| rivapy / __init__.py |
(no function) |
|
16 |
4 |
0 |
|
75% |
| rivapy / credit / __init__.py |
(no function) |
|
1 |
0 |
0 |
|
100% |
| rivapy / credit / creditmetrics.py |
CreditMetricsModel.__init__ |
|
11 |
0 |
0 |
|
100% |
| rivapy / credit / creditmetrics.py |
CreditMetricsModel.merge_positions_issuer |
|
5 |
0 |
0 |
|
100% |
| rivapy / credit / creditmetrics.py |
CreditMetricsModel.get_correlation |
|
10 |
0 |
0 |
|
100% |
| rivapy / credit / creditmetrics.py |
CreditMetricsModel.get_cutoffs_rating |
|
5 |
0 |
0 |
|
100% |
| rivapy / credit / creditmetrics.py |
CreditMetricsModel.get_credit_spreads |
|
5 |
0 |
0 |
|
100% |
| rivapy / credit / creditmetrics.py |
CreditMetricsModel.get_expected_value |
|
10 |
0 |
0 |
|
100% |
| rivapy / credit / creditmetrics.py |
CreditMetricsModel.get_states |
|
11 |
0 |
0 |
|
100% |
| rivapy / credit / creditmetrics.py |
CreditMetricsModel.get_issuer_groups |
|
5 |
0 |
0 |
|
100% |
| rivapy / credit / creditmetrics.py |
CreditMetricsModel.mc_calculation |
|
34 |
0 |
0 |
|
100% |
| rivapy / credit / creditmetrics.py |
CreditMetricsModel.get_loss_distribution |
|
2 |
0 |
0 |
|
100% |
| rivapy / credit / creditmetrics.py |
CreditMetricsModel.get_portfolio_VaR |
|
2 |
0 |
0 |
|
100% |
| rivapy / credit / creditmetrics.py |
CreditMetricsModel.get_portfolio_ES |
|
2 |
0 |
0 |
|
100% |
| rivapy / credit / creditmetrics.py |
(no function) |
|
19 |
0 |
0 |
|
100% |
| rivapy / instruments / __init__.py |
_add_to_factory |
|
2 |
0 |
0 |
|
100% |
| rivapy / instruments / __init__.py |
(no function) |
|
28 |
0 |
0 |
|
100% |
| rivapy / instruments / _logger.py |
(no function) |
|
2 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.__init__ |
|
17 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.set_amortization_scheme |
|
7 |
3 |
0 |
|
57% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.set_notional_structure |
|
27 |
18 |
0 |
|
33% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification._create_sample |
|
17 |
17 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification._validate_derived_issued_instrument |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification._to_dict |
|
2 |
2 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.issuer |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.issuer |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.rating |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.rating |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.securitization_level |
|
3 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.securitization_level |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.issue_date |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.issue_date |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.maturity_date |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.maturity_date |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.currency |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.currency |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.notional |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.notional |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.day_count_convention |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.day_count_convention |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.business_day_convention |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.business_day_convention |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.roll_convention |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.roll_convention |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.calendar |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.calendar |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
BondBaseSpecification.notional_amount |
|
5 |
3 |
0 |
|
40% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.__init__ |
|
35 |
1 |
0 |
|
97% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.coupon |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.coupon |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.start_date |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.start_date |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.end_date |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.end_date |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.frequency |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.frequency |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.issue_price |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.issue_price |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.notional_exchange |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.notional_exchange |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.payment_days |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.payment_days |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.pays_in_arrears |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.pays_in_arrears |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.coupon_type |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.coupon_type |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.backwards |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.backwards |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.stub_type_is_Long |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.stub_type_is_Long |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.spot_days |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.spot_days |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.last_fixing |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.last_fixing |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.nr_annual_payments |
|
3 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.nr_annual_payments |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.schedule |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.schedule |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.dates |
|
21 |
4 |
0 |
|
81% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.dates |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.accrual_dates |
|
3 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.accrual_dates |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.index |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.index |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.ir_index |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.ir_index |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.adjust_start_date |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.adjust_start_date |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.adjust_end_date |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.adjust_end_date |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.adjust_schedule |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.adjust_schedule |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.adjust_accruals |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.adjust_accruals |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification._validate |
|
5 |
1 |
0 |
|
80% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.get_schedule |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification.get_nr_annual_payments |
|
10 |
4 |
0 |
|
60% |
| rivapy / instruments / bond_specifications.py |
DeterministicCashflowBondSpecification._to_dict |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
FixedRateBondSpecification.__init__ |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / bond_specifications.py |
FixedRateBondSpecification._create_sample |
|
14 |
14 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
FixedRateBondSpecification._to_dict |
|
2 |
2 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
ZeroBondSpecification.__init__ |
|
3 |
1 |
0 |
|
67% |
| rivapy / instruments / bond_specifications.py |
ZeroBondSpecification._create_sample |
|
13 |
13 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
ZeroBondSpecification._to_dict |
|
2 |
2 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
FloatingRateBondSpecification.__init__ |
|
22 |
4 |
0 |
|
82% |
| rivapy / instruments / bond_specifications.py |
FloatingRateBondSpecification._create_sample |
|
15 |
15 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
FloatingRateBondSpecification._to_dict |
|
2 |
2 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
bonds_main |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / bond_specifications.py |
(no function) |
|
188 |
1 |
0 |
|
99% |
| rivapy / instruments / cds_specification.py |
CDSSpecification.__init__ |
|
10 |
10 |
0 |
|
0% |
| rivapy / instruments / cds_specification.py |
CDSSpecification.validate |
|
2 |
2 |
0 |
|
0% |
| rivapy / instruments / cds_specification.py |
(no function) |
|
5 |
0 |
0 |
|
100% |
| rivapy / instruments / components.py |
Coupon.__init__ |
|
13 |
13 |
0 |
|
0% |
| rivapy / instruments / components.py |
Issuer.__init__ |
|
6 |
0 |
0 |
|
100% |
| rivapy / instruments / components.py |
Issuer._create_sample |
|
30 |
30 |
0 |
|
0% |
| rivapy / instruments / components.py |
Issuer._to_dict |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / components.py |
Issuer.obj_id |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / components.py |
Issuer.name |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / components.py |
Issuer.rating |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / components.py |
Issuer.rating |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / components.py |
Issuer.esg_rating |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / components.py |
Issuer.esg_rating |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / components.py |
Issuer.country |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / components.py |
Issuer.sector |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / components.py |
Issuer.sector |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / components.py |
CashFlow.__init__ |
|
2 |
0 |
0 |
|
100% |
| rivapy / instruments / components.py |
CashFlow.__getattr__ |
|
4 |
0 |
0 |
|
100% |
| rivapy / instruments / components.py |
CashFlow.__setattr__ |
|
6 |
1 |
0 |
|
83% |
| rivapy / instruments / components.py |
CashFlow.__delattr__ |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / components.py |
CashFlow.keys |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / components.py |
CashFlow.items |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / components.py |
CashFlow.__dir__ |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / components.py |
CashFlow._create_sample |
|
6 |
6 |
0 |
|
0% |
| rivapy / instruments / components.py |
CashFlow._to_dict |
|
2 |
2 |
0 |
|
0% |
| rivapy / instruments / components.py |
NotionalStructure.__init__ |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / components.py |
NotionalStructure.get_amount |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / components.py |
NotionalStructure.get_pay_date_start |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / components.py |
NotionalStructure.get_pay_date_end |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / components.py |
NotionalStructure.get_amount_per_date |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / components.py |
NotionalStructure.get_amortization_schedule |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / components.py |
NotionalStructure.get_size |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / components.py |
NotionalStructure._to_dict |
|
2 |
2 |
0 |
|
0% |
| rivapy / instruments / components.py |
ConstNotionalStructure.__init__ |
|
3 |
0 |
0 |
|
100% |
| rivapy / instruments / components.py |
ConstNotionalStructure.notional |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / components.py |
ConstNotionalStructure.notional |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / components.py |
ConstNotionalStructure.start_date |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / components.py |
ConstNotionalStructure.start_date |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / components.py |
ConstNotionalStructure.end_date |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / components.py |
ConstNotionalStructure.end_date |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / components.py |
ConstNotionalStructure.get_amount |
|
3 |
0 |
0 |
|
100% |
| rivapy / instruments / components.py |
ConstNotionalStructure.get_amount_per_date |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / components.py |
ConstNotionalStructure.get_size |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / components.py |
ConstNotionalStructure.get_amortizations_by_index |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / components.py |
ConstNotionalStructure.get_amortization_schedule |
|
4 |
1 |
0 |
|
75% |
| rivapy / instruments / components.py |
ConstNotionalStructure._to_dict |
|
2 |
2 |
0 |
|
0% |
| rivapy / instruments / components.py |
LinearNotionalStructure.__init__ |
|
9 |
1 |
0 |
|
89% |
| rivapy / instruments / components.py |
LinearNotionalStructure.n_steps |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / components.py |
LinearNotionalStructure.n_steps |
|
2 |
0 |
0 |
|
100% |
| rivapy / instruments / components.py |
LinearNotionalStructure.start_date |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / components.py |
LinearNotionalStructure.start_date |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / components.py |
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| rivapy / instruments / components.py |
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| rivapy / instruments / components.py |
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| rivapy / instruments / components.py |
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LinearNotionalStructure.get_amortization_schedule |
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12 |
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| rivapy / instruments / components.py |
LinearNotionalStructure._to_dict |
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| rivapy / instruments / components.py |
VariableNotionalStructure.__init__ |
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| rivapy / instruments / components.py |
VariableNotionalStructure.get_amount |
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| rivapy / instruments / components.py |
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VariableNotionalStructure._to_dict |
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ResettingNotionalStructure.__init__ |
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| rivapy / instruments / components.py |
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| rivapy / instruments / components.py |
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| rivapy / instruments / components.py |
ResettingNotionalStructure.get_fixing_date |
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| rivapy / instruments / components.py |
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| rivapy / instruments / components.py |
AmortizationScheme.__init__ |
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0 |
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AmortizationScheme.get_total_amortization |
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AmortizationScheme._to_dict |
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AmortizationScheme._from_string |
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| rivapy / instruments / components.py |
LinearAmortizationScheme.__init__ |
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ZeroAmortizationScheme.__init__ |
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VariableAmortizationScheme.__init__ |
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| rivapy / instruments / components.py |
VariableAmortizationScheme.get_total_amortization |
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| rivapy / instruments / components.py |
components_main |
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| rivapy / instruments / components.py |
(no function) |
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160 |
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| rivapy / instruments / deposit_specifications.py |
DepositSpecification.__init__ |
|
26 |
4 |
0 |
|
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| rivapy / instruments / deposit_specifications.py |
DepositSpecification._create_sample |
|
17 |
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DepositSpecification._to_dict |
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DepositSpecification.get_end_date |
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(no function) |
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| rivapy / instruments / energy_futures_specifications.py |
EnergyFutureSpecifications.__init__ |
|
5 |
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|
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EnergyFutureSpecifications.get_schedule |
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EnergyFutureSpecifications.get_price |
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EnergyFutureSpecifications.get_start |
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EnergyFutureSpecifications.get_end |
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EnergyFutureSpecifications.get_start_end |
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EnergyFutureSpecifications._to_dict |
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EnergyFutureSpecifications._create_sample |
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| rivapy / instruments / energy_futures_specifications.py |
(no function) |
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| rivapy / instruments / factory.py |
_factory |
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create |
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ForwardRateAgreementSpecification.__init__ |
|
38 |
6 |
0 |
|
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ForwardRateAgreementSpecification._create_sample |
|
20 |
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ForwardRateAgreementSpecification._validate_derived_issued_instrument |
|
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ForwardRateAgreementSpecification._to_dict |
|
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ForwardRateAgreementSpecification.get_schedule |
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ForwardRateAgreementSpecification.udlID |
|
1 |
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|
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|
1 |
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|
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| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.securitization_level |
|
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| rivapy / instruments / fra_specifications.py |
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1 |
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| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.rate |
|
1 |
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| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.trade_date |
|
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| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.trade_date |
|
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| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.start_date |
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| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.start_date |
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1 |
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ForwardRateAgreementSpecification.end_date |
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ForwardRateAgreementSpecification.rate_start_date |
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| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.rate_start_date |
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| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.rate_end_date |
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| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.rate_end_date |
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|
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|
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| rivapy / instruments / fra_specifications.py |
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|
1 |
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| rivapy / instruments / fra_specifications.py |
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|
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ForwardRateAgreementSpecification.notional |
|
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| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.day_count_convention |
|
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|
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| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.day_count_convention |
|
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1 |
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| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.rate_day_count_convention |
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| rivapy / instruments / fra_specifications.py |
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| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.business_day_convention |
|
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|
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| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.business_day_convention |
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| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.rate_business_day_convention |
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0 |
|
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| rivapy / instruments / fra_specifications.py |
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ForwardRateAgreementSpecification.spot_days |
|
1 |
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0 |
|
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| rivapy / instruments / fra_specifications.py |
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|
1 |
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| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.start_period |
|
1 |
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0 |
|
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| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.end_period |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.end_period |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.index |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.index |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.ins_type |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.payment_days |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.payment_days |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / fra_specifications.py |
ForwardRateAgreementSpecification.get_end_date |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / fra_specifications.py |
(no function) |
|
109 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrSwapLegSpecification.__init__ |
|
7 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrSwapLegSpecification.currency |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrSwapLegSpecification.currency |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrSwapLegSpecification.start_dates |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrSwapLegSpecification.start_dates |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrSwapLegSpecification.end_dates |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrSwapLegSpecification.end_dates |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrSwapLegSpecification.pay_dates |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrSwapLegSpecification.pay_dates |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrSwapLegSpecification.notional_structure |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrSwapLegSpecification.notional_structure |
|
3 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrSwapLegSpecification._to_dict |
|
2 |
2 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
IrSwapLegSpecification._create_sample |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
IrFixedLegSpecification.__init__ |
|
2 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrFixedLegSpecification.leg_type |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrFixedLegSpecification.fixed_rate |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrFixedLegSpecification.fixed_rate |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrFixedLegSpecification.udl_id |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrFixedLegSpecification._to_dict |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
IrFixedLegSpecification._create_sample |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
IrFixedLegSpecification.get_NotionalStructure |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrFloatLegSpecification.__init__ |
|
8 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrFloatLegSpecification.leg_type |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrFloatLegSpecification.reset_dates |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrFloatLegSpecification.reset_dates |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrFloatLegSpecification.udl_id |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrFloatLegSpecification.udl_id |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrFloatLegSpecification.fixing_id |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrFloatLegSpecification.fixing_id |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrFloatLegSpecification.spread |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrFloatLegSpecification.spread |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
IrFloatLegSpecification.rate_day_count |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
IrFloatLegSpecification.rate_start_dates |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrFloatLegSpecification.rate_start_dates |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrFloatLegSpecification.rate_end_dates |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrFloatLegSpecification.rate_end_dates |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrFloatLegSpecification.get_underlyings |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
IrFloatLegSpecification.get_NotionalStructure |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrOISLegSpecification.__init__ |
|
8 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrOISLegSpecification.leg_type |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrOISLegSpecification.reset_dates |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
IrOISLegSpecification.rate_reset_dates |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrOISLegSpecification.udl_id |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
IrOISLegSpecification.udl_id |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrOISLegSpecification.fixing_id |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
IrOISLegSpecification.fixing_id |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrOISLegSpecification.spread |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
IrOISLegSpecification.spread |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
IrOISLegSpecification.rate_day_count |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
IrOISLegSpecification.rate_start_dates |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
IrOISLegSpecification.rate_start_dates |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrOISLegSpecification.rate_end_dates |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
IrOISLegSpecification.rate_end_dates |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrOISLegSpecification.get_underlyings |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
IrOISLegSpecification.get_NotionalStructure |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
IrOISLegSpecification.ois_scheduler_2D |
|
16 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification.__init__ |
|
18 |
1 |
0 |
|
94% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification._create_sample |
|
17 |
17 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification._validate_derived_issued_instrument |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification._to_dict |
|
2 |
2 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification.issuer |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification.issuer |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification.rating |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification.rating |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification.securitization_level |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification.securitization_level |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification.issue_date |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification.issue_date |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification.maturity_date |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification.maturity_date |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification.currency |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification.currency |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification.notional_structure |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification.notional_structure |
|
3 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification.get_pay_leg |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification.get_receive_leg |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification.get_fixed_leg |
|
8 |
1 |
0 |
|
88% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification.get_float_leg |
|
8 |
1 |
0 |
|
88% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification.ins_type |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateSwapSpecification.get_end_date |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification.__init__ |
|
19 |
1 |
0 |
|
95% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification._create_sample |
|
20 |
20 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification._validate_derived_issued_instrument |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification._to_dict |
|
2 |
2 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification.issuer |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification.issuer |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification.rating |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification.rating |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification.securitization_level |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification.securitization_level |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification.issue_date |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification.issue_date |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification.maturity_date |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification.maturity_date |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification.currency |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification.currency |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification.notional_structure |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification.notional_structure |
|
3 |
1 |
0 |
|
67% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification.get_pay_leg |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification.get_receive_leg |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification.get_spread_leg |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification.get_fixed_leg |
|
8 |
8 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification.get_float_leg |
|
8 |
8 |
0 |
|
0% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification.ins_type |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
InterestRateBasisSwapSpecification.get_end_date |
|
1 |
0 |
0 |
|
100% |
| rivapy / instruments / ir_swap_specification.py |
(no function) |
|
201 |
0 |
0 |
|
100% |
| rivapy / instruments / ppa_specification.py |
PPASpecification.__init__ |
|
14 |
14 |
0 |
|
0% |
| rivapy / instruments / ppa_specification.py |
PPASpecification._create_sample |
|
7 |
7 |
0 |
|
0% |
| rivapy / instruments / ppa_specification.py |
PPASpecification.get_schedule |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / ppa_specification.py |
PPASpecification._to_dict |
|
5 |
5 |
0 |
|
0% |
| rivapy / instruments / ppa_specification.py |
PPASpecification.set_amount |
|
2 |
2 |
0 |
|
0% |
| rivapy / instruments / ppa_specification.py |
PPASpecification.n_deliveries |
|
1 |
1 |
0 |
|
0% |
| rivapy / instruments / ppa_specification.py |
PPASpecification.compute_flows |
|
5 |
5 |
0 |
|
0% |
| rivapy / instruments / ppa_specification.py |
GreenPPASpecification.__init__ |
|
4 |
4 |
0 |
|
0% |
| rivapy / instruments / ppa_specification.py |
GreenPPASpecification._create_sample |
|
7 |
7 |
0 |
|
0% |
| rivapy / instruments / ppa_specification.py |
GreenPPASpecification._to_dict |
|
6 |
6 |
0 |
|
0% |
| rivapy / instruments / ppa_specification.py |
GreenPPASpecification.compute_flows |
|
2 |
2 |
0 |
|
0% |
| rivapy / instruments / ppa_specification.py |
(no function) |
|
24 |
0 |
0 |
|
100% |
| rivapy / instruments / specification_from_csv.py |
load_specifications_from_pd |
|
5 |
0 |
0 |
|
100% |
| rivapy / instruments / specification_from_csv.py |
make_specification_from_row |
|
12 |
1 |
0 |
|
92% |
| rivapy / instruments / specification_from_csv.py |
make_deposit_spec |
|
3 |
0 |
0 |
|
100% |
| rivapy / instruments / specification_from_csv.py |
make_fra_spec |
|
10 |
0 |
0 |
|
100% |
| rivapy / instruments / specification_from_csv.py |
make_irswap_spec |
|
36 |
0 |
0 |
|
100% |
| rivapy / instruments / specification_from_csv.py |
make_ois_spec |
|
45 |
1 |
0 |
|
98% |
| rivapy / instruments / specification_from_csv.py |
make_basis_swap_spec |
|
46 |
0 |
0 |
|
100% |
| rivapy / instruments / specification_from_csv.py |
(no function) |
|
16 |
0 |
0 |
|
100% |
| rivapy / instruments / specifications.py |
EuropeanVanillaSpecification.__init__ |
|
10 |
10 |
0 |
|
0% |
| rivapy / instruments / specifications.py |
EuropeanVanillaSpecification._get_pyvacon_obj |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / specifications.py |
AmericanVanillaSpecification.__init__ |
|
11 |
11 |
0 |
|
0% |
| rivapy / instruments / specifications.py |
AmericanVanillaSpecification._get_pyvacon_obj |
|
3 |
3 |
0 |
|
0% |
| rivapy / instruments / specifications.py |
(no function) |
|
54 |
24 |
1 |
|
56% |
| rivapy / marketdata / __init__.py |
DividendTable.__init__ |
|
8 |
8 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
DividendTable._get_pyvacon_obj |
|
3 |
3 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
_VolatilityParametrizationExpiry.__init__ |
|
3 |
0 |
0 |
|
100% |
| rivapy / marketdata / __init__.py |
_VolatilityParametrizationExpiry.get_params_at_expiry |
|
1 |
0 |
0 |
|
100% |
| rivapy / marketdata / __init__.py |
_VolatilityParametrizationExpiry.calc_implied_vol |
|
10 |
3 |
0 |
|
70% |
| rivapy / marketdata / __init__.py |
_VolatilityParametrizationExpiry._calc_implied_vol_at_expiry |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
_VolatilityParametrizationExpiry._get_x |
|
7 |
0 |
0 |
|
100% |
| rivapy / marketdata / __init__.py |
_VolatilityParametrizationExpiry._set_param |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
_VolatilityParametrizationExpiry.calibrate_params |
|
5 |
5 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
_VolatilityParametrizationExpiry.calibrate_params.cost_function |
|
6 |
6 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilityParametrizationFlat.__init__ |
|
2 |
2 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilityParametrizationFlat._get_pyvacon_obj |
|
3 |
3 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilityParametrizationTerm.__init__ |
|
3 |
3 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilityParametrizationTerm._get_pyvacon_obj |
|
3 |
3 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilityParametrizationSVI.__init__ |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilityParametrizationSVI._calc_implied_vol_at_expiry |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilityParametrizationSSVI.__init__ |
|
4 |
4 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilityParametrizationSSVI.calc_implied_vol |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilityParametrizationSSVI._get_pyvacon_obj |
|
3 |
3 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilityParametrizationSSVI._get_x |
|
8 |
8 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilityParametrizationSSVI._set_param |
|
2 |
2 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilityParametrizationSSVI.get_rho |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilityParametrizationSSVI.get_eta |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilityParametrizationSSVI.get_gamma |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilityParametrizationSSVI.get_fwd_atm_vols |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilityParametrizationSABR.__init__ |
|
1 |
0 |
0 |
|
100% |
| rivapy / marketdata / __init__.py |
VolatilityParametrizationSABR._calc_implied_vol_at_expiry |
|
12 |
1 |
0 |
|
92% |
| rivapy / marketdata / __init__.py |
VolatilityGridParametrization.__init__ |
|
6 |
0 |
0 |
|
100% |
| rivapy / marketdata / __init__.py |
VolatilityGridParametrization.calc_implied_vol |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilityGridParametrization._get_pyvacon_obj |
|
4 |
4 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilitySurface.load |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilitySurface._create_param_pyvacon_obj |
|
11 |
11 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilitySurface.__init__ |
|
6 |
0 |
0 |
|
100% |
| rivapy / marketdata / __init__.py |
VolatilitySurface._get_pyvacon_obj |
|
9 |
9 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilitySurface.calc_implied_vol |
|
14 |
14 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
VolatilitySurface.set_stickyness |
|
9 |
9 |
0 |
|
0% |
| rivapy / marketdata / __init__.py |
_add_to_factory |
|
2 |
0 |
0 |
|
100% |
| rivapy / marketdata / __init__.py |
(no function) |
|
80 |
13 |
0 |
|
84% |
| rivapy / marketdata / _logger.py |
(no function) |
|
2 |
0 |
0 |
|
100% |
| rivapy / marketdata / bootstrapping.py |
bootstrap_curve |
|
134 |
9 |
0 |
|
93% |
| rivapy / marketdata / bootstrapping.py |
error_fn |
|
12 |
0 |
0 |
|
100% |
| rivapy / marketdata / bootstrapping.py |
find_bracket |
|
14 |
0 |
0 |
|
100% |
| rivapy / marketdata / bootstrapping.py |
get_quote |
|
32 |
1 |
0 |
|
97% |
| rivapy / marketdata / bootstrapping.py |
bootstrap_curve_from_quote_table |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata / bootstrapping.py |
(no function) |
|
23 |
1 |
0 |
|
96% |
| rivapy / marketdata / curves.py |
DiscountCurve.__init__ |
|
29 |
2 |
0 |
|
93% |
| rivapy / marketdata / curves.py |
DiscountCurve.get_dates |
|
2 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
DiscountCurve.get_df |
|
2 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
DiscountCurve.value |
|
16 |
2 |
0 |
|
88% |
| rivapy / marketdata / curves.py |
DiscountCurve.value_rate |
|
8 |
2 |
0 |
|
75% |
| rivapy / marketdata / curves.py |
DiscountCurve.value_yf |
|
6 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
DiscountCurve.value_fwd |
|
24 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
DiscountCurve.value_fwd_rate |
|
10 |
4 |
0 |
|
60% |
| rivapy / marketdata / curves.py |
DiscountCurve.__call__ |
|
3 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
DiscountCurve.plot |
|
16 |
2 |
0 |
|
88% |
| rivapy / marketdata / curves.py |
FlatDiscountCurve.__init__ |
|
4 |
4 |
0 |
|
0% |
| rivapy / marketdata / curves.py |
FlatDiscountCurve.valuation_date |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata / curves.py |
FlatDiscountCurve.valuation_date |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata / curves.py |
FlatDiscountCurve.get_discount_factor |
|
7 |
7 |
0 |
|
0% |
| rivapy / marketdata / curves.py |
FlatDiscountCurve.value |
|
3 |
3 |
0 |
|
0% |
| rivapy / marketdata / curves.py |
FlatDiscountCurve.__call__ |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata / curves.py |
NelsonSiegel.__init__ |
|
5 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
NelsonSiegel._to_dict |
|
1 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
NelsonSiegel.__call__ |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata / curves.py |
NelsonSiegel.__mul__ |
|
3 |
3 |
0 |
|
0% |
| rivapy / marketdata / curves.py |
NelsonSiegel.compute |
|
2 |
2 |
0 |
|
0% |
| rivapy / marketdata / curves.py |
NelsonSiegel._create_sample |
|
10 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
NelsonSiegel.compute_tf |
|
2 |
2 |
0 |
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| rivapy / marketdata / curves.py |
ConstantRate.__init__ |
|
1 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
ConstantRate._to_dict |
|
1 |
0 |
0 |
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100% |
| rivapy / marketdata / curves.py |
ConstantRate._create_sample |
|
6 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
ConstantRate.value |
|
7 |
2 |
0 |
|
71% |
| rivapy / marketdata / curves.py |
ConstantRate.__call__ |
|
1 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
LinearRate.__init__ |
|
5 |
0 |
0 |
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100% |
| rivapy / marketdata / curves.py |
LinearRate._create_sample |
|
8 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
LinearRate._to_dict |
|
1 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
LinearRate.value |
|
7 |
7 |
0 |
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| rivapy / marketdata / curves.py |
LinearRate.value_rate |
|
6 |
6 |
0 |
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0% |
| rivapy / marketdata / curves.py |
LinearRate.__call__ |
|
1 |
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0 |
|
100% |
| rivapy / marketdata / curves.py |
NelsonSiegelSvensson.__init__ |
|
3 |
3 |
0 |
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0% |
| rivapy / marketdata / curves.py |
NelsonSiegelSvensson._to_dict |
|
3 |
3 |
0 |
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0% |
| rivapy / marketdata / curves.py |
NelsonSiegelSvensson.__call__ |
|
1 |
1 |
0 |
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| rivapy / marketdata / curves.py |
NelsonSiegelSvensson.compute |
|
2 |
2 |
0 |
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| rivapy / marketdata / curves.py |
DiscountCurveComposition.__init__ |
|
25 |
3 |
0 |
|
88% |
| rivapy / marketdata / curves.py |
DiscountCurveComposition._to_dict |
|
10 |
3 |
0 |
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70% |
| rivapy / marketdata / curves.py |
DiscountCurveComposition._create_sample |
|
5 |
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100% |
| rivapy / marketdata / curves.py |
DiscountCurveComposition.value |
|
3 |
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0 |
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| rivapy / marketdata / curves.py |
DiscountCurveComposition.value_rate |
|
1 |
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| rivapy / marketdata / curves.py |
DiscountCurveComposition.value_fwd |
|
1 |
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| rivapy / marketdata / curves.py |
DiscountCurveComposition.value_fwd_rate |
|
2 |
2 |
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| rivapy / marketdata / curves.py |
DiscountCurveComposition.__mul__ |
|
1 |
1 |
0 |
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| rivapy / marketdata / curves.py |
DiscountCurveComposition.__rmul__ |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata / curves.py |
DiscountCurveComposition.__add__ |
|
1 |
1 |
0 |
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0% |
| rivapy / marketdata / curves.py |
DiscountCurveComposition.__radd__ |
|
1 |
1 |
0 |
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| rivapy / marketdata / curves.py |
DiscountCurveParametrized.__init__ |
|
9 |
1 |
0 |
|
89% |
| rivapy / marketdata / curves.py |
DiscountCurveParametrized._to_dict |
|
5 |
2 |
0 |
|
60% |
| rivapy / marketdata / curves.py |
DiscountCurveParametrized.value_fwd |
|
11 |
4 |
0 |
|
64% |
| rivapy / marketdata / curves.py |
DiscountCurveParametrized.value |
|
8 |
3 |
0 |
|
62% |
| rivapy / marketdata / curves.py |
DiscountCurveParametrized.value_rate |
|
8 |
3 |
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|
62% |
| rivapy / marketdata / curves.py |
DiscountCurveParametrized.value_fwd_rate |
|
10 |
4 |
0 |
|
60% |
| rivapy / marketdata / curves.py |
DiscountCurveParametrized._create_sample |
|
9 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
DiscountCurveParametrized.__mul__ |
|
1 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
DiscountCurveParametrized.__rmul__ |
|
1 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
DiscountCurveParametrized.__add__ |
|
1 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
DiscountCurveParametrized.__radd__ |
|
1 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
EquityForwardCurve.__init__ |
|
13 |
4 |
0 |
|
69% |
| rivapy / marketdata / curves.py |
EquityForwardCurve._get_pyvacon_obj |
|
12 |
12 |
0 |
|
0% |
| rivapy / marketdata / curves.py |
EquityForwardCurve.value |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata / curves.py |
EquityForwardCurve.plot |
|
5 |
5 |
0 |
|
0% |
| rivapy / marketdata / curves.py |
BootstrapHazardCurve.__init__ |
|
7 |
7 |
0 |
|
0% |
| rivapy / marketdata / curves.py |
BootstrapHazardCurve.par_spread |
|
30 |
30 |
0 |
|
0% |
| rivapy / marketdata / curves.py |
BootstrapHazardCurve.create_survival |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata / curves.py |
BootstrapHazardCurve.calibration_error |
|
4 |
4 |
0 |
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| rivapy / marketdata / curves.py |
BootstrapHazardCurve.calibrate_hazard_rate |
|
10 |
10 |
0 |
|
0% |
| rivapy / marketdata / curves.py |
EnergyPriceForwardCurve.__init__ |
|
12 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
EnergyPriceForwardCurve._validate_dataframes |
|
2 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
EnergyPriceForwardCurve.from_existing_pfc |
|
2 |
1 |
0 |
|
50% |
| rivapy / marketdata / curves.py |
EnergyPriceForwardCurve.from_existing_shape |
|
3 |
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0 |
|
100% |
| rivapy / marketdata / curves.py |
EnergyPriceForwardCurve.from_scratch |
|
4 |
1 |
0 |
|
75% |
| rivapy / marketdata / curves.py |
EnergyPriceForwardCurve.__validate_contracts_frequency |
|
5 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
EnergyPriceForwardCurve.__get_offpeak_contracts |
|
11 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
EnergyPriceForwardCurve._shift_shape |
|
14 |
2 |
0 |
|
86% |
| rivapy / marketdata / curves.py |
EnergyPriceForwardCurve._create_shape |
|
2 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
EnergyPriceForwardCurve.get_pfc |
|
1 |
0 |
0 |
|
100% |
| rivapy / marketdata / curves.py |
(no function) |
|
137 |
7 |
0 |
|
95% |
| rivapy / marketdata / factory.py |
_factory |
|
3 |
0 |
0 |
|
100% |
| rivapy / marketdata / factory.py |
create |
|
6 |
2 |
0 |
|
67% |
| rivapy / marketdata / factory.py |
(no function) |
|
3 |
0 |
0 |
|
100% |
| rivapy / marketdata / fixing_table.py |
FixingTable.__init__ |
|
11 |
8 |
0 |
|
27% |
| rivapy / marketdata / fixing_table.py |
FixingTable.get_object_type |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata / fixing_table.py |
FixingTable.get_fixing |
|
7 |
2 |
0 |
|
71% |
| rivapy / marketdata / fixing_table.py |
FixingTable.get_num_underlyings |
|
1 |
1 |
0 |
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0% |
| rivapy / marketdata / fixing_table.py |
FixingTable.add |
|
6 |
0 |
0 |
|
100% |
| rivapy / marketdata / fixing_table.py |
FixingTable.get |
|
4 |
4 |
0 |
|
0% |
| rivapy / marketdata / fixing_table.py |
FixingTable._to_dict |
|
5 |
5 |
0 |
|
0% |
| rivapy / marketdata / fixing_table.py |
(no function) |
|
13 |
1 |
0 |
|
92% |
| rivapy / marketdata_tools / __init__.py |
_add_to_factory |
|
2 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / __init__.py |
(no function) |
|
11 |
1 |
0 |
|
91% |
| rivapy / marketdata_tools / factory.py |
_factory |
|
3 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / factory.py |
create |
|
8 |
8 |
0 |
|
0% |
| rivapy / marketdata_tools / factory.py |
(no function) |
|
3 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shaper.py |
PFCShaper.__init__ |
|
6 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shaper.py |
PFCShaper.calibrate |
|
1 |
1 |
0 |
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0% |
| rivapy / marketdata_tools / pfc_shaper.py |
PFCShaper.apply |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata_tools / pfc_shaper.py |
PFCShaper._preprocess |
|
12 |
5 |
0 |
|
58% |
| rivapy / marketdata_tools / pfc_shaper.py |
PFCShaper._normalize_year |
|
3 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shaper.py |
PFCShaper.normalize_shape |
|
25 |
3 |
0 |
|
88% |
| rivapy / marketdata_tools / pfc_shaper.py |
PFCShaper._to_dict |
|
1 |
1 |
0 |
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0% |
| rivapy / marketdata_tools / pfc_shaper.py |
SimpleCategoricalRegression.__init__ |
|
4 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shaper.py |
SimpleCategoricalRegression._transform |
|
10 |
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0 |
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| rivapy / marketdata_tools / pfc_shaper.py |
SimpleCategoricalRegression.calibrate |
|
5 |
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0 |
|
100% |
| rivapy / marketdata_tools / pfc_shaper.py |
SimpleCategoricalRegression.apply |
|
5 |
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0 |
|
100% |
| rivapy / marketdata_tools / pfc_shaper.py |
SimpleCategoricalRegression._to_dict |
|
1 |
1 |
0 |
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0% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalRegression.__init__ |
|
7 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalRegression._create_cluster_df |
|
36 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalRegression.__add_hours_cluster |
|
6 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalRegression._create_one_hot_matrix |
|
9 |
2 |
0 |
|
78% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalRegression._preprocess |
|
6 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalRegression._remove_outliers |
|
4 |
4 |
0 |
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0% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalRegression._remove_outliers.remove_outliers |
|
3 |
3 |
0 |
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0% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalRegression.calibrate |
|
21 |
4 |
0 |
|
81% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalRegression.apply |
|
10 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalRegression._to_dict |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalFourierShaper.__init__ |
|
8 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalFourierShaper._create_cluster_df |
|
36 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalFourierShaper.__add_hours_cluster |
|
6 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalFourierShaper._create_one_hot_matrix |
|
9 |
2 |
0 |
|
78% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalFourierShaper.times_to_zero_one |
|
9 |
2 |
0 |
|
78% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalFourierShaper._preprocess |
|
6 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalFourierShaper._remove_outliers |
|
4 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalFourierShaper._remove_outliers.remove_outliers |
|
3 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalFourierShaper.calibrate |
|
32 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalFourierShaper.apply |
|
22 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shaper.py |
CategoricalFourierShaper._to_dict |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata_tools / pfc_shaper.py |
(no function) |
|
48 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shifter.py |
validate_class_input |
|
2 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shifter.py |
validate_class_input.validate_wrapper |
|
7 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shifter.py |
PFCShifter.__init__ |
|
4 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shifter.py |
PFCShifter._get_contract_start_end_dates |
|
4 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shifter.py |
PFCShifter._get_forward_price_vector |
|
2 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shifter.py |
PFCShifter.compute |
|
4 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shifter.py |
PFCShifter.generate_transition_matrix |
|
8 |
1 |
0 |
|
88% |
| rivapy / marketdata_tools / pfc_shifter.py |
PFCShifter.detect_redundant_contracts |
|
26 |
1 |
0 |
|
96% |
| rivapy / marketdata_tools / pfc_shifter.py |
PFCShifter.generate_synthetic_contracts |
|
51 |
3 |
0 |
|
94% |
| rivapy / marketdata_tools / pfc_shifter.py |
PFCShifter.shift |
|
16 |
0 |
0 |
|
100% |
| rivapy / marketdata_tools / pfc_shifter.py |
PFCShifter._to_dict |
|
1 |
1 |
0 |
|
0% |
| rivapy / marketdata_tools / pfc_shifter.py |
(no function) |
|
21 |
0 |
0 |
|
100% |
| rivapy / models / __init__.py |
_add_to_factory |
|
2 |
0 |
0 |
|
100% |
| rivapy / models / __init__.py |
(no function) |
|
23 |
1 |
0 |
|
96% |
| rivapy / models / base_model.py |
BaseModel.udls |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / base_model.py |
BaseFwdModel.udls |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / base_model.py |
BaseFwdModel.get_key |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / base_model.py |
BaseFwdModel.get_expiry_from_key |
|
1 |
0 |
0 |
|
100% |
| rivapy / models / base_model.py |
BaseFwdModel.get_udl_from_key |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / base_model.py |
(no function) |
|
15 |
0 |
0 |
|
100% |
| rivapy / models / factory.py |
_factory |
|
3 |
0 |
0 |
|
100% |
| rivapy / models / factory.py |
create |
|
8 |
8 |
0 |
|
0% |
| rivapy / models / factory.py |
(no function) |
|
3 |
0 |
0 |
|
100% |
| rivapy / models / heston.py |
HestonModel.__init__ |
|
5 |
0 |
0 |
|
100% |
| rivapy / models / heston.py |
HestonModel.feller_condition |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / heston.py |
HestonModel.get_initial_value |
|
1 |
0 |
0 |
|
100% |
| rivapy / models / heston.py |
HestonModel._characteristic_func |
|
7 |
0 |
0 |
|
100% |
| rivapy / models / heston.py |
HestonModel.call_price |
|
12 |
0 |
0 |
|
100% |
| rivapy / models / heston.py |
HestonModel.call_price.integ_func |
|
4 |
0 |
0 |
|
100% |
| rivapy / models / heston.py |
HestonModel.apply_mc_step |
|
15 |
1 |
0 |
|
93% |
| rivapy / models / heston.py |
(no function) |
|
11 |
0 |
0 |
|
100% |
| rivapy / models / local_vol.py |
_interpolate_2D |
|
10 |
10 |
0 |
|
0% |
| rivapy / models / local_vol.py |
LocalVol.__init__ |
|
16 |
6 |
0 |
|
62% |
| rivapy / models / local_vol.py |
LocalVol._compute_local_var_from_vol |
|
34 |
34 |
0 |
|
0% |
| rivapy / models / local_vol.py |
LocalVol._compute_local_var_from_call |
|
26 |
6 |
0 |
|
77% |
| rivapy / models / local_vol.py |
LocalVol.compute_local_var |
|
9 |
3 |
0 |
|
67% |
| rivapy / models / local_vol.py |
LocalVol.apply_mc_step |
|
9 |
9 |
0 |
|
0% |
| rivapy / models / local_vol.py |
(no function) |
|
13 |
0 |
0 |
|
100% |
| rivapy / models / lucia_schwartz.py |
LuciaSchwartz._eval_grid |
|
7 |
0 |
0 |
|
100% |
| rivapy / models / lucia_schwartz.py |
LuciaSchwartz.__init__ |
|
6 |
0 |
0 |
|
100% |
| rivapy / models / lucia_schwartz.py |
LuciaSchwartz._to_dict |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / lucia_schwartz.py |
LuciaSchwartz._set_timegrid |
|
3 |
0 |
0 |
|
100% |
| rivapy / models / lucia_schwartz.py |
LuciaSchwartz.rnd_shape |
|
1 |
0 |
0 |
|
100% |
| rivapy / models / lucia_schwartz.py |
LuciaSchwartz.compute_expected_value |
|
7 |
3 |
0 |
|
57% |
| rivapy / models / lucia_schwartz.py |
LuciaSchwartz.compute_fwd_value |
|
8 |
2 |
0 |
|
75% |
| rivapy / models / lucia_schwartz.py |
LuciaSchwartz.simulate |
|
36 |
2 |
0 |
|
94% |
| rivapy / models / lucia_schwartz.py |
(no function) |
|
21 |
5 |
0 |
|
76% |
| rivapy / models / ornstein_uhlenbeck.py |
OrnsteinUhlenbeck._eval_grid |
|
5 |
0 |
0 |
|
100% |
| rivapy / models / ornstein_uhlenbeck.py |
OrnsteinUhlenbeck.__init__ |
|
4 |
0 |
0 |
|
100% |
| rivapy / models / ornstein_uhlenbeck.py |
OrnsteinUhlenbeck._to_dict |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / ornstein_uhlenbeck.py |
OrnsteinUhlenbeck._set_timegrid |
|
6 |
0 |
0 |
|
100% |
| rivapy / models / ornstein_uhlenbeck.py |
OrnsteinUhlenbeck.rnd_shape |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / ornstein_uhlenbeck.py |
OrnsteinUhlenbeck.simulate |
|
6 |
0 |
0 |
|
100% |
| rivapy / models / ornstein_uhlenbeck.py |
OrnsteinUhlenbeck.compute_expected_value |
|
7 |
3 |
0 |
|
57% |
| rivapy / models / ornstein_uhlenbeck.py |
OrnsteinUhlenbeck.compute_call_price |
|
14 |
3 |
0 |
|
79% |
| rivapy / models / ornstein_uhlenbeck.py |
OrnsteinUhlenbeck.apply_mc_step |
|
15 |
15 |
0 |
|
0% |
| rivapy / models / ornstein_uhlenbeck.py |
OrnsteinUhlenbeck.conditional_probability_density |
|
9 |
9 |
0 |
|
0% |
| rivapy / models / ornstein_uhlenbeck.py |
OrnsteinUhlenbeck.calibrate |
|
25 |
8 |
0 |
|
68% |
| rivapy / models / ornstein_uhlenbeck.py |
(no function) |
|
16 |
0 |
0 |
|
100% |
| rivapy / models / residual_demand_fwd_model.py |
_logit |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
_inv_logit |
|
1 |
0 |
0 |
|
100% |
| rivapy / models / residual_demand_fwd_model.py |
ForwardSimulationResult.n_forwards |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
ForwardSimulationResult.udls |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
ForwardSimulationResult.keys |
|
5 |
5 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
ForwardSimulationResult.get |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
WindPowerForecastModelParameter.__init__ |
|
3 |
0 |
0 |
|
100% |
| rivapy / models / residual_demand_fwd_model.py |
WindPowerForecastModelParameter._to_dict |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
WindPowerForecastModel.ForwardSimulationResult.__init__ |
|
7 |
0 |
0 |
|
100% |
| rivapy / models / residual_demand_fwd_model.py |
WindPowerForecastModel.ForwardSimulationResult.n_forwards |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
WindPowerForecastModel.ForwardSimulationResult.udls |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
WindPowerForecastModel.ForwardSimulationResult.get |
|
2 |
0 |
0 |
|
100% |
| rivapy / models / residual_demand_fwd_model.py |
WindPowerForecastModel.ForwardSimulationResult._get |
|
14 |
9 |
0 |
|
36% |
| rivapy / models / residual_demand_fwd_model.py |
WindPowerForecastModel.__init__ |
|
6 |
1 |
0 |
|
83% |
| rivapy / models / residual_demand_fwd_model.py |
WindPowerForecastModel._compute_expectation_inv_logit |
|
8 |
0 |
0 |
|
100% |
| rivapy / models / residual_demand_fwd_model.py |
WindPowerForecastModel._compute_ou_additive_forward_correction |
|
5 |
0 |
0 |
|
100% |
| rivapy / models / residual_demand_fwd_model.py |
WindPowerForecastModel._compute_ou_additive_forward_correction.error |
|
2 |
0 |
0 |
|
100% |
| rivapy / models / residual_demand_fwd_model.py |
WindPowerForecastModel._compute_ou_additive_forward_correction.error._error |
|
4 |
0 |
0 |
|
100% |
| rivapy / models / residual_demand_fwd_model.py |
WindPowerForecastModel._to_dict |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
WindPowerForecastModel._compute_strikes_weights |
|
11 |
0 |
0 |
|
100% |
| rivapy / models / residual_demand_fwd_model.py |
WindPowerForecastModel.eval_call_functions |
|
4 |
4 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
WindPowerForecastModel.get_forward |
|
3 |
3 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
WindPowerForecastModel.rnd_shape |
|
1 |
0 |
0 |
|
100% |
| rivapy / models / residual_demand_fwd_model.py |
WindPowerForecastModel.simulate |
|
2 |
0 |
0 |
|
100% |
| rivapy / models / residual_demand_fwd_model.py |
WindPowerForecastModel.udls |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
MultiRegionWindForecastModel.ForwardSimulationResult.__init__ |
|
2 |
2 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
MultiRegionWindForecastModel.ForwardSimulationResult.n_forwards |
|
2 |
2 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
MultiRegionWindForecastModel.ForwardSimulationResult.udls |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
MultiRegionWindForecastModel.ForwardSimulationResult.get |
|
8 |
8 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
MultiRegionWindForecastModel.ForwardSimulationResult._get |
|
8 |
8 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
MultiRegionWindForecastModel.Region.__init__ |
|
3 |
3 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
MultiRegionWindForecastModel.Region.name |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
MultiRegionWindForecastModel.Region.n_random |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
MultiRegionWindForecastModel.Region.udls |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
MultiRegionWindForecastModel.Region._to_dict |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
MultiRegionWindForecastModel.__init__ |
|
8 |
8 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
MultiRegionWindForecastModel._to_dict |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
MultiRegionWindForecastModel.rnd_shape |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
MultiRegionWindForecastModel.total_capacity |
|
4 |
4 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
MultiRegionWindForecastModel.region_relative_capacity |
|
4 |
4 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
MultiRegionWindForecastModel.region_names |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
MultiRegionWindForecastModel.simulate |
|
7 |
7 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
MultiRegionWindForecastModel.rnd_shape |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
MultiRegionWindForecastModel.udls |
|
4 |
4 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
LinearDemandForwardModel.ForwardSimulationResult.__init__ |
|
4 |
4 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
LinearDemandForwardModel.ForwardSimulationResult.n_forwards |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
LinearDemandForwardModel.ForwardSimulationResult.udls |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
LinearDemandForwardModel.ForwardSimulationResult.get |
|
5 |
5 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
LinearDemandForwardModel.ForwardSimulationResult._get |
|
5 |
5 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
LinearDemandForwardModel.__init__ |
|
5 |
5 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
LinearDemandForwardModel._to_dict |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
LinearDemandForwardModel.rnd_shape |
|
4 |
4 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
LinearDemandForwardModel.get_technology |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
LinearDemandForwardModel._compute_additive_correction |
|
9 |
9 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
LinearDemandForwardModel.simulate |
|
4 |
4 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
LinearDemandForwardModel.udls |
|
3 |
3 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
ResidualDemandForwardModel.ForwardSimulationResult.__init__ |
|
3 |
3 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
ResidualDemandForwardModel.ForwardSimulationResult.n_forwards |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
ResidualDemandForwardModel.ForwardSimulationResult.udls |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
ResidualDemandForwardModel.ForwardSimulationResult.get |
|
5 |
5 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
ResidualDemandForwardModel.ForwardSimulationResult._get |
|
5 |
5 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
ResidualDemandForwardModel.__init__ |
|
7 |
7 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
ResidualDemandForwardModel._to_dict |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
ResidualDemandForwardModel.rnd_shape |
|
4 |
4 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
ResidualDemandForwardModel.get_technology |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
ResidualDemandForwardModel.simulate |
|
3 |
3 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
ResidualDemandForwardModel.udls |
|
3 |
3 |
0 |
|
0% |
| rivapy / models / residual_demand_fwd_model.py |
(no function) |
|
113 |
19 |
0 |
|
83% |
| rivapy / models / residual_demand_model.py |
_logit |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
_inv_logit |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
CosinusSeasonality.__init__ |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
CosinusSeasonality.__call__ |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
SolarProfile.__init__ |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
SolarProfile.get_profile |
|
4 |
4 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
MonthlySolarProfile.__init__ |
|
5 |
5 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
MonthlySolarProfile.__monthly_solar_profile |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
SolarPowerModel._eval_grid |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
SolarPowerModel.__init__ |
|
4 |
4 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
SolarPowerModel.rnd_shape |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
SolarPowerModel.simulate |
|
16 |
16 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
SolarPowerModel.udls |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
SolarPowerModel._to_dict |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
WindPowerModel._eval_grid |
|
5 |
5 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
WindPowerModel.__init__ |
|
4 |
4 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
WindPowerModel.udls |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
WindPowerModel.rnd_shape |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
WindPowerModel.simulate |
|
6 |
6 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
WindPowerModel.calibrate |
|
12 |
12 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
WindPowerModel._to_dict |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
SmoothstepSupplyCurve.__init__ |
|
2 |
2 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
SmoothstepSupplyCurve._to_dict |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
SmoothstepSupplyCurve.smoothstep |
|
6 |
6 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
SmoothstepSupplyCurve.__call__ |
|
2 |
2 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
SupplyFunction.__init__ |
|
5 |
5 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
SupplyFunction.compute |
|
8 |
8 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
SupplyFunction.compute.cutoff |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
SupplyFunction.plot |
|
9 |
9 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
LoadModel.__init__ |
|
2 |
2 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
LoadModel.rnd_shape |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
LoadModel.simulate |
|
4 |
4 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
ResidualDemandModel.__init__ |
|
7 |
7 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
ResidualDemandModel.udls |
|
4 |
4 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
ResidualDemandModel.simulate |
|
21 |
21 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
ResidualDemandModel._to_dict |
|
1 |
1 |
0 |
|
0% |
| rivapy / models / residual_demand_model.py |
(no function) |
|
59 |
1 |
0 |
|
98% |
| rivapy / models / scott_chesney.py |
ScottChesneyModel.__init__ |
|
5 |
5 |
0 |
|
0% |
| rivapy / models / scott_chesney.py |
ScottChesneyModel.apply_mc_step |
|
14 |
14 |
0 |
|
0% |
| rivapy / models / scott_chesney.py |
(no function) |
|
4 |
0 |
0 |
|
100% |
| rivapy / models / stoch_local_vol.py |
StochasticLocalVol.__init__ |
|
4 |
0 |
0 |
|
100% |
| rivapy / models / stoch_local_vol.py |
StochasticLocalVol.calibrate_MC |
|
5 |
0 |
0 |
|
100% |
| rivapy / models / stoch_local_vol.py |
StochasticLocalVol.apply_mc_step |
|
11 |
1 |
0 |
|
91% |
| rivapy / models / stoch_local_vol.py |
StochasticLocalVol.get_initial_value |
|
1 |
0 |
0 |
|
100% |
| rivapy / models / stoch_local_vol.py |
StochasticLocalVol._calibrate_MC |
|
18 |
0 |
0 |
|
100% |
| rivapy / models / stoch_local_vol.py |
(no function) |
|
11 |
0 |
0 |
|
100% |
| rivapy / numerics / kernel_regression.py |
KernelRegression.__init__ |
|
2 |
0 |
0 |
|
100% |
| rivapy / numerics / kernel_regression.py |
KernelRegression.fit |
|
5 |
1 |
0 |
|
80% |
| rivapy / numerics / kernel_regression.py |
KernelRegression.predict |
|
2 |
0 |
0 |
|
100% |
| rivapy / numerics / kernel_regression.py |
KernelRegression._optimize_gamma |
|
8 |
8 |
0 |
|
0% |
| rivapy / numerics / kernel_regression.py |
(no function) |
|
9 |
0 |
0 |
|
100% |
| rivapy / pricing / __init__.py |
price |
|
3 |
3 |
0 |
|
0% |
| rivapy / pricing / __init__.py |
_add_to_factory |
|
2 |
0 |
0 |
|
100% |
| rivapy / pricing / __init__.py |
(no function) |
|
19 |
6 |
0 |
|
68% |
| rivapy / pricing / _logger.py |
(no function) |
|
2 |
0 |
0 |
|
100% |
| rivapy / pricing / analytics.py |
compute_european_price_Buehler |
|
8 |
1 |
0 |
|
88% |
| rivapy / pricing / analytics.py |
compute_implied_vol_Buehler |
|
2 |
0 |
0 |
|
100% |
| rivapy / pricing / analytics.py |
compute_implied_vol_Buehler.error |
|
2 |
0 |
0 |
|
100% |
| rivapy / pricing / analytics.py |
(no function) |
|
7 |
0 |
0 |
|
100% |
| rivapy / pricing / bond_pricing.py |
DeterministicCashflowPricer.__init__ |
|
5 |
0 |
0 |
|
100% |
| rivapy / pricing / bond_pricing.py |
DeterministicCashflowPricer.cashflows |
|
3 |
0 |
0 |
|
100% |
| rivapy / pricing / bond_pricing.py |
DeterministicCashflowPricer.cashflows |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / bond_pricing.py |
DeterministicCashflowPricer.expected_cashflows |
|
1 |
0 |
0 |
|
100% |
| rivapy / pricing / bond_pricing.py |
DeterministicCashflowPricer.get_expected_cashflows |
|
33 |
2 |
0 |
|
94% |
| rivapy / pricing / bond_pricing.py |
DeterministicCashflowPricer.get_float_rate |
|
16 |
3 |
0 |
|
81% |
| rivapy / pricing / bond_pricing.py |
DeterministicCashflowPricer.get_accrued_interest |
|
28 |
6 |
0 |
|
79% |
| rivapy / pricing / bond_pricing.py |
DeterministicCashflowPricer.pv_cashflows |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / bond_pricing.py |
DeterministicCashflowPricer.get_pv_cashflows |
|
9 |
0 |
0 |
|
100% |
| rivapy / pricing / bond_pricing.py |
DeterministicCashflowPricer.get_dirty_price |
|
4 |
4 |
0 |
|
0% |
| rivapy / pricing / bond_pricing.py |
DeterministicCashflowPricer.dirty_price |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / bond_pricing.py |
DeterministicCashflowPricer.clean_price |
|
3 |
3 |
0 |
|
0% |
| rivapy / pricing / bond_pricing.py |
DeterministicCashflowPricer.clean_price |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / bond_pricing.py |
DeterministicCashflowPricer.compute_yield |
|
1 |
0 |
0 |
|
100% |
| rivapy / pricing / bond_pricing.py |
DeterministicCashflowPricer.get_compute_yield |
|
7 |
0 |
0 |
|
100% |
| rivapy / pricing / bond_pricing.py |
DeterministicCashflowPricer.get_compute_yield.target_function |
|
4 |
0 |
0 |
|
100% |
| rivapy / pricing / bond_pricing.py |
DeterministicCashflowPricer.get_z_spread |
|
8 |
1 |
0 |
|
88% |
| rivapy / pricing / bond_pricing.py |
DeterministicCashflowPricer.get_z_spread.target_function |
|
4 |
0 |
0 |
|
100% |
| rivapy / pricing / bond_pricing.py |
DeterministicCashflowPricer.z_spread |
|
1 |
0 |
0 |
|
100% |
| rivapy / pricing / bond_pricing.py |
DeterministicCashflowPricer.macaulay_duration |
|
14 |
0 |
0 |
|
100% |
| rivapy / pricing / bond_pricing.py |
DeterministicCashflowPricer.modified_duration |
|
6 |
0 |
0 |
|
100% |
| rivapy / pricing / bond_pricing.py |
(no function) |
|
43 |
0 |
0 |
|
100% |
| rivapy / pricing / deposit_pricing.py |
DepositPricer.__init__ |
|
4 |
4 |
0 |
|
0% |
| rivapy / pricing / deposit_pricing.py |
DepositPricer._validate_pricer_dates |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / deposit_pricing.py |
DepositPricer.expected_cashflows |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / deposit_pricing.py |
DepositPricer.get_expected_cashflows |
|
3 |
3 |
0 |
|
0% |
| rivapy / pricing / deposit_pricing.py |
DepositPricer.price |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / deposit_pricing.py |
DepositPricer.get_price |
|
1 |
0 |
0 |
|
100% |
| rivapy / pricing / deposit_pricing.py |
DepositPricer.implied_simply_compounded_rate |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / deposit_pricing.py |
DepositPricer.get_implied_simply_compounded_rate |
|
10 |
1 |
0 |
|
90% |
| rivapy / pricing / deposit_pricing.py |
(no function) |
|
21 |
0 |
0 |
|
100% |
| rivapy / pricing / factory.py |
_factory |
|
3 |
0 |
0 |
|
100% |
| rivapy / pricing / factory.py |
create |
|
8 |
8 |
0 |
|
0% |
| rivapy / pricing / factory.py |
(no function) |
|
3 |
0 |
0 |
|
100% |
| rivapy / pricing / fra_pricing.py |
ForwardRateAgreementPricer.__init__ |
|
6 |
1 |
0 |
|
83% |
| rivapy / pricing / fra_pricing.py |
ForwardRateAgreementPricer.get_expected_cashflows |
|
15 |
0 |
0 |
|
100% |
| rivapy / pricing / fra_pricing.py |
ForwardRateAgreementPricer.expected_cashflows |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / fra_pricing.py |
ForwardRateAgreementPricer.get_price |
|
3 |
3 |
0 |
|
0% |
| rivapy / pricing / fra_pricing.py |
ForwardRateAgreementPricer.price |
|
2 |
2 |
0 |
|
0% |
| rivapy / pricing / fra_pricing.py |
ForwardRateAgreementPricer.compute_fair_rate |
|
7 |
0 |
0 |
|
100% |
| rivapy / pricing / fra_pricing.py |
(no function) |
|
22 |
0 |
0 |
|
100% |
| rivapy / pricing / interest_rate_swap_pricing.py |
InterestRateSwapPricer.__init__ |
|
18 |
0 |
0 |
|
100% |
| rivapy / pricing / interest_rate_swap_pricing.py |
InterestRateSwapPricer._populate_cashflows_fix |
|
48 |
3 |
0 |
|
94% |
| rivapy / pricing / interest_rate_swap_pricing.py |
InterestRateSwapPricer._populate_cashflows_float |
|
65 |
8 |
0 |
|
88% |
| rivapy / pricing / interest_rate_swap_pricing.py |
InterestRateSwapPricer._populate_cashflows_ois |
|
68 |
68 |
0 |
|
0% |
| rivapy / pricing / interest_rate_swap_pricing.py |
InterestRateSwapPricer.price_leg_pricing_data |
|
18 |
18 |
0 |
|
0% |
| rivapy / pricing / interest_rate_swap_pricing.py |
InterestRateSwapPricer.price_leg |
|
14 |
1 |
0 |
|
93% |
| rivapy / pricing / interest_rate_swap_pricing.py |
InterestRateSwapPricer.price |
|
4 |
4 |
0 |
|
0% |
| rivapy / pricing / interest_rate_swap_pricing.py |
InterestRateSwapPricer.compute_swap_rate |
|
11 |
3 |
0 |
|
73% |
| rivapy / pricing / interest_rate_swap_pricing.py |
InterestRateSwapPricer.compute_swap_spread |
|
4 |
4 |
0 |
|
0% |
| rivapy / pricing / interest_rate_swap_pricing.py |
InterestRateSwapPricer.compute_basis_spread |
|
7 |
1 |
0 |
|
86% |
| rivapy / pricing / interest_rate_swap_pricing.py |
InterestRateSwapPricer.compute_swap_rate_ois_analytical |
|
17 |
1 |
0 |
|
94% |
| rivapy / pricing / interest_rate_swap_pricing.py |
get_projected_notionals |
|
14 |
2 |
0 |
|
86% |
| rivapy / pricing / interest_rate_swap_pricing.py |
(no function) |
|
43 |
1 |
0 |
|
98% |
| rivapy / pricing / pricing_data.py |
BasePricingData.__init__ |
|
2 |
2 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
BasePricingData.pricer |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
BasePricingData.pricer |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
BasePricingData.pricing_request |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
BasePricingData.pricing_request |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
BondPricingData.__init__ |
|
9 |
9 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
BondPricingData.bond |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
BondPricingData.valuation_date |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
BondPricingData.valuation_date |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
BondPricingData.discount_curve |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
BondPricingData.discount_curve |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
BondPricingData.fixing_curve |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
BondPricingData.fixing_curve |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
BondPricingData.parameters |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
BondPricingData.parameters |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
BondPricingData.past_fixing |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
BondPricingData.past_fixing |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
BondPricingData.survival_curve |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
BondPricingData.survival_curve |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
BondPricingData.recovery_curve |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
BondPricingData.recovery_curve |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
PricingResults.set_price |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
PricingResults.getPrice |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
_create_pricing_request |
|
13 |
13 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
Black76PricingData.__init__ |
|
6 |
6 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
Black76PricingData._get_pyvacon_obj |
|
9 |
9 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
Black76PricingData.price |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
AmericanPdePricingData.__init__ |
|
8 |
8 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
AmericanPdePricingData._get_pyvacon_obj |
|
11 |
11 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
AmericanPdePricingData.price |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
CDSPricingData.__init__ |
|
7 |
7 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
CDSPricingData._pv_protection_leg |
|
18 |
18 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
CDSPricingData._pv_premium_leg |
|
14 |
14 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
CDSPricingData.par_spread |
|
35 |
35 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
CDSPricingData.price |
|
9 |
9 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
AnalyticSwaptionPricingData.__init__ |
|
6 |
6 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
AnalyticSwaptionPricingData._get_pyvacon_obj |
|
9 |
9 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
AnalyticSwaptionPricingData.price |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
AnalyticCapPricingData.__init__ |
|
6 |
6 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
AnalyticCapPricingData._get_pyvacon_obj |
|
9 |
9 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
AnalyticCapPricingData.price |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
InterestRateSwapPricingData.__init__ |
|
6 |
6 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
InterestRateSwapPricingData._get_pyvacon_obj |
|
9 |
9 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
InterestRateSwapPricingData.price |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
InterestRateSwapLegPricingData.__init__ |
|
5 |
5 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
InterestRateSwapLegPricingData._get_pyvacon_obj |
|
7 |
7 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
InterestRateSwapFloatLegPricingData.__init__ |
|
6 |
6 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
InterestRateSwapFloatLegPricingData._get_pyvacon_obj |
|
8 |
8 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
DepositPricingData.__init__ |
|
7 |
7 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
DepositPricingData.price |
|
4 |
4 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
ForwardRateAgreementPricingData.__init__ |
|
8 |
8 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
ForwardRateAgreementPricingData.price |
|
9 |
9 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
InterestRateSwapPricingData_rivapy.__init__ |
|
15 |
15 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
InterestRateSwapPricingData_rivapy.price |
|
5 |
5 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
InterestRateSwapLegPricingData_rivapy.__init__ |
|
10 |
10 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
InterestRateSwapFloatLegPricingData_rivapy.__init__ |
|
4 |
4 |
0 |
|
0% |
| rivapy / pricing / pricing_data.py |
(no function) |
|
124 |
3 |
0 |
|
98% |
| rivapy / pricing / pricing_request.py |
PricingRequestBase.__init__ |
|
4 |
4 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequestBase._to_dict |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
DepositPricingRequest.__init__ |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
GreenPPAPricingRequest.__init__ |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest.__init__ |
|
25 |
25 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_delta_gamma |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_delta_gamma |
|
4 |
4 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_cross_gamma |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_cross_gamma |
|
6 |
6 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_clean_price |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_clean_price |
|
4 |
4 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_rho |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_rho |
|
6 |
6 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._rho_scale |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._rho_scale |
|
5 |
5 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_vega |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_vega |
|
6 |
6 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._vega_scale |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._vega_scale |
|
5 |
5 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_cross_volga |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_cross_volga |
|
8 |
8 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_vanna |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_vanna |
|
8 |
8 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_theta |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_theta |
|
6 |
6 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._theta_scale |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._theta_scale |
|
5 |
5 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_spline |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_spline |
|
4 |
4 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_grid_sizes |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_grid_sizes |
|
4 |
4 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_implied_volatility |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_implied_volatility |
|
4 |
4 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._management_delta_limit |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._management_delta_limit |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_pricing_data |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_pricing_data |
|
4 |
4 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_expected_cashflows |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_expected_cashflows |
|
4 |
4 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_simulation_data |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_simulation_data |
|
4 |
4 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_additional_information |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_additional_information |
|
4 |
4 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_z_spread |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_z_spread |
|
4 |
4 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_yield_to_maturity |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_yield_to_maturity |
|
4 |
4 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_convexity |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_convexity |
|
8 |
8 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._max_expected_cashflow_date |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._max_expected_cashflow_date |
|
4 |
4 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._cashflow_times |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._cashflow_times |
|
4 |
4 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_macaulay_duration |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
PricingRequest._calc_macaulay_duration |
|
4 |
4 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
BondPricingRequest.__init__ |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
ForwardRateAgreementPricingRequest.__init__ |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
InterestRateSwapPricingRequest.__init__ |
|
1 |
1 |
0 |
|
0% |
| rivapy / pricing / pricing_request.py |
(no function) |
|
122 |
1 |
0 |
|
99% |
| rivapy / sample_data / __init__.py |
(no function) |
|
0 |
0 |
0 |
|
100% |
| rivapy / sample_data / dummy_power_spot_price.py |
spot_price_model |
|
13 |
0 |
0 |
|
100% |
| rivapy / sample_data / dummy_power_spot_price.py |
(no function) |
|
3 |
0 |
0 |
|
100% |
| rivapy / tools / __init__.py |
_add_to_factory |
|
2 |
0 |
0 |
|
100% |
| rivapy / tools / __init__.py |
(no function) |
|
9 |
0 |
0 |
|
100% |
| rivapy / tools / _converter.py |
create_ptime |
|
5 |
5 |
0 |
|
0% |
| rivapy / tools / _converter.py |
_convert |
|
11 |
11 |
0 |
|
0% |
| rivapy / tools / _converter.py |
converter |
|
2 |
2 |
0 |
|
0% |
| rivapy / tools / _converter.py |
converter.wrapper |
|
3 |
3 |
0 |
|
0% |
| rivapy / tools / _converter.py |
_add_converter |
|
10 |
10 |
0 |
|
0% |
| rivapy / tools / _converter.py |
_get_dict_repr |
|
5 |
5 |
0 |
|
0% |
| rivapy / tools / _converter.py |
_get_dict_repr.cleanup_dict |
|
17 |
17 |
0 |
|
0% |
| rivapy / tools / _converter.py |
_get_string_rep |
|
2 |
2 |
0 |
|
0% |
| rivapy / tools / _converter.py |
create_datetime |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / _converter.py |
to_np_matrix |
|
7 |
7 |
0 |
|
0% |
| rivapy / tools / _converter.py |
from_np_matrix |
|
8 |
8 |
0 |
|
0% |
| rivapy / tools / _converter.py |
(no function) |
|
19 |
11 |
0 |
|
42% |
| rivapy / tools / _logger.py |
(no function) |
|
2 |
0 |
0 |
|
100% |
| rivapy / tools / _validators.py |
_date_to_datetime |
|
5 |
3 |
0 |
|
40% |
| rivapy / tools / _validators.py |
_check_positivity |
|
3 |
0 |
0 |
|
100% |
| rivapy / tools / _validators.py |
_check_non_negativity |
|
3 |
1 |
0 |
|
67% |
| rivapy / tools / _validators.py |
_check_relation |
|
3 |
3 |
0 |
|
0% |
| rivapy / tools / _validators.py |
_is_start_before_end |
|
9 |
9 |
0 |
|
0% |
| rivapy / tools / _validators.py |
_check_start_before_end |
|
5 |
1 |
0 |
|
80% |
| rivapy / tools / _validators.py |
_is_chronological |
|
10 |
10 |
0 |
|
0% |
| rivapy / tools / _validators.py |
_check_start_at_or_before_end |
|
5 |
5 |
0 |
|
0% |
| rivapy / tools / _validators.py |
check_start_before_end |
|
5 |
5 |
0 |
|
0% |
| rivapy / tools / _validators.py |
_is_ascending_date_list |
|
12 |
12 |
0 |
|
0% |
| rivapy / tools / _validators.py |
_string_to_calendar |
|
7 |
5 |
0 |
|
29% |
| rivapy / tools / _validators.py |
_validate_schedule |
|
2 |
2 |
0 |
|
0% |
| rivapy / tools / _validators.py |
_check_pandas_index_for_datetime |
|
4 |
0 |
0 |
|
100% |
| rivapy / tools / _validators.py |
print_member_values |
|
7 |
7 |
0 |
|
0% |
| rivapy / tools / _validators.py |
(no function) |
|
20 |
0 |
0 |
|
100% |
| rivapy / tools / datetime_grid.py |
DateTimeGrid.__init__ |
|
15 |
15 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
DateTimeGrid.get_daily_subgrid |
|
8 |
8 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
DateTimeGrid.get_day_of_year |
|
3 |
3 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
DateTimeGrid.get_day_of_week |
|
3 |
3 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
DateTimeGrid.get_hour_of_day |
|
3 |
3 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
DateTimeGrid.get_minute_of_day |
|
3 |
3 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
__TimeGridFunction._compute |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
__TimeGridFunction.compute |
|
5 |
5 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
_Add.__init__ |
|
2 |
2 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
_Add._compute |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
_Mul.__init__ |
|
2 |
2 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
_Mul._compute |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
_TimeGridFunction._compute |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
_TimeGridFunction.__add__ |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
_TimeGridFunction.__mul__ |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
MonthlyConstantFunction.__init__ |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
MonthlyConstantFunction._compute |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
HourlyConstantFunction.__init__ |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
HourlyConstantFunction._compute |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
ParametrizedFunction.__init__ |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
ParametrizedFunction.__call__ |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
PeriodicFunction.__init__ |
|
4 |
4 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
PeriodicFunction._compute |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
PeriodicFunction.compute |
|
15 |
15 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
PeriodicFunction.calibrate |
|
6 |
6 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
PeriodicFunction.calibrate.f |
|
3 |
3 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
InterpolatedFunction.__init__ |
|
4 |
4 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
InterpolatedFunction._compute |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
InterpolatedFunction.compute |
|
2 |
2 |
0 |
|
0% |
| rivapy / tools / datetime_grid.py |
(no function) |
|
49 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
DayCounter.__init__ |
|
2 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
DayCounter.yf |
|
9 |
3 |
0 |
|
67% |
| rivapy / tools / datetools.py |
DayCounter.get |
|
5 |
1 |
0 |
|
80% |
| rivapy / tools / datetools.py |
DayCounter.yf_ActActICMA |
|
16 |
1 |
0 |
|
94% |
| rivapy / tools / datetools.py |
DayCounter.yf_Act365Fixed |
|
3 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
DayCounter.yf_ActAct |
|
16 |
1 |
0 |
|
94% |
| rivapy / tools / datetools.py |
DayCounter.yf_Act360 |
|
3 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
DayCounter.yf_30U360 |
|
15 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
DayCounter.yf_30360ISDA |
|
9 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
DayCounter.yf_30E360 |
|
6 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
DayCounter.yf_30E360._adjust_day |
|
3 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
Period.__init__ |
|
3 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
Period.from_string |
|
11 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
Period.years |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
Period.years |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
Period.months |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
Period.months |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
Period.days |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
Period.days |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
Period.__eq__ |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
Schedule.__init__ |
|
10 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
Schedule.start_day |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / datetools.py |
Schedule.start_day |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
Schedule.end_day |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / datetools.py |
Schedule.end_day |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
Schedule.time_period |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / datetools.py |
Schedule.time_period |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
Schedule.backwards |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / datetools.py |
Schedule.backwards |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
Schedule.stub_type_is_Long |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / datetools.py |
Schedule.stub_type_is_Long |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
Schedule.business_day_convention |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / datetools.py |
Schedule.business_day_convention |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
Schedule.calendar |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / datetools.py |
Schedule.calendar |
|
3 |
1 |
0 |
|
67% |
| rivapy / tools / datetools.py |
Schedule.roll_convention |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / datetools.py |
Schedule.roll_convention |
|
3 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
Schedule._generate_eom_dates |
|
9 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
Schedule._generate_none_dates |
|
5 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
Schedule._generate_dom_dates |
|
9 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
Schedule._generate_imm_dates |
|
13 |
1 |
0 |
|
92% |
| rivapy / tools / datetools.py |
Schedule._generate_dates_by_roll_convention |
|
8 |
3 |
0 |
|
62% |
| rivapy / tools / datetools.py |
Schedule._roll_out |
|
28 |
2 |
0 |
|
93% |
| rivapy / tools / datetools.py |
Schedule.generate_dates |
|
10 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
_date_to_datetime |
|
5 |
1 |
0 |
|
80% |
| rivapy / tools / datetools.py |
_datetime_to_date_list |
|
3 |
3 |
0 |
|
0% |
| rivapy / tools / datetools.py |
_string_to_period |
|
15 |
3 |
0 |
|
80% |
| rivapy / tools / datetools.py |
_term_to_period |
|
5 |
1 |
0 |
|
80% |
| rivapy / tools / datetools.py |
_period_to_string |
|
10 |
7 |
0 |
|
30% |
| rivapy / tools / datetools.py |
_is_ambiguous_date |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
_is_IMM_date |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
next_IMM_date |
|
23 |
2 |
0 |
|
91% |
| rivapy / tools / datetools.py |
next_IMM_period |
|
5 |
1 |
0 |
|
80% |
| rivapy / tools / datetools.py |
calc_end_day |
|
16 |
1 |
0 |
|
94% |
| rivapy / tools / datetools.py |
calc_start_day |
|
16 |
2 |
0 |
|
88% |
| rivapy / tools / datetools.py |
last_day_of_month |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
is_last_day_of_month |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
is_business_day |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
last_business_day_of_month |
|
4 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
is_last_business_day_of_month |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
nearest_business_day |
|
10 |
1 |
0 |
|
90% |
| rivapy / tools / datetools.py |
nearest_last_business_day_of_month |
|
10 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
next_or_previous_business_day |
|
7 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
following |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
preceding |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
modified_following |
|
4 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
modified_following_eom |
|
5 |
1 |
0 |
|
80% |
| rivapy / tools / datetools.py |
modified_following_bimonthly |
|
4 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
modified_preceding |
|
4 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
unadjusted |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / datetools.py |
roll_day |
|
16 |
3 |
0 |
|
81% |
| rivapy / tools / datetools.py |
serialize_date |
|
3 |
1 |
0 |
|
67% |
| rivapy / tools / datetools.py |
(no function) |
|
123 |
0 |
0 |
|
100% |
| rivapy / tools / enums.py |
_MyEnum.has_value |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / enums.py |
_MyEnum.to_string |
|
15 |
2 |
0 |
|
87% |
| rivapy / tools / enums.py |
_MyIntEnum.has_value |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / enums.py |
_MyIntEnum.to_string |
|
17 |
17 |
0 |
|
0% |
| rivapy / tools / enums.py |
IrLegType.from_string |
|
4 |
4 |
0 |
|
0% |
| rivapy / tools / enums.py |
get_index_by_alias |
|
9 |
1 |
0 |
|
89% |
| rivapy / tools / enums.py |
(no function) |
|
367 |
0 |
0 |
|
100% |
| rivapy / tools / factory.py |
_factory |
|
3 |
0 |
0 |
|
100% |
| rivapy / tools / factory.py |
create |
|
8 |
8 |
0 |
|
0% |
| rivapy / tools / factory.py |
(no function) |
|
3 |
0 |
0 |
|
100% |
| rivapy / tools / holidays_compat.py |
(no function) |
|
27 |
17 |
0 |
|
37% |
| rivapy / tools / interfaces.py |
DateTimeFunction.compute |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / interfaces.py |
_JSONDecoder.__init__ |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / interfaces.py |
_JSONDecoder.object_hook |
|
6 |
6 |
0 |
|
0% |
| rivapy / tools / interfaces.py |
_JSONEncoder.default |
|
5 |
3 |
0 |
|
40% |
| rivapy / tools / interfaces.py |
FactoryObject.to_dict |
|
3 |
0 |
0 |
|
100% |
| rivapy / tools / interfaces.py |
FactoryObject.to_json |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / interfaces.py |
FactoryObject.from_json |
|
2 |
2 |
0 |
|
0% |
| rivapy / tools / interfaces.py |
FactoryObject.hash_for_dict |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / interfaces.py |
FactoryObject.hash |
|
1 |
0 |
0 |
|
100% |
| rivapy / tools / interfaces.py |
FactoryObject._to_dict |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / interfaces.py |
FactoryObject.from_dict |
|
14 |
2 |
0 |
|
86% |
| rivapy / tools / interfaces.py |
FactoryObject.from_dict.parse_date |
|
6 |
6 |
0 |
|
0% |
| rivapy / tools / interfaces.py |
FactoryObject.from_dict.calendar_from_name |
|
4 |
4 |
0 |
|
0% |
| rivapy / tools / interfaces.py |
BaseDatedCurve.value |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / interfaces.py |
(no function) |
|
32 |
0 |
0 |
|
100% |
| rivapy / tools / interpolate.py |
Interpolator.__init__ |
|
3 |
0 |
0 |
|
100% |
| rivapy / tools / interpolate.py |
Interpolator.interp |
|
4 |
0 |
0 |
|
100% |
| rivapy / tools / interpolate.py |
Interpolator.get |
|
5 |
1 |
0 |
|
80% |
| rivapy / tools / interpolate.py |
Interpolator.linear |
|
23 |
0 |
0 |
|
100% |
| rivapy / tools / interpolate.py |
Interpolator.constant |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / interpolate.py |
Interpolator.linear_log |
|
10 |
0 |
0 |
|
100% |
| rivapy / tools / interpolate.py |
Interpolator._hagan_polynomials |
|
56 |
17 |
0 |
|
70% |
| rivapy / tools / interpolate.py |
Interpolator.hagan |
|
13 |
5 |
0 |
|
62% |
| rivapy / tools / interpolate.py |
Interpolator.hagan_integrate |
|
11 |
0 |
0 |
|
100% |
| rivapy / tools / interpolate.py |
Interpolator.hagan_df |
|
21 |
3 |
0 |
|
86% |
| rivapy / tools / interpolate.py |
Interpolator.hagan_df_derivative |
|
20 |
11 |
0 |
|
45% |
| rivapy / tools / interpolate.py |
(no function) |
|
30 |
0 |
0 |
|
100% |
| rivapy / tools / scheduler.py |
SimpleSchedule.__init_subclass__ |
|
3 |
1 |
0 |
|
67% |
| rivapy / tools / scheduler.py |
SimpleSchedule.__init__ |
|
8 |
0 |
0 |
|
100% |
| rivapy / tools / scheduler.py |
SimpleSchedule._to_dict |
|
1 |
1 |
0 |
|
0% |
| rivapy / tools / scheduler.py |
SimpleSchedule.get_schedule |
|
10 |
1 |
0 |
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deep_equal |
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RollingSchedulingTests.test_roll_day |
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RollingSchedulingTests.test_schedule_generation |
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RollingSchedulingTests.test_calc_end_day |
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RollingSchedulingTests.test_is_ambiguous_date |
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RollingSchedulingTests.test_is_IMM_date |
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RollingSchedulingTests.test_calc_start_day |
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RollingSchedulingTests.test_last_day_of_month |
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RollingSchedulingTests.test_is_last_day_of_month |
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RollingSchedulingTests.test_is_business_day |
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RollingSchedulingTests.test_last_business_day_of_month |
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RollingSchedulingTests.test_is_last_business_day_of_month |
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RollingSchedulingTests.test_nearest_business_day |
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RollingSchedulingTests.test_nearest_last_business_day_of_month |
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RollingSchedulingTests.test_next_or_previous_business_day |
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RollingSchedulingTests.test_next_IMM_date |
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DepositSpecificationTests.test_deposit_specification |
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DepositPricingTests.test_deposit_pricing |
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TestForwardRateAgreementSpecification.test_invalid_notional_raises |
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TestForwardRateAgreementSpecification.test_ins_type |
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TestForwardRateAgreementSpecification.test_get_end_date_alias |
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TestForwardRateAgreementSpecification.test_create_sample_reproducibility |
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TestForwardRateAgreementSpecification.test_fra_cf_implied_rate |
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CDSTest.test_pricing |
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SimpleScheduleTest.test_simple_start_end |
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SimpleScheduleTest.test_simple_hours |
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SimpleScheduleTest.test_simple_weekdays |
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TestInterpolator.setUp |
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TestHaganInterpolator.setUp |
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TestHaganInterpolator.test_hagan_forward_out_of_bounds_raises |
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TestIrSwapLegSpecification.setUp |
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TestIrSwapLegSpecification.test_init_and_properties |
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TestIrSwapLegSpecification.test_notional_structure_setter |
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TestIrFloatLegSpecification.setUp |
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TestIrFloatLegSpecification.test_float_leg |
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TestInterestRateSwapSpecification.setUp |
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TestInterestRateSwapSpecification.test_swap_specification |
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TestInterestRateSwapSpecification.test_get_fixed_and_float_leg |
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TestInterestRateSwapSpecification.test_get_float_leg_error |
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TestIRSwapSpecificationPricing.setUp |
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TestIRSwapSpecificationPricing.test_populate_cashflow_fixed |
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TestIRSwapSpecificationPricing.test_cashflows_fix_notional_start_end |
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TestIRSwapSpecificationPricing.test_populate_cashflow_float |
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TestIRSwapSpecificationPricing.test_cashflows_float_notional_start_end |
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TestIRSwapSpecificationPricing.populate_cashflow_ois |
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TestIRSwapSpecificationPricing.price |
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| tests / test_ir_swap.py |
TestIRSwapSpecificationPricing.price_leg_pricing_data |
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| tests / test_ir_swap.py |
TestIRSwapSpecificationPricing.test_price_fixed_leg |
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| tests / test_ir_swap.py |
TestIRSwapSpecificationPricing.test_price_float_leg |
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| tests / test_ir_swap.py |
TestIRSwapSpecificationPricing.test_price_ois_leg |
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| tests / test_ir_swap.py |
TestIRSwapSpecificationPricing.test_compute_swap_rate |
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| tests / test_ir_swap.py |
TestIRSwapSpecificationPricing.test_compute_basis_spread |
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| tests / test_ir_swap.py |
TestInterestRateSwapPricerInit.setUp |
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TestInterestRateSwapPricerInit.test_init_success_minimal |
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TestInterestRateSwapPricerInit.test_init_success_with_optional_args |
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TestInterestRateSwapPricerInit.test_init_raises_if_missing_required_args |
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TestInterestRateSwapPricerInit.test_init_all_curves_assigned_correctly |
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TestInterestRateSwapPricerInit.test_init_pricing_param_is_new_dict |
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| tests / test_ir_swap.py |
TestGetProjectedNotionals.setUp |
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2 |
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| tests / test_ir_swap.py |
TestGetProjectedNotionals.test_const_notional_structure |
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TestGetProjectedNotionals.test_resetting_notional_structure_with_fx |
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TestGetProjectedNotionals.test_resetting_notional_structure_without_fx_raises |
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(no function) |
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99% |
| tests / test_market_data_factories.py |
FactoryTestsMeta.__new__ |
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3 |
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FactoryTestsMeta.gen |
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FactoryTestsMeta.gen.fn |
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(no function) |
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11 |
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| tests / test_marketdata.py |
VolatilityGridParamTest.test_exceptions |
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8 |
2 |
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75% |
| tests / test_marketdata.py |
VolatilityGridParamTest.test_calc_implied_vol |
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17 |
14 |
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18% |
| tests / test_marketdata.py |
VolatilitySABRParamTest.test_calc_implied_vol |
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86% |
| tests / test_marketdata.py |
VolatilitySurfaceTest.test_calc_implied_vol_single_expiry |
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DiscountCurveCompositionTest.test_curve_addition |
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DiscountCurveCompositionTest.test_curve_multiplication |
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(no function) |
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21 |
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95% |
| tests / test_models.py |
LocalVolModelTest.test_local_vol_mc_with_ssvi |
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17 |
14 |
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18% |
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LocalVolModelTest.test_local_vol_with_flat_input_vol |
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100% |
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LocalVolModelTest.test_compare_local_var_implied_and_call |
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HestonModelTest.test_callprice_formula |
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15 |
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HestonLocalVolModelTest.calc_imlied_vol_grid |
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20 |
20 |
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HestonLocalVolModelTest.calc_callprice_MC |
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17 |
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94% |
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HestonLocalVolModelTest.test_simple |
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12 |
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HestonLocalVolModelTest.test_simple_2 |
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13 |
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OrnsteinUhlenbeckTest.test_calibration |
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8 |
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| tests / test_models.py |
OrnsteinUhlenbeckTest.test_expectation |
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6 |
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OrnsteinUhlenbeckTest.test_call_price |
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9 |
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LuciaSchwartzTest.test_expectation |
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6 |
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LuciaSchwartzTest.test_forward_simulation |
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8 |
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WindPowerForecastModel.test_initial_forecast |
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10 |
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(no function) |
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32 |
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97% |
| tests / test_pfc.py |
TestPFCShifter.__init__ |
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11 |
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TestPFCShifter.__get_contracts_dict |
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7 |
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TestPFCShifter.test_pfc_shifter |
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14 |
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TestPFCShifter.test_only_overlapping_contracts |
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TestPFCShifter.test_non_coverage_of_shape |
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TestPFCShaper.__init__ |
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TestPFCShaper.test_categoricalregression |
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TestPFCShaper.test_normalization_with_config |
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TestPFCShaper.test_normalization_without_config |
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TestEnergyPriceForwardCurve.__init__ |
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12 |
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TestEnergyPriceForwardCurve.__get_contracts_list |
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TestEnergyPriceForwardCurve.test_from_shape |
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TestEnergyPriceForwardCurve.test_from_scratch |
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8 |
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TestEnergyPriceForwardCurve.test_existing_pfc |
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8 |
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(no function) |
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33 |
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97% |
| tests / test_ppa_hedge.py |
DeepHedger.test_simple |
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16 |
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| tests / test_ppa_hedge.py |
GreenPPAHedger.test_hedging |
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15 |
15 |
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| tests / test_ppa_hedge.py |
(no function) |
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17 |
11 |
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35% |