Coverage report: 76%

Files Functions Classes

coverage.py v7.12.0, created at 2025-11-27 14:36 +0000

File function   statements missing excluded   coverage
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 LinearNotionalStructure.end_date   1 1 0   0%
rivapy / instruments / components.py LinearNotionalStructure.end_date   1 0 0   100%
rivapy / instruments / components.py LinearNotionalStructure.notional   1 0 0   100%
rivapy / instruments / components.py LinearNotionalStructure.notional   3 3 0   0%
rivapy / instruments / components.py LinearNotionalStructure.start_notional   1 0 0   100%
rivapy / instruments / components.py LinearNotionalStructure.start_notional   2 2 0   0%
rivapy / instruments / components.py LinearNotionalStructure.end_notional   1 0 0   100%
rivapy / instruments / components.py LinearNotionalStructure.end_notional   2 2 0   0%
rivapy / instruments / components.py LinearNotionalStructure.get_amount   3 0 0   100%
rivapy / instruments / components.py LinearNotionalStructure.get_amount_per_date   8 3 0   62%
rivapy / instruments / components.py LinearNotionalStructure.get_size   1 0 0   100%
rivapy / instruments / components.py LinearNotionalStructure.get_amortizations_by_index   8 0 0   100%
rivapy / instruments / components.py LinearNotionalStructure.get_amortization_schedule   12 1 0   92%
rivapy / instruments / components.py LinearNotionalStructure._to_dict   2 2 0   0%
rivapy / instruments / components.py VariableNotionalStructure.__init__   3 3 0   0%
rivapy / instruments / components.py VariableNotionalStructure.get_amount   3 3 0   0%
rivapy / instruments / components.py VariableNotionalStructure.get_pay_date_start   1 1 0   0%
rivapy / instruments / components.py VariableNotionalStructure.get_pay_date_end   1 1 0   0%
rivapy / instruments / components.py VariableNotionalStructure.get_size   1 1 0   0%
rivapy / instruments / components.py VariableNotionalStructure._to_dict   2 2 0   0%
rivapy / instruments / components.py ResettingNotionalStructure.__init__   6 0 0   100%
rivapy / instruments / components.py ResettingNotionalStructure.get_amount   1 0 0   100%
rivapy / instruments / components.py ResettingNotionalStructure.get_pay_date_start   1 1 0   0%
rivapy / instruments / components.py ResettingNotionalStructure.get_pay_date_end   1 1 0   0%
rivapy / instruments / components.py ResettingNotionalStructure.get_fixing_date   1 0 0   100%
rivapy / instruments / components.py ResettingNotionalStructure.get_reference_currency   1 1 0   0%
rivapy / instruments / components.py ResettingNotionalStructure.get_size   1 1 0   0%
rivapy / instruments / components.py ResettingNotionalStructure._to_dict   2 2 0   0%
rivapy / instruments / components.py AmortizationScheme.__init__   2 2 0   0%
rivapy / instruments / components.py AmortizationScheme.get_total_amortization   1 1 0   0%
rivapy / instruments / components.py AmortizationScheme._to_dict   1 1 0   0%
rivapy / instruments / components.py AmortizationScheme._from_string   5 3 0   40%
rivapy / instruments / components.py LinearAmortizationScheme.__init__   6 1 0   83%
rivapy / instruments / components.py LinearAmortizationScheme.n_steps   1 0 0   100%
rivapy / instruments / components.py LinearAmortizationScheme.n_steps   3 3 0   0%
rivapy / instruments / components.py LinearAmortizationScheme.total_amortization   1 0 0   100%
rivapy / instruments / components.py LinearAmortizationScheme.total_amortization   3 3 0   0%
rivapy / instruments / components.py LinearAmortizationScheme.get_total_amortization   1 0 0   100%
rivapy / instruments / components.py LinearAmortizationScheme._to_dict   2 2 0   0%
rivapy / instruments / components.py ZeroAmortizationScheme.__init__   1 0 0   100%
rivapy / instruments / components.py ZeroAmortizationScheme._to_dict   2 2 0   0%
rivapy / instruments / components.py ZeroAmortizationScheme.get_total_amortization   1 0 0   100%
rivapy / instruments / components.py VariableAmortizationScheme.__init__   6 1 0   83%
rivapy / instruments / components.py VariableAmortizationScheme._to_dict   2 2 0   0%
rivapy / instruments / components.py VariableAmortizationScheme.get_nr_of_amortization_steps   1 0 0   100%
rivapy / instruments / components.py VariableAmortizationScheme.get_total_amortization   1 0 0   100%
rivapy / instruments / components.py components_main   1 1 0   0%
rivapy / instruments / components.py (no function)   160 1 0   99%
rivapy / instruments / deposit_specifications.py DepositSpecification.__init__   26 4 0   85%
rivapy / instruments / deposit_specifications.py DepositSpecification._create_sample   17 17 0   0%
rivapy / instruments / deposit_specifications.py DepositSpecification._to_dict   2 0 0   100%
rivapy / instruments / deposit_specifications.py DepositSpecification.ins_type   1 0 0   100%
rivapy / instruments / deposit_specifications.py DepositSpecification.get_end_date   1 0 0   100%
rivapy / instruments / deposit_specifications.py (no function)   21 0 0   100%
rivapy / instruments / energy_futures_specifications.py EnergyFutureSpecifications.__init__   5 1 0   80%
rivapy / instruments / energy_futures_specifications.py EnergyFutureSpecifications.get_schedule   1 0 0   100%
rivapy / instruments / energy_futures_specifications.py EnergyFutureSpecifications.get_price   1 0 0   100%
rivapy / instruments / energy_futures_specifications.py EnergyFutureSpecifications.get_start   1 0 0   100%
rivapy / instruments / energy_futures_specifications.py EnergyFutureSpecifications.get_end   1 0 0   100%
rivapy / instruments / energy_futures_specifications.py EnergyFutureSpecifications.get_start_end   1 0 0   100%
rivapy / instruments / energy_futures_specifications.py EnergyFutureSpecifications._to_dict   1 1 0   0%
rivapy / instruments / energy_futures_specifications.py EnergyFutureSpecifications._create_sample   8 8 0   0%
rivapy / instruments / energy_futures_specifications.py (no function)   16 0 0   100%
rivapy / instruments / factory.py _factory   3 0 0   100%
rivapy / instruments / factory.py create   6 6 0   0%
rivapy / instruments / factory.py (no function)   3 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.__init__   38 6 0   84%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification._create_sample   20 1 0   95%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification._validate_derived_issued_instrument   1 1 0   0%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification._to_dict   2 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.get_schedule   1 1 0   0%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.calendar   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.issuer   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.issuer   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.udlID   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.udlID   1 1 0   0%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.rating   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.rating   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.securitization_level   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.securitization_level   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.rate   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.rate   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.trade_date   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.trade_date   1 1 0   0%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.start_date   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.start_date   1 1 0   0%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.end_date   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.end_date   1 1 0   0%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.rate_start_date   1 1 0   0%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.rate_start_date   1 1 0   0%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.rate_end_date   1 1 0   0%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.rate_end_date   1 1 0   0%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.maturity_date   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.maturity_date   1 1 0   0%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.currency   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.currency   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.notional   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.notional   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.day_count_convention   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.day_count_convention   1 1 0   0%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.rate_day_count_convention   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.rate_day_count_convention   1 1 0   0%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.business_day_convention   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.business_day_convention   1 1 0   0%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.rate_business_day_convention   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.rate_business_day_convention   1 1 0   0%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.spot_days   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.start_period   1 0 0   100%
rivapy / instruments / fra_specifications.py ForwardRateAgreementSpecification.start_period   1 0 0   100%
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   0%
rivapy / marketdata / curves.py ConstantRate.__init__   1 0 0   100%
rivapy / marketdata / curves.py ConstantRate._to_dict   1 0 0   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   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   0%
rivapy / marketdata / curves.py LinearRate.value_rate   6 6 0   0%
rivapy / marketdata / curves.py LinearRate.__call__   1 0 0   100%
rivapy / marketdata / curves.py NelsonSiegelSvensson.__init__   3 3 0   0%
rivapy / marketdata / curves.py NelsonSiegelSvensson._to_dict   3 3 0   0%
rivapy / marketdata / curves.py NelsonSiegelSvensson.__call__   1 1 0   0%
rivapy / marketdata / curves.py NelsonSiegelSvensson.compute   2 2 0   0%
rivapy / marketdata / curves.py DiscountCurveComposition.__init__   25 3 0   88%
rivapy / marketdata / curves.py DiscountCurveComposition._to_dict   10 3 0   70%
rivapy / marketdata / curves.py DiscountCurveComposition._create_sample   5 0 0   100%
rivapy / marketdata / curves.py DiscountCurveComposition.value   3 0 0   100%
rivapy / marketdata / curves.py DiscountCurveComposition.value_rate   1 0 0   100%
rivapy / marketdata / curves.py DiscountCurveComposition.value_fwd   1 1 0   0%
rivapy / marketdata / curves.py DiscountCurveComposition.value_fwd_rate   2 2 0   0%
rivapy / marketdata / curves.py DiscountCurveComposition.__mul__   1 1 0   0%
rivapy / marketdata / curves.py DiscountCurveComposition.__rmul__   1 1 0   0%
rivapy / marketdata / curves.py DiscountCurveComposition.__add__   1 1 0   0%
rivapy / marketdata / curves.py DiscountCurveComposition.__radd__   1 1 0   0%
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 0   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   0%
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 0 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   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   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   0%
rivapy / marketdata_tools / pfc_shaper.py SimpleCategoricalRegression.__init__   4 0 0   100%
rivapy / marketdata_tools / pfc_shaper.py SimpleCategoricalRegression._transform   10 0 0   100%
rivapy / marketdata_tools / pfc_shaper.py SimpleCategoricalRegression.calibrate   5 0 0   100%
rivapy / marketdata_tools / pfc_shaper.py SimpleCategoricalRegression.apply   5 0 0   100%
rivapy / marketdata_tools / pfc_shaper.py SimpleCategoricalRegression._to_dict   1 1 0   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   0%
rivapy / marketdata_tools / pfc_shaper.py CategoricalRegression._remove_outliers.remove_outliers   3 3 0   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   90%
rivapy / tools / scheduler.py SimpleSchedule.get_df   3 3 0   0%
rivapy / tools / scheduler.py SimpleSchedule.applies   1 1 0   0%
rivapy / tools / scheduler.py SimpleSchedule.get_params   1 1 0   0%
rivapy / tools / scheduler.py SimpleSchedule._create_sample   10 10 0   0%
rivapy / tools / scheduler.py BaseSchedule.__init__   1 0 0   100%
rivapy / tools / scheduler.py PeakSchedule.__init__   1 0 0   100%
rivapy / tools / scheduler.py OffPeakSchedule.__init__   1 0 0   100%
rivapy / tools / scheduler.py GasSchedule.__init__   1 0 0   100%
rivapy / tools / scheduler.py (no function)   30 0 0   100%
tests / __init__.py (no function)   0 0 0   100%
tests / setup_logging.py CallerFormatter.format   14 14 0   0%
tests / setup_logging.py setup_logging_for_tests   16 1 0   94%
tests / setup_logging.py (no function)   9 0 0   100%
tests / test_bonds.py BondSpecificationTests.test_bond_specification   70 1 0   99%
tests / test_bonds.py BondPricingTests.test_yield_bond   25 0 0   100%
tests / test_bonds.py BondPricingTests.test_float_bond   35 0 0   100%
tests / test_bonds.py BondPricingTests.test_index_float_bond   34 0 0   100%
tests / test_bonds.py BondPricingTests.test_amort_bond   25 0 0   100%
tests / test_bonds.py (no function)   17 1 0   94%
tests / test_bonds_new.py (no function)   0 0 0   100%
tests / test_bootstrap.py tolerance_from_quote   4 0 0   100%
tests / test_bootstrap.py deep_equal_OLD   7 7 0   0%
tests / test_bootstrap.py deep_equal   31 14 0   55%
tests / test_bootstrap.py update_fra_tenors   4 0 0   100%
tests / test_bootstrap.py update_fra_tenors.fra_tenor_delta   14 4 0   71%
tests / test_bootstrap.py update_fra_tenors.fra_tenor_delta.to_months   9 5 0   44%
tests / test_bootstrap.py DummyDepositSpec.__init__   7 1 0   86%
tests / test_bootstrap.py TestBootstrapCurveFunctions.test_input_length_assertion   2 0 0   100%
tests / test_bootstrap.py TestBootstrapCurveFunctions.test_duplicate_end_dates   5 0 0   100%
tests / test_bootstrap.py TestBootstrapCurveFunctions.test_successful_bootstrap   5 0 0   100%
tests / test_bootstrap.py TestErrorFn.test_error_fn_returns_float   6 0 0   100%
tests / test_bootstrap.py TestFindBracket.test_find_bracket_success   5 0 0   100%
tests / test_bootstrap.py TestFindBracket.test_find_bracket_success.fake_error_fn   1 0 0   100%
tests / test_bootstrap.py TestFindBracket.test_find_bracket_failure   4 0 0   100%
tests / test_bootstrap.py TestFindBracket.test_find_bracket_failure.fake_error_fn   1 0 0   100%
tests / test_bootstrap.py TestGetQuote.test_get_quote_deposit   9 0 0   100%
tests / test_bootstrap.py TestGetQuote.test_get_quote_fra   12 0 0   100%
tests / test_bootstrap.py TestGetQuote.test_get_quote_irs   14 0 0   100%
tests / test_bootstrap.py TestBootstrapCurveInstruments.setUp   5 0 0   100%
tests / test_bootstrap.py TestBootstrapCurveInstruments.test_deposit_bootstrap   13 0 0   100%
tests / test_bootstrap.py TestBootstrapCurveInstruments.test_fra_bootstrap   10 0 0   100%
tests / test_bootstrap.py TestBootstrapCurveInstruments.test_irs_bootstrap   18 0 0   100%
tests / test_bootstrap.py TestBootstrapCurveInstruments.test_deposit_fra_irs_combination   26 0 0   100%
tests / test_bootstrap.py TestBootstrapCurveInstruments.test_fra_irs_combination_forward_curve   28 0 0   100%
tests / test_bootstrap.py TestBootstrapCurveInstruments.test_many_instruments   48 0 0   100%
tests / test_bootstrap.py TestBootstrapCurveInstruments.test_ois_multicurve_bootstrap   82 0 0   100%
tests / test_bootstrap.py TestBootstrapCurveInstruments.test_multicurve_with_deposit_raises   7 0 0   100%
tests / test_bootstrap.py TestAutomaticInstrumentCreation.setUp   6 0 0   100%
tests / test_bootstrap.py TestAutomaticInstrumentCreation.test_create_deposits_from_df   27 0 0   100%
tests / test_bootstrap.py TestAutomaticInstrumentCreation.test_create_IRS_from_df   47 0 0   100%
tests / test_bootstrap.py TestAutomaticInstrumentCreation.test_create_OIS_from_df   52 0 0   100%
tests / test_bootstrap.py TestAutomaticInstrumentCreation.test_create_TBS_from_df   50 0 0   100%
tests / test_bootstrap.py TestAutomaticInstrumentCreation.test_create_FRA_from_df   17 0 0   100%
tests / test_bootstrap.py TestAutomaticInstrumentCreation.test_bootstrap_deposits_from_df   17 0 0   100%
tests / test_bootstrap.py TestAutomaticInstrumentCreation.test_bootstrap_FRAs_from_df   17 0 0   100%
tests / test_bootstrap.py TestAutomaticInstrumentCreation.test_bootstrap_ois_from_df   25 0 0   100%
tests / test_bootstrap.py TestAutomaticInstrumentCreation.test_multicurve_bootstrap_ois_3M   28 0 0   100%
tests / test_bootstrap.py TestBSBootstrap.setUp   6 0 0   100%
tests / test_bootstrap.py TestBSBootstrap.test_tbs_3m_6m   65 1 0   98%
tests / test_bootstrap.py TestBSBootstrap.test_initial_curve_tbs_extend   76 1 0   99%
tests / test_bootstrap.py TestBSBootstrap.test_tbs_premade   65 1 0   98%
tests / test_bootstrap.py TestReferenceDateDependance.setUp   6 0 0   100%
tests / test_bootstrap.py TestReferenceDateDependance.test_date1   30 0 0   100%
tests / test_bootstrap.py TestReferenceDateDependance.test_date_many   32 0 0   100%
tests / test_bootstrap.py (no function)   76 5 0   93%
tests / test_components.py ComponentsTests.test_amortization   13 0 0   100%
tests / test_components.py ComponentsTests.test_notional_structures   22 0 0   100%
tests / test_components.py (no function)   16 1 0   94%
tests / test_creditmetrics.py TestCreditMetricsModel.setUp   10 0 0   100%
tests / test_creditmetrics.py TestCreditMetricsModel.test_merge_positions_issuer   4 0 0   100%
tests / test_creditmetrics.py TestCreditMetricsModel.test_get_correlation   5 0 0   100%
tests / test_creditmetrics.py TestCreditMetricsModel.test_get_cutoffs_rating   2 0 0   100%
tests / test_creditmetrics.py TestCreditMetricsModel.test_get_expected_value   3 0 0   100%
tests / test_creditmetrics.py TestCreditMetricsModel.test_get_states   3 0 0   100%
tests / test_creditmetrics.py TestCreditMetricsModel.test_mc_calculation   5 0 0   100%
tests / test_creditmetrics.py TestCreditMetricsModel.test_get_loss_distribution   3 0 0   100%
tests / test_creditmetrics.py TestCreditMetricsModel.test_get_portfolio_VaR   7 0 0   100%
tests / test_creditmetrics.py TestCreditMetricsModel.test_get_portfolio_ES   6 0 0   100%
tests / test_creditmetrics.py (no function)   18 1 0   94%
tests / test_curves.py TestDiscountCurve.setUp   6 0 0   100%
tests / test_curves.py TestDiscountCurve.test_init_success_and_getters   5 0 0   100%
tests / test_curves.py TestDiscountCurve.test_init_invalid_inputs   21 0 0   100%
tests / test_curves.py TestDiscountCurve.test_get_dates_and_get_df   6 0 0   100%
tests / test_curves.py TestDiscountCurve.test_value_and_extrapolation_cases   18 0 0   100%
tests / test_curves.py TestDiscountCurve.test_value_rate_and_yf   8 0 0   100%
tests / test_curves.py TestDiscountCurve.test_value_fwd_and_fwd_rate   12 0 0   100%
tests / test_curves.py TestDiscountCurve.test_call_zero_rate_and_rate_for_dates   7 0 0   100%
tests / test_curves.py TestDiscountCurve.test_value_invalid_ref_before_curve_ref   3 0 0   100%
tests / test_curves.py TestDiscountCurve.test_value_rate_invalid_ref_before_curve_ref   3 0 0   100%
tests / test_curves.py TestDiscountCurve.test_value_HAGAN   3 0 0   100%
tests / test_curves.py TestDiscountCurve.test_plot_value   3 0 0   100%
tests / test_curves.py (no function)   22 1 0   95%
tests / test_datetools.py DayCounterTests.test_yf   25 0 0   100%
tests / test_datetools.py PeriodTests.test_period   27 0 0   100%
tests / test_datetools.py OGandOwnTests.test_rolls   22 0 0   100%
tests / test_datetools.py OGandOwnTests.weekday   2 2 0   0%
tests / test_datetools.py OGandOwnTests.test_holidays   2 0 0   100%
tests / test_datetools.py RollingSchedulingTests.test_roll_day   57 0 0   100%
tests / test_datetools.py RollingSchedulingTests.test_schedule_generation   47 0 0   100%
tests / test_datetools.py RollingSchedulingTests.test_calc_end_day   60 0 0   100%
tests / test_datetools.py RollingSchedulingTests.test_is_ambiguous_date   9 0 0   100%
tests / test_datetools.py RollingSchedulingTests.test_is_IMM_date   24 0 0   100%
tests / test_datetools.py RollingSchedulingTests.test_calc_start_day   35 0 0   100%
tests / test_datetools.py RollingSchedulingTests.test_last_day_of_month   14 0 0   100%
tests / test_datetools.py RollingSchedulingTests.test_is_last_day_of_month   7 0 0   100%
tests / test_datetools.py RollingSchedulingTests.test_is_business_day   34 0 0   100%
tests / test_datetools.py RollingSchedulingTests.test_last_business_day_of_month   14 0 0   100%
tests / test_datetools.py RollingSchedulingTests.test_is_last_business_day_of_month   14 0 0   100%
tests / test_datetools.py RollingSchedulingTests.test_nearest_business_day   17 0 0   100%
tests / test_datetools.py RollingSchedulingTests.test_nearest_last_business_day_of_month   17 0 0   100%
tests / test_datetools.py RollingSchedulingTests.test_next_or_previous_business_day   20 0 0   100%
tests / test_datetools.py RollingSchedulingTests.test_next_IMM_date   19 0 0   100%
tests / test_datetools.py (no function)   38 1 0   97%
tests / test_deposits.py DepositSpecificationTests.test_deposit_specification   63 0 0   100%
tests / test_deposits.py DepositPricingTests.test_deposit_pricing   23 0 0   100%
tests / test_deposits.py (no function)   19 1 0   95%
tests / test_fras.py TestForwardRateAgreementSpecification.setUp   5 0 0   100%
tests / test_fras.py TestForwardRateAgreementSpecification.test_initialization   12 0 0   100%
tests / test_fras.py TestForwardRateAgreementSpecification.test_to_dict   5 0 0   100%
tests / test_fras.py TestForwardRateAgreementSpecification.test_property_setters   10 0 0   100%
tests / test_fras.py TestForwardRateAgreementSpecification.test_invalid_notional_raises   2 0 0   100%
tests / test_fras.py TestForwardRateAgreementSpecification.test_ins_type   1 0 0   100%
tests / test_fras.py TestForwardRateAgreementSpecification.test_get_end_date_alias   1 0 0   100%
tests / test_fras.py TestForwardRateAgreementSpecification.test_create_sample_reproducibility   4 0 0   100%
tests / test_fras.py TestForwardRateAgreementSpecification.test_fra_cf_implied_rate   26 0 0   100%
tests / test_fras.py (no function)   31 1 0   97%
tests / test_instrument_factories.py (no function)   5 1 0   80%
tests / test_instruments.py CDSTest.test_pricing   18 15 0   17%
tests / test_instruments.py SimpleScheduleTest.test_simple_start_end   4 0 0   100%
tests / test_instruments.py SimpleScheduleTest.test_simple_hours   5 0 0   100%
tests / test_instruments.py SimpleScheduleTest.test_simple_weekdays   5 0 0   100%
tests / test_instruments.py (no function)   19 2 0   89%
tests / test_interpolate.py TestInterpolator.setUp   2 0 0   100%
tests / test_interpolate.py TestInterpolator.test_linear_interpolation_scalar   3 0 0   100%
tests / test_interpolate.py TestInterpolator.test_linear_interpolation_list   6 0 0   100%
tests / test_interpolate.py TestInterpolator.test_linear_extrapolation_left_right   7 0 0   100%
tests / test_interpolate.py TestInterpolator.test_constant_extrapolation   5 0 0   100%
tests / test_interpolate.py TestInterpolator.test_no_extrapolation_raises   5 0 0   100%
tests / test_interpolate.py TestInterpolator.test_no_extrapolationType_raises   5 0 0   100%
tests / test_interpolate.py TestInterpolator.test_mismatched_length_raises   3 0 0   100%
tests / test_interpolate.py TestLinearLogInterpolator.setUp   2 0 0   100%
tests / test_interpolate.py TestLinearLogInterpolator.test_log_linear_exact_exponential   5 0 0   100%
tests / test_interpolate.py TestLinearLogInterpolator.test_log_linear_vector_input   7 0 0   100%
tests / test_interpolate.py TestLinearLogInterpolator.test_log_linear_extrapolation_linear_mode   5 0 0   100%
tests / test_interpolate.py TestLinearLogInterpolator.test_log_linear_requires_positive_y   4 0 0   100%
tests / test_interpolate.py TestLinearLogInterpolator.test_log_linear_constant_extrapolation   5 0 0   100%
tests / test_interpolate.py TestHaganInterpolator.setUp   4 0 0   100%
tests / test_interpolate.py TestHaganInterpolator.test_hagan_polynomials_shapes   4 0 0   100%
tests / test_interpolate.py TestHaganInterpolator.test_hagan_constant_forward_rate   3 0 0   100%
tests / test_interpolate.py TestHaganInterpolator.test_hagan_integrate_matches_analytical   4 0 0   100%
tests / test_interpolate.py TestHaganInterpolator.test_hagan_df_inside_grid   4 0 0   100%
tests / test_interpolate.py TestHaganInterpolator.test_hagan_df_extrapolation_constant_df   6 0 0   100%
tests / test_interpolate.py TestHaganInterpolator.test_hagan_df_extrapolation_below_first   6 0 0   100%
tests / test_interpolate.py TestHaganInterpolator.test_hagan_df_derivative_relation   6 0 0   100%
tests / test_interpolate.py TestHaganInterpolator.test_hagan_df_raises_for_short_input   2 0 0   100%
tests / test_interpolate.py TestHaganInterpolator.test_hagan_extrapolation_raises_for_none   2 0 0   100%
tests / test_interpolate.py TestHaganInterpolator.test_hagan_forward_out_of_bounds_raises   2 0 0   100%
tests / test_interpolate.py (no function)   34 1 0   97%
tests / test_ir_swap.py TestIrSwapLegSpecification.setUp   4 0 0   100%
tests / test_ir_swap.py TestIrSwapLegSpecification.test_init_and_properties   7 0 0   100%
tests / test_ir_swap.py TestIrSwapLegSpecification.test_notional_structure_setter   3 0 0   100%
tests / test_ir_swap.py TestIrFixedLegSpecification.setUp   4 0 0   100%
tests / test_ir_swap.py TestIrFixedLegSpecification.test_fixed_leg   4 0 0   100%
tests / test_ir_swap.py TestIrFloatLegSpecification.setUp   7 0 0   100%
tests / test_ir_swap.py TestIrFloatLegSpecification.test_float_leg   6 0 0   100%
tests / test_ir_swap.py TestInterestRateSwapSpecification.setUp   6 0 0   100%
tests / test_ir_swap.py TestInterestRateSwapSpecification.test_swap_specification   13 0 0   100%
tests / test_ir_swap.py TestInterestRateSwapSpecification.test_get_fixed_and_float_leg   3 0 0   100%
tests / test_ir_swap.py TestInterestRateSwapSpecification.test_get_fixed_leg_error   4 0 0   100%
tests / test_ir_swap.py TestInterestRateSwapSpecification.test_get_float_leg_error   4 0 0   100%
tests / test_ir_swap.py TestIRSwapSpecificationPricing.setUp   48 0 0   100%
tests / test_ir_swap.py TestIRSwapSpecificationPricing.test_populate_cashflow_fixed   26 0 0   100%
tests / test_ir_swap.py TestIRSwapSpecificationPricing.test_cashflows_fix_notional_start_end   41 0 0   100%
tests / test_ir_swap.py TestIRSwapSpecificationPricing.test_populate_cashflow_float   44 0 0   100%
tests / test_ir_swap.py TestIRSwapSpecificationPricing.test_cashflows_float_notional_start_end   49 0 0   100%
tests / test_ir_swap.py TestIRSwapSpecificationPricing.populate_cashflow_ois   1 1 0   0%
tests / test_ir_swap.py TestIRSwapSpecificationPricing.price   6 6 0   0%
tests / test_ir_swap.py TestIRSwapSpecificationPricing.price_leg_pricing_data   1 1 0   0%
tests / test_ir_swap.py TestIRSwapSpecificationPricing.test_price_fixed_leg   9 0 0   100%
tests / test_ir_swap.py TestIRSwapSpecificationPricing.test_price_float_leg   9 0 0   100%
tests / test_ir_swap.py TestIRSwapSpecificationPricing.test_price_ois_leg   9 0 0   100%
tests / test_ir_swap.py TestIRSwapSpecificationPricing.test_compute_swap_rate   15 0 0   100%
tests / test_ir_swap.py TestIRSwapSpecificationPricing.test_compute_basis_spread   23 0 0   100%
tests / test_ir_swap.py TestInterestRateSwapPricerInit.setUp   9 0 0   100%
tests / test_ir_swap.py TestInterestRateSwapPricerInit.test_init_success_minimal   9 0 0   100%
tests / test_ir_swap.py TestInterestRateSwapPricerInit.test_init_success_with_optional_args   7 0 0   100%
tests / test_ir_swap.py TestInterestRateSwapPricerInit.test_init_raises_if_missing_required_args   2 0 0   100%
tests / test_ir_swap.py TestInterestRateSwapPricerInit.test_init_all_curves_assigned_correctly   7 0 0   100%
tests / test_ir_swap.py TestInterestRateSwapPricerInit.test_init_pricing_param_is_new_dict   3 0 0   100%
tests / test_ir_swap.py TestGetProjectedNotionals.setUp   2 0 0   100%
tests / test_ir_swap.py TestGetProjectedNotionals.test_const_notional_structure   3 0 0   100%
tests / test_ir_swap.py TestGetProjectedNotionals.test_resetting_notional_structure_with_fx   8 0 0   100%
tests / test_ir_swap.py TestGetProjectedNotionals.test_resetting_notional_structure_without_fx_raises   4 0 0   100%
tests / test_ir_swap.py (no function)   73 1 0   99%
tests / test_market_data_factories.py FactoryTestsMeta.__new__   3 0 0   100%
tests / test_market_data_factories.py FactoryTestsMeta.gen   2 0 0   100%
tests / test_market_data_factories.py FactoryTestsMeta.gen.fn   7 2 0   71%
tests / test_market_data_factories.py (no function)   11 1 0   91%
tests / test_marketdata.py VolatilityGridParamTest.test_exceptions   8 2 0   75%
tests / test_marketdata.py VolatilityGridParamTest.test_calc_implied_vol   17 14 0   18%
tests / test_marketdata.py VolatilitySABRParamTest.test_calc_implied_vol   14 2 0   86%
tests / test_marketdata.py VolatilitySurfaceTest.test_calc_implied_vol_single_expiry   2 0 0   100%
tests / test_marketdata.py DiscountCurveCompositionTest.test_curve_addition   14 0 0   100%
tests / test_marketdata.py DiscountCurveCompositionTest.test_curve_multiplication   17 0 0   100%
tests / test_marketdata.py (no function)   21 1 0   95%
tests / test_models.py LocalVolModelTest.test_local_vol_mc_with_ssvi   17 14 0   18%
tests / test_models.py LocalVolModelTest.test_local_vol_with_flat_input_vol   17 0 0   100%
tests / test_models.py LocalVolModelTest.test_compare_local_var_implied_and_call   20 17 0   15%
tests / test_models.py HestonModelTest.test_callprice_formula   15 0 0   100%
tests / test_models.py HestonLocalVolModelTest.calc_imlied_vol_grid   20 20 0   0%
tests / test_models.py HestonLocalVolModelTest.calc_callprice_MC   17 1 0   94%
tests / test_models.py HestonLocalVolModelTest.test_simple   12 0 0   100%
tests / test_models.py HestonLocalVolModelTest.test_simple_2   13 0 0   100%
tests / test_models.py OrnsteinUhlenbeckTest.test_calibration   8 0 0   100%
tests / test_models.py OrnsteinUhlenbeckTest.test_expectation   6 0 0   100%
tests / test_models.py OrnsteinUhlenbeckTest.test_call_price   9 0 0   100%
tests / test_models.py LuciaSchwartzTest.test_expectation   6 0 0   100%
tests / test_models.py LuciaSchwartzTest.test_forward_simulation   8 0 0   100%
tests / test_models.py WindPowerForecastModel.test_initial_forecast   10 0 0   100%
tests / test_models.py (no function)   32 1 0   97%
tests / test_pfc.py TestPFCShifter.__init__   11 0 0   100%
tests / test_pfc.py TestPFCShifter.__get_contracts_dict   7 0 0   100%
tests / test_pfc.py TestPFCShifter.test_pfc_shifter   14 0 0   100%
tests / test_pfc.py TestPFCShifter.test_only_overlapping_contracts   14 0 0   100%
tests / test_pfc.py TestPFCShifter.test_non_coverage_of_shape   8 1 0   88%
tests / test_pfc.py TestPFCShaper.__init__   2 0 0   100%
tests / test_pfc.py TestPFCShaper.test_categoricalregression   14 0 0   100%
tests / test_pfc.py TestPFCShaper.test_normalization_with_config   13 0 0   100%
tests / test_pfc.py TestPFCShaper.test_normalization_without_config   8 0 0   100%
tests / test_pfc.py TestEnergyPriceForwardCurve.__init__   12 0 0   100%
tests / test_pfc.py TestEnergyPriceForwardCurve.__get_contracts_list   7 0 0   100%
tests / test_pfc.py TestEnergyPriceForwardCurve.test_from_shape   7 0 0   100%
tests / test_pfc.py TestEnergyPriceForwardCurve.test_from_scratch   8 0 0   100%
tests / test_pfc.py TestEnergyPriceForwardCurve.test_existing_pfc   8 0 0   100%
tests / test_pfc.py (no function)   33 1 0   97%
tests / test_ppa_hedge.py DeepHedger.test_simple   16 16 0   0%
tests / test_ppa_hedge.py GreenPPAHedger.test_hedging   15 15 0   0%
tests / test_ppa_hedge.py (no function)   17 11 0   35%
Total     11447 2768 1   76%

No items found using the specified filter.