| rivapy/__init__.py |
(no class) |
15 |
4 |
0 |
73% |
| rivapy/instruments/__init__.py |
(no class) |
17 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
BondBaseSpecification |
45 |
1 |
0 |
98% |
| rivapy/instruments/bond_specifications.py |
ZeroCouponBondSpecification |
9 |
2 |
0 |
78% |
| rivapy/instruments/bond_specifications.py |
PlainVanillaCouponBondSpecification |
31 |
4 |
0 |
87% |
| rivapy/instruments/bond_specifications.py |
FixedRateBondSpecification |
43 |
8 |
0 |
81% |
| rivapy/instruments/bond_specifications.py |
FloatingRateNoteSpecification |
27 |
6 |
0 |
78% |
| rivapy/instruments/bond_specifications.py |
FixedToFloatingRateNoteSpecification |
4 |
4 |
0 |
0% |
| rivapy/instruments/bond_specifications.py |
(no class) |
88 |
0 |
0 |
100% |
| 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 |
13 |
0 |
72% |
| rivapy/instruments/components.py |
(no class) |
32 |
0 |
0 |
100% |
| rivapy/instruments/energy_futures_specifications.py |
EnergyFutureSpecifications |
19 |
0 |
0 |
100% |
| rivapy/instruments/energy_futures_specifications.py |
(no class) |
16 |
0 |
0 |
100% |
| rivapy/instruments/factory.py |
(no class) |
12 |
2 |
0 |
83% |
| rivapy/instruments/ppa_specification.py |
PPASpecification |
37 |
14 |
0 |
62% |
| rivapy/instruments/ppa_specification.py |
GreenPPASpecification |
19 |
2 |
0 |
89% |
| rivapy/instruments/ppa_specification.py |
(no class) |
24 |
0 |
0 |
100% |
| rivapy/instruments/specifications.py |
EuropeanVanillaSpecification |
13 |
13 |
0 |
0% |
| rivapy/instruments/specifications.py |
AmericanVanillaSpecification |
14 |
14 |
0 |
0% |
| rivapy/instruments/specifications.py |
(no class) |
45 |
25 |
0 |
44% |
| 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/curves.py |
DiscountCurve |
55 |
37 |
0 |
33% |
| rivapy/marketdata/curves.py |
NelsonSiegel |
24 |
8 |
0 |
67% |
| rivapy/marketdata/curves.py |
ConstantRate |
9 |
0 |
0 |
100% |
| rivapy/marketdata/curves.py |
LinearRate |
16 |
1 |
0 |
94% |
| rivapy/marketdata/curves.py |
NelsonSiegelSvensson |
9 |
9 |
0 |
0% |
| rivapy/marketdata/curves.py |
DiscountCurveComposition |
48 |
10 |
0 |
79% |
| rivapy/marketdata/curves.py |
DiscountCurveParametrized |
43 |
9 |
0 |
79% |
| 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) |
115 |
7 |
0 |
94% |
| rivapy/marketdata/factory.py |
(no class) |
12 |
2 |
0 |
83% |
| rivapy/marketdata_tools/__init__.py |
(no class) |
11 |
1 |
0 |
91% |
| rivapy/marketdata_tools/factory.py |
(no class) |
14 |
8 |
0 |
43% |
| rivapy/marketdata_tools/pfc_shaper.py |
PFCShaper |
41 |
6 |
0 |
85% |
| rivapy/marketdata_tools/pfc_shaper.py |
CategoricalRegression |
22 |
1 |
0 |
95% |
| rivapy/marketdata_tools/pfc_shaper.py |
(no class) |
26 |
0 |
0 |
100% |
| rivapy/marketdata_tools/pfc_shifter.py |
PFCShifter |
112 |
4 |
0 |
96% |
| 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) |
15 |
10 |
0 |
33% |
| 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 |
SimpleCashflowPricer |
19 |
0 |
0 |
100% |
| rivapy/pricing/bond_pricing.py |
(no class) |
11 |
0 |
0 |
100% |
| rivapy/pricing/pricing_request.py |
PricingRequestBase |
5 |
5 |
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 |
(no class) |
116 |
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/_validators.py |
(no class) |
82 |
41 |
0 |
50% |
| 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 |
12 |
2 |
0 |
83% |
| rivapy/tools/datetools.py |
Period |
18 |
5 |
0 |
72% |
| rivapy/tools/datetools.py |
Schedule |
49 |
8 |
0 |
84% |
| rivapy/tools/datetools.py |
(no class) |
186 |
32 |
0 |
83% |
| rivapy/tools/enums.py |
_MyEnum |
10 |
3 |
0 |
70% |
| rivapy/tools/enums.py |
_MyIntEnum |
11 |
11 |
0 |
0% |
| 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 |
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 |
(no class) |
330 |
4 |
0 |
99% |
| rivapy/tools/factory.py |
(no class) |
14 |
3 |
0 |
79% |
| rivapy/tools/interfaces.py |
DateTimeFunction |
1 |
1 |
0 |
0% |
| rivapy/tools/interfaces.py |
_JSONDecoder |
7 |
7 |
0 |
0% |
| rivapy/tools/interfaces.py |
_JSONEncoder |
3 |
1 |
0 |
67% |
| rivapy/tools/interfaces.py |
FactoryObject |
10 |
4 |
0 |
60% |
| rivapy/tools/interfaces.py |
BaseDatedCurve |
1 |
1 |
0 |
0% |
| rivapy/tools/interfaces.py |
HasExpectedCashflows |
1 |
1 |
0 |
0% |
| rivapy/tools/interfaces.py |
(no class) |
33 |
0 |
0 |
100% |
| rivapy/tools/scheduler.py |
SimpleSchedule |
37 |
4 |
0 |
89% |
| 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/test_bonds.py |
BondSpecificationTests |
52 |
0 |
0 |
100% |
| tests/test_bonds.py |
BondPricingTests |
6 |
0 |
0 |
100% |
| tests/test_bonds.py |
(no class) |
12 |
1 |
0 |
92% |
| tests/test_datetools.py |
DayCounterTests |
5 |
0 |
0 |
100% |
| tests/test_datetools.py |
Unit_Tests |
74 |
0 |
0 |
100% |
| tests/test_datetools.py |
(no class) |
12 |
1 |
0 |
92% |
| tests/test_instrument_factories.py |
FactoryTestsMeta |
12 |
2 |
0 |
83% |
| tests/test_instrument_factories.py |
InstrumentTests |
0 |
0 |
0 |
100% |
| tests/test_instrument_factories.py |
(no class) |
11 |
1 |
0 |
91% |
| 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_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 |
33 |
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% |