| rivapy / __init__.py |
(no class) |
|
16 |
4 |
0 |
|
75% |
| rivapy / credit / __init__.py |
(no class) |
|
1 |
0 |
0 |
|
100% |
| rivapy / credit / creditmetrics.py |
CreditMetricsModel |
|
102 |
0 |
0 |
|
100% |
| rivapy / credit / creditmetrics.py |
(no class) |
|
19 |
0 |
0 |
|
100% |
| rivapy / instruments / __init__.py |
(no class) |
|
30 |
0 |
0 |
|
100% |
| rivapy / instruments / _logger.py |
(no class) |
|
2 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification |
|
104 |
59 |
0 |
|
43% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification |
|
152 |
74 |
0 |
|
51% |
| rivapy / instruments / bond_specifications.py |
FixedRateBondSpecification |
|
17 |
16 |
0 |
|
6% |
| rivapy / instruments / bond_specifications.py |
ZeroBondSpecification |
|
18 |
16 |
0 |
|
11% |
| rivapy / instruments / bond_specifications.py |
FloatingRateBondSpecification |
|
39 |
21 |
0 |
|
46% |
| rivapy / instruments / bond_specifications.py |
(no class) |
|
189 |
2 |
0 |
|
99% |
| rivapy / instruments / cds_specification.py |
CDSSpecification |
|
12 |
12 |
0 |
|
0% |
| rivapy / instruments / cds_specification.py |
(no class) |
|
5 |
0 |
0 |
|
100% |
| rivapy / instruments / components.py |
Coupon |
|
13 |
13 |
0 |
|
0% |
| rivapy / instruments / components.py |
Issuer |
|
46 |
36 |
0 |
|
22% |
| rivapy / instruments / components.py |
CashFlow |
|
26 |
15 |
0 |
|
42% |
| rivapy / instruments / components.py |
NotionalStructure |
|
9 |
7 |
0 |
|
22% |
| rivapy / instruments / components.py |
ConstNotionalStructure |
|
25 |
12 |
0 |
|
52% |
| rivapy / instruments / components.py |
LinearNotionalStructure |
|
60 |
16 |
0 |
|
73% |
| rivapy / instruments / components.py |
VariableNotionalStructure |
|
11 |
11 |
0 |
|
0% |
| rivapy / instruments / components.py |
ResettingNotionalStructure |
|
14 |
6 |
0 |
|
57% |
| rivapy / instruments / components.py |
AmortizationScheme |
|
9 |
7 |
0 |
|
22% |
| rivapy / instruments / components.py |
LinearAmortizationScheme |
|
17 |
9 |
0 |
|
47% |
| rivapy / instruments / components.py |
ZeroAmortizationScheme |
|
4 |
2 |
0 |
|
50% |
| rivapy / instruments / components.py |
VariableAmortizationScheme |
|
10 |
3 |
0 |
|
70% |
| rivapy / instruments / components.py |
(no class) |
|
161 |
2 |
0 |
|
99% |
| rivapy / instruments / deposit_specifications.py |
DepositSpecification |
|
47 |
21 |
0 |
|
55% |
| rivapy / instruments / deposit_specifications.py |
(no class) |
|
21 |
0 |
0 |
|
100% |
| rivapy / instruments / energy_futures_specifications.py |
EnergyFutureSpecifications |
|
19 |
10 |
0 |
|
47% |
| rivapy / instruments / energy_futures_specifications.py |
(no class) |
|
16 |
0 |
0 |
|
100% |
| rivapy / instruments / factory.py |
(no class) |
|
12 |
6 |
0 |
|
50% |
| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification |
|
108 |
25 |
0 |
|
77% |
| rivapy / instruments / fra_specifications.py |
(no class) |
|
109 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrSwapLegSpecification |
|
22 |
3 |
0 |
|
86% |
| rivapy / instruments / ir_swap_specification.py |
IrFixedLegSpecification |
|
11 |
4 |
0 |
|
64% |
| rivapy / instruments / ir_swap_specification.py |
IrFloatLegSpecification |
|
24 |
3 |
0 |
|
88% |
| rivapy / instruments / ir_swap_specification.py |
IrOISLegSpecification |
|
40 |
9 |
0 |
|
78% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification |
|
74 |
22 |
0 |
|
70% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification |
|
79 |
46 |
0 |
|
42% |
| rivapy / instruments / ir_swap_specification.py |
(no class) |
|
201 |
0 |
0 |
|
100% |
| rivapy / instruments / ppa_specification.py |
PPASpecification |
|
37 |
37 |
0 |
|
0% |
| rivapy / instruments / ppa_specification.py |
GreenPPASpecification |
|
19 |
19 |
0 |
|
0% |
| rivapy / instruments / ppa_specification.py |
(no class) |
|
24 |
0 |
0 |
|
100% |
| rivapy / instruments / specification_from_csv.py |
(no class) |
|
173 |
2 |
0 |
|
99% |
| rivapy / instruments / specifications.py |
EuropeanVanillaSpecification |
|
13 |
13 |
0 |
|
0% |
| rivapy / instruments / specifications.py |
AmericanVanillaSpecification |
|
14 |
14 |
0 |
|
0% |
| rivapy / instruments / specifications.py |
(no class) |
|
54 |
24 |
1 |
|
56% |
| rivapy / marketdata / __init__.py |
DividendTable |
|
11 |
11 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
_VolatilityParametrizationExpiry |
|
34 |
16 |
0 |
|
53% |
| rivapy / marketdata / __init__.py |
VolatilityParametrizationFlat |
|
5 |
5 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilityParametrizationTerm |
|
6 |
6 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilityParametrizationSVI |
|
2 |
2 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilityParametrizationSSVI |
|
22 |
22 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilityParametrizationSABR |
|
13 |
1 |
0 |
|
92% |
| rivapy / marketdata / __init__.py |
VolatilityGridParametrization |
|
11 |
5 |
0 |
|
55% |
| rivapy / marketdata / __init__.py |
VolatilitySurface |
|
50 |
44 |
0 |
|
12% |
| rivapy / marketdata / __init__.py |
(no class) |
|
82 |
13 |
0 |
|
84% |
| rivapy / marketdata / _logger.py |
(no class) |
|
2 |
0 |
0 |
|
100% |
| rivapy / marketdata / bootstrapping.py |
(no class) |
|
216 |
12 |
0 |
|
94% |
| rivapy / marketdata / curves.py |
DiscountCurve |
|
116 |
12 |
0 |
|
90% |
| rivapy / marketdata / curves.py |
FlatDiscountCurve |
|
17 |
17 |
0 |
|
0% |
| rivapy / marketdata / curves.py |
NelsonSiegel |
|
24 |
8 |
0 |
|
67% |
| rivapy / marketdata / curves.py |
ConstantRate |
|
16 |
2 |
0 |
|
88% |
| rivapy / marketdata / curves.py |
LinearRate |
|
28 |
13 |
0 |
|
54% |
| rivapy / marketdata / curves.py |
NelsonSiegelSvensson |
|
9 |
9 |
0 |
|
0% |
| rivapy / marketdata / curves.py |
DiscountCurveComposition |
|
51 |
13 |
0 |
|
75% |
| rivapy / marketdata / curves.py |
DiscountCurveParametrized |
|
64 |
17 |
0 |
|
73% |
| rivapy / marketdata / curves.py |
EquityForwardCurve |
|
31 |
22 |
0 |
|
29% |
| rivapy / marketdata / curves.py |
BootstrapHazardCurve |
|
52 |
52 |
0 |
|
0% |
| rivapy / marketdata / curves.py |
EnergyPriceForwardCurve |
|
56 |
4 |
0 |
|
93% |
| rivapy / marketdata / curves.py |
(no class) |
|
137 |
7 |
0 |
|
95% |
| rivapy / marketdata / factory.py |
(no class) |
|
12 |
2 |
0 |
|
83% |
| rivapy / marketdata / fixing_table.py |
FixingTable |
|
35 |
21 |
0 |
|
40% |
| rivapy / marketdata / fixing_table.py |
(no class) |
|
13 |
1 |
0 |
|
92% |
| rivapy / marketdata_tools / __init__.py |
(no class) |
|
13 |
1 |
0 |
|
92% |
| rivapy / marketdata_tools / factory.py |
(no class) |
|
14 |
8 |
0 |
|
43% |
| rivapy / marketdata_tools / pfc_shaper.py |
PFCShaper |
|
49 |
11 |
0 |
|
78% |
| rivapy / marketdata_tools / pfc_shaper.py |
SimpleCategoricalRegression |
|
25 |
1 |
0 |
|
96% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalRegression |
|
103 |
14 |
0 |
|
86% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalFourierShaper |
|
136 |
5 |
0 |
|
96% |
| rivapy / marketdata_tools / pfc_shaper.py |
(no class) |
|
48 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shifter.py |
PFCShifter |
|
116 |
6 |
0 |
|
95% |
| rivapy / marketdata_tools / pfc_shifter.py |
(no class) |
|
30 |
0 |
0 |
|
100% |
| rivapy / models / __init__.py |
(no class) |
|
25 |
1 |
0 |
|
96% |
| rivapy / models / base_model.py |
BaseModel |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / base_model.py |
BaseFwdModel |
|
4 |
3 |
0 |
|
25% |
| rivapy / models / base_model.py |
(no class) |
|
15 |
0 |
0 |
|
100% |
| rivapy / models / factory.py |
(no class) |
|
14 |
8 |
0 |
|
43% |
| rivapy / models / heston.py |
HestonModel |
|
45 |
2 |
0 |
|
96% |
| rivapy / models / heston.py |
(no class) |
|
11 |
0 |
0 |
|
100% |
| rivapy / models / local_vol.py |
LocalVol |
|
94 |
58 |
0 |
|
38% |
| rivapy / models / local_vol.py |
(no class) |
|
23 |
10 |
0 |
|
57% |
| rivapy / models / lucia_schwartz.py |
LuciaSchwartz |
|
69 |
8 |
0 |
|
88% |
| rivapy / models / lucia_schwartz.py |
(no class) |
|
21 |
5 |
0 |
|
76% |
| rivapy / models / ornstein_uhlenbeck.py |
OrnsteinUhlenbeck |
|
93 |
40 |
0 |
|
57% |
| rivapy / models / ornstein_uhlenbeck.py |
(no class) |
|
16 |
0 |
0 |
|
100% |
| rivapy / models / residual_demand_fwd_model.py |
ForwardSimulationResult |
|
8 |
8 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
WindPowerForecastModelParameter |
|
4 |
1 |
0 |
|
75% |
| rivapy / models / residual_demand_fwd_model.py |
WindPowerForecastModel |
|
48 |
10 |
0 |
|
79% |
| rivapy / models / residual_demand_fwd_model.py |
WindPowerForecastModel.ForwardSimulationResult |
|
25 |
11 |
0 |
|
56% |
| rivapy / models / residual_demand_fwd_model.py |
MultiRegionWindForecastModel |
|
31 |
31 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
MultiRegionWindForecastModel.ForwardSimulationResult |
|
21 |
21 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
MultiRegionWindForecastModel.Region |
|
7 |
7 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
LinearDemandForwardModel |
|
27 |
27 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
LinearDemandForwardModel.ForwardSimulationResult |
|
16 |
16 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
ResidualDemandForwardModel |
|
19 |
19 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
ResidualDemandForwardModel.ForwardSimulationResult |
|
15 |
15 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
(no class) |
|
115 |
20 |
0 |
|
83% |
| rivapy / models / residual_demand_model.py |
CosinusSeasonality |
|
2 |
2 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
SolarProfile |
|
5 |
5 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
MonthlySolarProfile |
|
6 |
6 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
SolarPowerModel |
|
24 |
24 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
WindPowerModel |
|
30 |
30 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
SmoothstepSupplyCurve |
|
11 |
11 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
SupplyFunction |
|
23 |
23 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
LoadModel |
|
7 |
7 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
ResidualDemandModel |
|
33 |
33 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
(no class) |
|
61 |
3 |
0 |
|
95% |
| rivapy / models / scott_chesney.py |
ScottChesneyModel |
|
19 |
19 |
0 |
|
0% |
| rivapy / models / scott_chesney.py |
(no class) |
|
4 |
0 |
0 |
|
100% |
| rivapy / models / stoch_local_vol.py |
StochasticLocalVol |
|
39 |
1 |
0 |
|
97% |
| rivapy / models / stoch_local_vol.py |
(no class) |
|
11 |
0 |
0 |
|
100% |
| rivapy / numerics / kernel_regression.py |
KernelRegression |
|
17 |
9 |
0 |
|
47% |
| rivapy / numerics / kernel_regression.py |
(no class) |
|
9 |
0 |
0 |
|
100% |
| rivapy / pricing / __init__.py |
(no class) |
|
24 |
9 |
0 |
|
62% |
| rivapy / pricing / _logger.py |
(no class) |
|
2 |
0 |
0 |
|
100% |
| rivapy / pricing / analytics.py |
(no class) |
|
19 |
1 |
0 |
|
95% |
| rivapy / pricing / bond_pricing.py |
DeterministicCashflowPricer |
|
151 |
23 |
0 |
|
85% |
| rivapy / pricing / bond_pricing.py |
(no class) |
|
43 |
0 |
0 |
|
100% |
| rivapy / pricing / deposit_pricing.py |
DepositPricer |
|
22 |
12 |
0 |
|
45% |
| rivapy / pricing / deposit_pricing.py |
(no class) |
|
21 |
0 |
0 |
|
100% |
| rivapy / pricing / factory.py |
(no class) |
|
14 |
8 |
0 |
|
43% |
| rivapy / pricing / fra_pricing.py |
ForwardRateAgreementPricer |
|
34 |
7 |
0 |
|
79% |
| rivapy / pricing / fra_pricing.py |
(no class) |
|
22 |
0 |
0 |
|
100% |
| rivapy / pricing / interest_rate_swap_pricing.py |
InterestRateSwapPricer |
|
274 |
111 |
0 |
|
59% |
| rivapy / pricing / interest_rate_swap_pricing.py |
(no class) |
|
57 |
3 |
0 |
|
95% |
| rivapy / pricing / pricing_data.py |
BasePricingData |
|
6 |
6 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
BondPricingData |
|
24 |
24 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
ResultType |
|
0 |
0 |
0 |
|
100% |
| rivapy / pricing / pricing_data.py |
PricingResults |
|
2 |
2 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
Black76PricingData |
|
16 |
16 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
AmericanPdePricingData |
|
20 |
20 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
CDSPricingData |
|
83 |
83 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
AnalyticSwaptionPricingData |
|
16 |
16 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
AnalyticCapPricingData |
|
16 |
16 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
InterestRateSwapPricingData |
|
16 |
16 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
InterestRateSwapLegPricingData |
|
12 |
12 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
InterestRateSwapFloatLegPricingData |
|
14 |
14 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
DepositPricingData |
|
11 |
11 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
ForwardRateAgreementPricingData |
|
17 |
17 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
InterestRateSwapPricingData_rivapy |
|
20 |
20 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
InterestRateSwapLegPricingData_rivapy |
|
10 |
10 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
InterestRateSwapFloatLegPricingData_rivapy |
|
4 |
4 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
(no class) |
|
137 |
16 |
0 |
|
88% |
| rivapy / pricing / pricing_request.py |
PricingRequestBase |
|
5 |
5 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
DepositPricingRequest |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
GreenPPAPricingRequest |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest |
|
170 |
170 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
BondPricingRequest |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
ForwardRateAgreementPricingRequest |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
InterestRateSwapPricingRequest |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
(no class) |
|
122 |
1 |
0 |
|
99% |
| rivapy / sample_data / __init__.py |
(no class) |
|
0 |
0 |
0 |
|
100% |
| rivapy / sample_data / dummy_power_spot_price.py |
(no class) |
|
16 |
0 |
0 |
|
100% |
| rivapy / tools / __init__.py |
(no class) |
|
11 |
0 |
0 |
|
100% |
| rivapy / tools / _converter.py |
(no class) |
|
90 |
82 |
0 |
|
9% |
| rivapy / tools / _logger.py |
(no class) |
|
2 |
0 |
0 |
|
100% |
| rivapy / tools / _validators.py |
(no class) |
|
100 |
63 |
0 |
|
37% |
| rivapy / tools / datetime_grid.py |
DateTimeGrid |
|
35 |
35 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
__TimeGridFunction |
|
6 |
6 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
_Add |
|
3 |
3 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
_Mul |
|
3 |
3 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
_TimeGridFunction |
|
3 |
3 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
MonthlyConstantFunction |
|
2 |
2 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
HourlyConstantFunction |
|
2 |
2 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
ParametrizedFunction |
|
2 |
2 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
PeriodicFunction |
|
29 |
29 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
InterpolatedFunction |
|
7 |
7 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
(no class) |
|
49 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
DayCounter |
|
87 |
6 |
0 |
|
93% |
| rivapy / tools / datetools.py |
Period |
|
21 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
Schedule |
|
112 |
15 |
0 |
|
87% |
| rivapy / tools / datetools.py |
(no class) |
|
297 |
27 |
0 |
|
91% |
| rivapy / tools / enums.py |
_MyEnum |
|
16 |
3 |
0 |
|
81% |
| rivapy / tools / enums.py |
_MyIntEnum |
|
18 |
18 |
0 |
|
0% |
| rivapy / tools / enums.py |
InterpolationType |
|
0 |
0 |
0 |
|
100% |
| rivapy / tools / enums.py |
ExtrapolationType |
|
0 |
0 |
0 |
|
100% |
| rivapy / tools / enums.py |
SecuritizationLevel |
|
0 |
0 |
0 |
|
100% |
| rivapy / tools / enums.py |
EnergyTimeGridStructure |
|
0 |
0 |
0 |
|
100% |
| rivapy / tools / enums.py |
Model |
|
0 |
0 |
0 |
|
100% |
| rivapy / tools / enums.py |
Period |
|
0 |
0 |
0 |
|
100% |
| rivapy / tools / enums.py |
RollConvention |
|
0 |
0 |
0 |
|
100% |
| rivapy / tools / enums.py |
RollRule |
|
0 |
0 |
0 |
|
100% |
| rivapy / tools / enums.py |
DayCounterType |
|
0 |
0 |
0 |
|
100% |
| rivapy / tools / enums.py |
InflationInterpolation |
|
0 |
0 |
0 |
|
100% |
| rivapy / tools / enums.py |
Sector |
|
0 |
0 |
0 |
|
100% |
| rivapy / tools / enums.py |
ESGRating |
|
0 |
0 |
0 |
|
100% |
| rivapy / tools / enums.py |
Rating |
|
0 |
0 |
0 |
|
100% |
| rivapy / tools / enums.py |
PricerType |
|
0 |
0 |
0 |
|
100% |
| rivapy / tools / enums.py |
VolatilityStickyness |
|
0 |
0 |
0 |
|
100% |
| rivapy / tools / enums.py |
Currency |
|
0 |
0 |
0 |
|
100% |
| rivapy / tools / enums.py |
Country |
|
0 |
0 |
0 |
|
100% |
| rivapy / tools / enums.py |
IrLegType |
|
4 |
4 |
0 |
|
0% |
| rivapy / tools / enums.py |
Instrument |
|
0 |
0 |
0 |
|
100% |
| rivapy / tools / enums.py |
IRIndexMetadata |
|
0 |
0 |
0 |
|
100% |
| rivapy / tools / enums.py |
InterestRateIndex |
|
0 |
0 |
0 |
|
100% |
| rivapy / tools / enums.py |
(no class) |
|
376 |
1 |
0 |
|
99% |
| rivapy / tools / factory.py |
(no class) |
|
14 |
8 |
0 |
|
43% |
| rivapy / tools / holidays_compat.py |
(no class) |
|
27 |
17 |
0 |
|
37% |
| rivapy / tools / interfaces.py |
DateTimeFunction |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / interfaces.py |
_JSONDecoder |
|
7 |
7 |
0 |
|
0% |
| rivapy / tools / interfaces.py |
_JSONEncoder |
|
5 |
3 |
0 |
|
40% |
| rivapy / tools / interfaces.py |
FactoryObject |
|
33 |
16 |
0 |
|
52% |
| rivapy / tools / interfaces.py |
BaseDatedCurve |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / interfaces.py |
(no class) |
|
32 |
0 |
0 |
|
100% |
| rivapy / tools / interpolate.py |
Interpolator |
|
167 |
38 |
0 |
|
77% |
| rivapy / tools / interpolate.py |
(no class) |
|
30 |
0 |
0 |
|
100% |
| rivapy / tools / scheduler.py |
SimpleSchedule |
|
37 |
18 |
0 |
|
51% |
| rivapy / tools / scheduler.py |
BaseSchedule |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / scheduler.py |
PeakSchedule |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / scheduler.py |
OffPeakSchedule |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / scheduler.py |
GasSchedule |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / scheduler.py |
(no class) |
|
30 |
0 |
0 |
|
100% |
| tests / __init__.py |
(no class) |
|
0 |
0 |
0 |
|
100% |
| tests / setup_logging.py |
CallerFormatter |
|
14 |
14 |
0 |
|
0% |
| tests / setup_logging.py |
(no class) |
|
25 |
1 |
0 |
|
96% |
| tests / test_bonds.py |
BondSpecificationTests |
|
70 |
1 |
0 |
|
99% |
| tests / test_bonds.py |
BondPricingTests |
|
119 |
0 |
0 |
|
100% |
| tests / test_bonds.py |
(no class) |
|
17 |
1 |
0 |
|
94% |
| tests / test_bonds_new.py |
(no class) |
|
0 |
0 |
0 |
|
100% |
| tests / test_bootstrap.py |
DummyDepositSpec |
|
7 |
1 |
0 |
|
86% |
| tests / test_bootstrap.py |
TestBootstrapCurveFunctions |
|
12 |
0 |
0 |
|
100% |
| tests / test_bootstrap.py |
TestErrorFn |
|
6 |
0 |
0 |
|
100% |
| tests / test_bootstrap.py |
TestFindBracket |
|
11 |
0 |
0 |
|
100% |
| tests / test_bootstrap.py |
TestGetQuote |
|
35 |
0 |
0 |
|
100% |
| tests / test_bootstrap.py |
TestBootstrapCurveInstruments |
|
237 |
0 |
0 |
|
100% |
| tests / test_bootstrap.py |
TestAutomaticInstrumentCreation |
|
286 |
0 |
0 |
|
100% |
| tests / test_bootstrap.py |
TestBSBootstrap |
|
212 |
3 |
0 |
|
99% |
| tests / test_bootstrap.py |
TestReferenceDateDependance |
|
68 |
0 |
0 |
|
100% |
| tests / test_bootstrap.py |
(no class) |
|
145 |
35 |
0 |
|
76% |
| tests / test_components.py |
ComponentsTests |
|
35 |
0 |
0 |
|
100% |
| tests / test_components.py |
(no class) |
|
16 |
1 |
0 |
|
94% |
| tests / test_creditmetrics.py |
TestCreditMetricsModel |
|
48 |
0 |
0 |
|
100% |
| tests / test_creditmetrics.py |
(no class) |
|
18 |
1 |
0 |
|
94% |
| tests / test_curves.py |
TestDiscountCurve |
|
95 |
0 |
0 |
|
100% |
| tests / test_curves.py |
(no class) |
|
22 |
1 |
0 |
|
95% |
| tests / test_datetools.py |
DayCounterTests |
|
25 |
0 |
0 |
|
100% |
| tests / test_datetools.py |
PeriodTests |
|
27 |
0 |
0 |
|
100% |
| tests / test_datetools.py |
OGandOwnTests |
|
26 |
2 |
0 |
|
92% |
| tests / test_datetools.py |
RollingSchedulingTests |
|
388 |
0 |
0 |
|
100% |
| tests / test_datetools.py |
(no class) |
|
38 |
1 |
0 |
|
97% |
| tests / test_deposits.py |
DepositSpecificationTests |
|
63 |
0 |
0 |
|
100% |
| tests / test_deposits.py |
DepositPricingTests |
|
23 |
0 |
0 |
|
100% |
| tests / test_deposits.py |
(no class) |
|
19 |
1 |
0 |
|
95% |
| tests / test_fras.py |
TestForwardRateAgreementSpecification |
|
66 |
0 |
0 |
|
100% |
| tests / test_fras.py |
(no class) |
|
31 |
1 |
0 |
|
97% |
| tests / test_instrument_factories.py |
(no class) |
|
5 |
1 |
0 |
|
80% |
| tests / test_instruments.py |
CDSTest |
|
18 |
15 |
0 |
|
17% |
| tests / test_instruments.py |
SimpleScheduleTest |
|
14 |
0 |
0 |
|
100% |
| tests / test_instruments.py |
(no class) |
|
19 |
2 |
0 |
|
89% |
| tests / test_interpolate.py |
TestInterpolator |
|
36 |
0 |
0 |
|
100% |
| tests / test_interpolate.py |
TestLinearLogInterpolator |
|
28 |
0 |
0 |
|
100% |
| tests / test_interpolate.py |
TestHaganInterpolator |
|
43 |
0 |
0 |
|
100% |
| tests / test_interpolate.py |
(no class) |
|
34 |
1 |
0 |
|
97% |
| tests / test_ir_swap.py |
TestIrSwapLegSpecification |
|
14 |
0 |
0 |
|
100% |
| tests / test_ir_swap.py |
TestIrFixedLegSpecification |
|
8 |
0 |
0 |
|
100% |
| tests / test_ir_swap.py |
TestIrFloatLegSpecification |
|
13 |
0 |
0 |
|
100% |
| tests / test_ir_swap.py |
TestInterestRateSwapSpecification |
|
30 |
0 |
0 |
|
100% |
| tests / test_ir_swap.py |
TestIRSwapSpecificationPricing |
|
281 |
8 |
0 |
|
97% |
| tests / test_ir_swap.py |
TestInterestRateSwapPricerInit |
|
37 |
0 |
0 |
|
100% |
| tests / test_ir_swap.py |
TestGetProjectedNotionals |
|
17 |
0 |
0 |
|
100% |
| tests / test_ir_swap.py |
(no class) |
|
73 |
1 |
0 |
|
99% |
| tests / test_market_data_factories.py |
FactoryTestsMeta |
|
12 |
2 |
0 |
|
83% |
| tests / test_market_data_factories.py |
MarketDataTests |
|
0 |
0 |
0 |
|
100% |
| tests / test_market_data_factories.py |
(no class) |
|
11 |
1 |
0 |
|
91% |
| tests / test_marketdata.py |
VolatilityGridParamTest |
|
25 |
16 |
0 |
|
36% |
| tests / test_marketdata.py |
VolatilitySABRParamTest |
|
14 |
2 |
0 |
|
86% |
| tests / test_marketdata.py |
VolatilitySurfaceTest |
|
2 |
0 |
0 |
|
100% |
| tests / test_marketdata.py |
DiscountCurveCompositionTest |
|
31 |
0 |
0 |
|
100% |
| tests / test_marketdata.py |
(no class) |
|
21 |
1 |
0 |
|
95% |
| tests / test_models.py |
LocalVolModelTest |
|
54 |
31 |
0 |
|
43% |
| tests / test_models.py |
HestonModelTest |
|
15 |
0 |
0 |
|
100% |
| tests / test_models.py |
HestonLocalVolModelTest |
|
62 |
21 |
0 |
|
66% |
| tests / test_models.py |
OrnsteinUhlenbeckTest |
|
23 |
0 |
0 |
|
100% |
| tests / test_models.py |
LuciaSchwartzTest |
|
14 |
0 |
0 |
|
100% |
| tests / test_models.py |
WindPowerForecastModel |
|
10 |
0 |
0 |
|
100% |
| tests / test_models.py |
(no class) |
|
32 |
1 |
0 |
|
97% |
| tests / test_pfc.py |
TestPFCShifter |
|
54 |
1 |
0 |
|
98% |
| tests / test_pfc.py |
TestPFCShaper |
|
37 |
0 |
0 |
|
100% |
| tests / test_pfc.py |
TestEnergyPriceForwardCurve |
|
42 |
0 |
0 |
|
100% |
| tests / test_pfc.py |
(no class) |
|
33 |
1 |
0 |
|
97% |
| tests / test_ppa_hedge.py |
DeepHedger |
|
16 |
16 |
0 |
|
0% |
| tests / test_ppa_hedge.py |
GreenPPAHedger |
|
15 |
15 |
0 |
|
0% |
| tests / test_ppa_hedge.py |
(no class) |
|
17 |
11 |
0 |
|
35% |