| line |
true |
false |
branch |
|
89
|
1 |
20 |
unless defined $args->{$_}
|
|
96
|
1 |
1 |
if ($premium_adjusted) { }
|
|
132
|
1 |
2087 |
unless defined $args->{$_}
|
|
135
|
1 |
259 |
unless (grep {$new_args{'option_type'} eq $_;} 'VANILLA_CALL', 'VANILLA_PUT')
|
|
139
|
1 |
258 |
if ($new_args{'delta'} < 0 or $new_args{'delta'} > 1)
|
|
145
|
258 |
0 |
if ($new_args{'normalInv'})
|
|
147
|
128 |
130 |
$new_args{'option_type'} eq 'VANILLA_CALL' ? :
|
|
182
|
0 |
511 |
if ($k <= 0)
|
|
187
|
81 |
430 |
if abs $k - $k1 <= 1e-22
|
|
219
|
554 |
0 |
$d_delta ? :
|
|
222
|
0 |
554 |
if ($k <= 0)
|
|
227
|
50 |
504 |
if abs $k - $k1 <= 1e-22
|
|
264
|
1 |
197 |
unless defined $args->{$_}
|
|
270
|
21 |
11 |
$premium_adjusted ? :
|
|
291
|
1 |
2 |
unless defined $args->{$_}
|
|
313
|
1 |
2 |
unless defined $args->{$_}
|
|
317
|
1 |
0 |
if $moneyness > 3
|
|
358
|
1 |
12 |
if ($bf_style ne '1_vol')
|
|
378
|
0 |
12 |
if abs $strangle_difference < 1e-07 * $S
|
|
422
|
2 |
1 |
if ($bf_style ne '2_vol')
|
|
429
|
1 |
0 |
unless ($bf_1vol)
|
|
437
|
0 |
1 |
if $differences_between_two_bf > 0.0001
|
|
535
|
0 |
108 |
if ($order_approx < 1 or $order_approx > 2)
|
|
559
|
0 |
108 |
if $order_approx == 1
|
|
567
|
0 |
108 |
if ($temp1 < 0) { }
|
|
568
|
0 |
0 |
$k > $k2 ? :
|
|
581
|
0 |
0 |
if $price < 0
|
|
587
|
0 |
0 |
if $vol == 0
|
|
594
|
0 |
0 |
if $i > 35
|
|
595
|
0 |
0 |
if ($type eq 'VANILLA_CALL') { }
|
|
603
|
0 |
0 |
if $vega <= 1e-08
|