| rivapy/__init__.py |
(no function) |
15 |
4 |
0 |
73% |
| rivapy/instruments/__init__.py |
_add_to_factory |
2 |
0 |
0 |
100% |
| rivapy/instruments/__init__.py |
(no function) |
15 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
BondBaseSpecification.__init__ |
11 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
BondBaseSpecification._create_sample |
17 |
1 |
0 |
94% |
| rivapy/instruments/bond_specifications.py |
BondBaseSpecification._validate_derived_issued_instrument |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
BondBaseSpecification._to_dict |
2 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
BondBaseSpecification.issuer |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
BondBaseSpecification.issuer |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
BondBaseSpecification.rating |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
BondBaseSpecification.rating |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
BondBaseSpecification.securitization_level |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
BondBaseSpecification.securitization_level |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
BondBaseSpecification.issue_date |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
BondBaseSpecification.issue_date |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
BondBaseSpecification.maturity_date |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
BondBaseSpecification.maturity_date |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
BondBaseSpecification.currency |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
BondBaseSpecification.currency |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
BondBaseSpecification.notional |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
BondBaseSpecification.notional |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
ZeroCouponBondSpecification.__init__ |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
ZeroCouponBondSpecification._create_sample |
5 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
ZeroCouponBondSpecification._validate_derived_bond |
1 |
1 |
0 |
0% |
| rivapy/instruments/bond_specifications.py |
ZeroCouponBondSpecification._validate_derived_issued_instrument |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
ZeroCouponBondSpecification.expected_cashflows |
1 |
1 |
0 |
0% |
| rivapy/instruments/bond_specifications.py |
PlainVanillaCouponBondSpecification.__init__ |
5 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
PlainVanillaCouponBondSpecification.expected_cashflows |
13 |
4 |
0 |
69% |
| rivapy/instruments/bond_specifications.py |
PlainVanillaCouponBondSpecification._to_dict |
3 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
PlainVanillaCouponBondSpecification._create_sample |
10 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
FixedRateBondSpecification.__init__ |
8 |
2 |
0 |
75% |
| rivapy/instruments/bond_specifications.py |
FixedRateBondSpecification._create_sample |
13 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
FixedRateBondSpecification._validate_derived_bond |
5 |
5 |
0 |
0% |
| rivapy/instruments/bond_specifications.py |
FixedRateBondSpecification._validate_derived_issued_instrument |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
FixedRateBondSpecification._to_dict |
3 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
FixedRateBondSpecification.from_master_data |
11 |
1 |
0 |
91% |
| rivapy/instruments/bond_specifications.py |
FixedRateBondSpecification.coupon_payment_dates |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
FixedRateBondSpecification.coupons |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
FloatingRateNoteSpecification.__init__ |
13 |
4 |
0 |
69% |
| rivapy/instruments/bond_specifications.py |
FloatingRateNoteSpecification.from_master_data |
9 |
1 |
0 |
89% |
| rivapy/instruments/bond_specifications.py |
FloatingRateNoteSpecification.coupon_period_dates |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
FloatingRateNoteSpecification.daycount_convention |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
FloatingRateNoteSpecification.daycount_convention |
1 |
1 |
0 |
0% |
| rivapy/instruments/bond_specifications.py |
FloatingRateNoteSpecification.spreads |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
FloatingRateNoteSpecification.reference_index |
1 |
0 |
0 |
100% |
| rivapy/instruments/bond_specifications.py |
FixedToFloatingRateNoteSpecification.__init__ |
1 |
1 |
0 |
0% |
| rivapy/instruments/bond_specifications.py |
FixedToFloatingRateNoteSpecification.from_master_data |
3 |
3 |
0 |
0% |
| rivapy/instruments/bond_specifications.py |
(no function) |
88 |
0 |
0 |
100% |
| 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 |
10 |
0 |
67% |
| rivapy/instruments/components.py |
Issuer._to_dict |
1 |
0 |
0 |
100% |
| 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 |
0 |
0 |
100% |
| 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 |
0 |
0 |
100% |
| rivapy/instruments/components.py |
Issuer.sector |
1 |
1 |
0 |
0% |
| rivapy/instruments/components.py |
(no function) |
32 |
0 |
0 |
100% |
| rivapy/instruments/energy_futures_specifications.py |
EnergyFutureSpecifications.__init__ |
5 |
0 |
0 |
100% |
| 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 |
0 |
0 |
100% |
| rivapy/instruments/energy_futures_specifications.py |
EnergyFutureSpecifications._create_sample |
8 |
0 |
0 |
100% |
| 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 |
2 |
0 |
67% |
| rivapy/instruments/factory.py |
(no function) |
3 |
0 |
0 |
100% |
| rivapy/instruments/ppa_specification.py |
PPASpecification.__init__ |
14 |
1 |
0 |
93% |
| rivapy/instruments/ppa_specification.py |
PPASpecification._create_sample |
7 |
0 |
0 |
100% |
| rivapy/instruments/ppa_specification.py |
PPASpecification.get_schedule |
3 |
3 |
0 |
0% |
| rivapy/instruments/ppa_specification.py |
PPASpecification._to_dict |
5 |
2 |
0 |
60% |
| 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 |
0 |
0 |
100% |
| rivapy/instruments/ppa_specification.py |
GreenPPASpecification._create_sample |
7 |
0 |
0 |
100% |
| rivapy/instruments/ppa_specification.py |
GreenPPASpecification._to_dict |
6 |
0 |
0 |
100% |
| 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/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) |
45 |
25 |
0 |
44% |
| 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/curves.py |
DiscountCurve.__init__ |
28 |
10 |
0 |
64% |
| rivapy/marketdata/curves.py |
DiscountCurve.get_dates |
2 |
2 |
0 |
0% |
| rivapy/marketdata/curves.py |
DiscountCurve.get_df |
2 |
2 |
0 |
0% |
| rivapy/marketdata/curves.py |
DiscountCurve.value |
7 |
7 |
0 |
0% |
| rivapy/marketdata/curves.py |
DiscountCurve._get_pyvacon_obj |
3 |
3 |
0 |
0% |
| rivapy/marketdata/curves.py |
DiscountCurve.plot |
13 |
13 |
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.__call__ |
1 |
0 |
0 |
100% |
| rivapy/marketdata/curves.py |
LinearRate.__init__ |
4 |
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.__call__ |
3 |
1 |
0 |
67% |
| 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.__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 |
8 |
3 |
0 |
62% |
| rivapy/marketdata/curves.py |
DiscountCurveParametrized.value_rate |
8 |
3 |
0 |
62% |
| 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) |
115 |
7 |
0 |
94% |
| 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_tools/__init__.py |
_add_to_factory |
2 |
0 |
0 |
100% |
| rivapy/marketdata_tools/__init__.py |
(no function) |
9 |
1 |
0 |
89% |
| 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._set_regression_parameters |
1 |
0 |
0 |
100% |
| rivapy/marketdata_tools/pfc_shaper.py |
PFCShaper.normalize_shape |
26 |
3 |
0 |
88% |
| rivapy/marketdata_tools/pfc_shaper.py |
PFCShaper.normalize_shape._normalize_year |
5 |
0 |
0 |
100% |
| rivapy/marketdata_tools/pfc_shaper.py |
PFCShaper._to_dict |
1 |
1 |
0 |
0% |
| rivapy/marketdata_tools/pfc_shaper.py |
CategoricalRegression.__init__ |
1 |
0 |
0 |
100% |
| rivapy/marketdata_tools/pfc_shaper.py |
CategoricalRegression._transform |
10 |
0 |
0 |
100% |
| rivapy/marketdata_tools/pfc_shaper.py |
CategoricalRegression._set_regression_parameters |
1 |
0 |
0 |
100% |
| rivapy/marketdata_tools/pfc_shaper.py |
CategoricalRegression.calibrate |
3 |
0 |
0 |
100% |
| rivapy/marketdata_tools/pfc_shaper.py |
CategoricalRegression.apply |
6 |
0 |
0 |
100% |
| rivapy/marketdata_tools/pfc_shaper.py |
CategoricalRegression._to_dict |
1 |
1 |
0 |
0% |
| rivapy/marketdata_tools/pfc_shaper.py |
(no function) |
26 |
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 |
24 |
0 |
0 |
100% |
| rivapy/marketdata_tools/pfc_shifter.py |
PFCShifter.generate_synthetic_contracts |
49 |
2 |
0 |
96% |
| 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 |
(no function) |
12 |
7 |
0 |
42% |
| 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 |
SimpleCashflowPricer.pv_cashflows |
10 |
0 |
0 |
100% |
| rivapy/pricing/bond_pricing.py |
SimpleCashflowPricer.compute_yield |
5 |
0 |
0 |
100% |
| rivapy/pricing/bond_pricing.py |
SimpleCashflowPricer.compute_yield.target_function |
4 |
0 |
0 |
100% |
| rivapy/pricing/bond_pricing.py |
(no function) |
11 |
0 |
0 |
100% |
| 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 |
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 |
(no function) |
116 |
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/_validators.py |
_date_to_datetime |
5 |
3 |
0 |
40% |
| rivapy/tools/_validators.py |
_check_positivity |
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_before_end |
5 |
5 |
0 |
0% |
| rivapy/tools/_validators.py |
_is_ascending_date_list |
12 |
5 |
0 |
58% |
| rivapy/tools/_validators.py |
_string_to_calendar |
7 |
2 |
0 |
71% |
| 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 |
(no function) |
17 |
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 |
5 |
1 |
0 |
80% |
| rivapy/tools/datetools.py |
DayCounter.get |
4 |
1 |
0 |
75% |
| rivapy/tools/datetools.py |
DayCounter.yf_Act365Fixed |
1 |
0 |
0 |
100% |
| rivapy/tools/datetools.py |
Period.__init__ |
3 |
0 |
0 |
100% |
| rivapy/tools/datetools.py |
Period.from_string |
9 |
5 |
0 |
44% |
| 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 |
Schedule.__init__ |
7 |
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 |
1 |
1 |
0 |
0% |
| rivapy/tools/datetools.py |
Schedule.stub |
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 |
0 |
0 |
100% |
| rivapy/tools/datetools.py |
Schedule._roll_out |
16 |
1 |
0 |
94% |
| 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 |
1 |
0 |
67% |
| rivapy/tools/datetools.py |
_string_to_period |
10 |
2 |
0 |
80% |
| rivapy/tools/datetools.py |
_term_to_period |
5 |
1 |
0 |
80% |
| rivapy/tools/datetools.py |
calc_end_day |
6 |
6 |
0 |
0% |
| rivapy/tools/datetools.py |
calc_start_day |
6 |
6 |
0 |
0% |
| rivapy/tools/datetools.py |
last_day_of_month |
1 |
1 |
0 |
0% |
| rivapy/tools/datetools.py |
is_last_day_of_month |
1 |
1 |
0 |
0% |
| 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 |
10 |
0 |
0% |
| 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 |
2 |
0 |
60% |
| 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 |
8 |
0 |
0 |
100% |
| rivapy/tools/datetools.py |
(no function) |
88 |
0 |
0 |
100% |
| rivapy/tools/enums.py |
_MyEnum.has_value |
1 |
0 |
0 |
100% |
| rivapy/tools/enums.py |
_MyEnum.to_string |
8 |
2 |
0 |
75% |
| rivapy/tools/enums.py |
_MyEnum.to_string.has_value |
1 |
1 |
0 |
0% |
| rivapy/tools/enums.py |
_MyIntEnum.has_value |
1 |
1 |
0 |
0% |
| rivapy/tools/enums.py |
_MyIntEnum.to_string |
9 |
9 |
0 |
0% |
| rivapy/tools/enums.py |
_MyIntEnum.to_string.has_value |
1 |
1 |
0 |
0% |
| rivapy/tools/enums.py |
(no function) |
330 |
4 |
0 |
99% |
| rivapy/tools/factory.py |
_factory |
3 |
0 |
0 |
100% |
| rivapy/tools/factory.py |
create |
8 |
3 |
0 |
62% |
| rivapy/tools/factory.py |
(no function) |
3 |
0 |
0 |
100% |
| 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 |
3 |
1 |
0 |
67% |
| 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 |
1 |
0 |
0 |
100% |
| rivapy/tools/interfaces.py |
BaseDatedCurve.value |
1 |
1 |
0 |
0% |
| rivapy/tools/interfaces.py |
HasExpectedCashflows.expected_cashflows |
1 |
1 |
0 |
0% |
| rivapy/tools/interfaces.py |
(no function) |
33 |
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 |
0 |
0 |
100% |
| rivapy/tools/scheduler.py |
SimpleSchedule.get_schedule |
10 |
1 |
0 |
90% |
| rivapy/tools/scheduler.py |
SimpleSchedule.get_df |
3 |
0 |
0 |
100% |
| 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 |
0 |
0 |
100% |
| 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/test_bonds.py |
BondSpecificationTests.test_bond_specification |
52 |
0 |
0 |
100% |
| tests/test_bonds.py |
BondPricingTests.test_yield_bond |
6 |
0 |
0 |
100% |
| tests/test_bonds.py |
(no function) |
12 |
1 |
0 |
92% |
| tests/test_datetools.py |
DayCounterTests.test_ACT365 |
5 |
0 |
0 |
100% |
| tests/test_datetools.py |
Unit_Tests.test_roll_day |
57 |
0 |
0 |
100% |
| tests/test_datetools.py |
Unit_Tests.test_schedule_generation |
17 |
0 |
0 |
100% |
| tests/test_datetools.py |
(no function) |
12 |
1 |
0 |
92% |
| tests/test_instrument_factories.py |
FactoryTestsMeta.__new__ |
3 |
0 |
0 |
100% |
| tests/test_instrument_factories.py |
FactoryTestsMeta.gen |
2 |
0 |
0 |
100% |
| tests/test_instrument_factories.py |
FactoryTestsMeta.gen.fn |
7 |
2 |
0 |
71% |
| tests/test_instrument_factories.py |
(no function) |
11 |
1 |
0 |
91% |
| 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_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 |
12 |
0 |
0 |
100% |
| tests/test_pfc.py |
TestPFCShaper.test_normalization_with_config |
12 |
0 |
0 |
100% |
| tests/test_pfc.py |
TestPFCShaper.test_normalization_without_config |
7 |
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% |