| File | Lines | Functions | Branches | ||||
|---|---|---|---|---|---|---|---|
| include/quant/american.hpp | -% | 0 / 0 / 0 | -% | 0 / 0 / 0 | -% | 0 / 0 / 0 | |
| include/quant/black_scholes.hpp |
|
100.0% | 9 / 0 / 9 | 100.0% | 4 / 0 / 4 | -% | 0 / 0 / 0 |
| include/quant/grid_utils.hpp | -% | 0 / 0 / 0 | -% | 0 / 0 / 0 | -% | 0 / 0 / 0 | |
| include/quant/math.hpp |
|
100.0% | 23 / 0 / 23 | 100.0% | 1 / 0 / 1 | 75.0% | 6 / 0 / 8 |
| include/quant/mc.hpp |
|
100.0% | 1 / 0 / 1 | 100.0% | 2 / 0 / 2 | 50.0% | 1 / 0 / 2 |
| include/quant/multi.hpp | -% | 0 / 0 / 0 | -% | 0 / 0 / 0 | -% | 0 / 0 / 0 | |
| include/quant/pde.hpp |
|
100.0% | 1 / 0 / 1 | 50.0% | 1 / 0 / 2 | 50.0% | 1 / 0 / 2 |
| include/quant/qmc/brownian_bridge.hpp | -% | 0 / 0 / 0 | -% | 0 / 0 / 0 | -% | 0 / 0 / 0 | |
| include/quant/qmc/sobol.hpp |
|
100.0% | 2 / 0 / 2 | 100.0% | 1 / 0 / 1 | -% | 0 / 0 / 0 |
| include/quant/rng.hpp |
|
100.0% | 27 / 0 / 27 | 100.0% | 5 / 0 / 5 | -% | 0 / 0 / 0 |
| include/quant/stats.hpp |
|
100.0% | 13 / 0 / 13 | 100.0% | 3 / 0 / 3 | 50.0% | 1 / 0 / 2 |
| include/quant/term_structures.hpp |
|
81.8% | 9 / 0 / 11 | 75.0% | 3 / 0 / 4 | 62.5% | 5 / 0 / 8 |
| include/quant/version.hpp |
|
0.0% | 0 / 0 / 5 | 0.0% | 0 / 0 / 1 | 0.0% | 0 / 0 / 12 |
| src/american.cpp |
|
89.3% | 432 / 0 / 484 | 95.2% | 20 / 0 / 21 | 64.7% | 200 / 0 / 309 |
| src/asian.cpp |
|
80.4% | 74 / 0 / 92 | 100.0% | 3 / 0 / 3 | 48.4% | 31 / 0 / 64 |
| src/black_scholes.cpp |
|
80.7% | 138 / 0 / 171 | 100.0% | 16 / 0 / 16 | 63.0% | 63 / 0 / 100 |
| src/bs_barrier_rr.cpp |
|
50.0% | 68 / 0 / 136 | 81.8% | 9 / 0 / 11 | 28.2% | 22 / 0 / 78 |
| src/digital.cpp |
|
61.1% | 11 / 0 / 18 | 100.0% | 1 / 0 / 1 | 31.8% | 7 / 0 / 22 |
| src/grid_utils.cpp |
|
91.9% | 102 / 0 / 111 | 100.0% | 4 / 0 / 4 | 53.1% | 43 / 0 / 81 |
| src/heston.cpp |
|
88.5% | 170 / 0 / 192 | 100.0% | 13 / 0 / 13 | 57.3% | 47 / 0 / 82 |
| src/lookback.cpp |
|
94.6% | 53 / 0 / 56 | 100.0% | 2 / 0 / 2 | 66.7% | 28 / 0 / 42 |
| src/main.cpp |
|
79.0% | 679 / 0 / 860 | 89.5% | 17 / 0 / 19 | 37.5% | 649 / 0 / 1732 |
| src/mc.cpp |
|
87.9% | 335 / 0 / 381 | 100.0% | 13 / 0 / 13 | 54.4% | 137 / 0 / 252 |
| src/mc_barrier.cpp |
|
69.9% | 207 / 0 / 296 | 100.0% | 12 / 0 / 12 | 41.1% | 102 / 0 / 248 |
| src/multi.cpp |
|
98.1% | 104 / 0 / 106 | 100.0% | 4 / 0 / 4 | 64.4% | 58 / 0 / 90 |
| src/pde.cpp |
|
90.4% | 161 / 0 / 178 | 100.0% | 6 / 0 / 6 | 55.3% | 73 / 0 / 132 |
| src/pde_barrier.cpp |
|
76.1% | 121 / 0 / 159 | 100.0% | 4 / 0 / 4 | 46.8% | 51 / 0 / 109 |
| src/qmc/brownian_bridge.cpp |
|
96.4% | 81 / 0 / 84 | 100.0% | 3 / 0 / 3 | 68.2% | 30 / 0 / 44 |
| src/qmc/sobol.cpp |
|
76.8% | 43 / 0 / 56 | 66.7% | 2 / 0 / 3 | 47.6% | 20 / 0 / 42 |
| src/risk.cpp |
|
67.5% | 83 / 0 / 123 | 85.7% | 6 / 0 / 7 | 38.2% | 42 / 0 / 110 |