscriminatoryPowerAnalysis9e.new TestStatisticEvaluator() {...}50%n/a22222211
CVMCorrelationBacktesting7f.new TestStatisticEvaluator() {...}50%n/a22222211
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