| line |
true |
false |
branch |
|
90
|
1 |
22 |
unless defined $args->{$_}
|
|
97
|
1 |
1 |
if ($premium_adjusted) { }
|
|
98
|
0 |
1 |
$new_args{'forward'} ? :
|
|
102
|
0 |
1 |
$new_args{'forward'} ? :
|
|
135
|
1 |
2471 |
unless defined $args->{$_}
|
|
138
|
1 |
307 |
unless (grep {$new_args{'option_type'} eq $_;} "VANILLA_CALL", "VANILLA_PUT")
|
|
142
|
1 |
306 |
if ($new_args{'delta'} < 0 or $new_args{'delta'} > 1)
|
|
146
|
224 |
82 |
if ($new_args{'forward'})
|
|
152
|
306 |
0 |
if ($new_args{'normalInv'})
|
|
154
|
152 |
154 |
$new_args{'option_type'} eq 'VANILLA_CALL' ? :
|
|
188
|
0 |
623 |
if ($k <= 0)
|
|
193
|
87 |
536 |
if abs $k - $k1 <= "1e-22"
|
|
224
|
665 |
0 |
$d_delta ? :
|
|
227
|
0 |
665 |
if ($k <= 0)
|
|
232
|
58 |
607 |
if abs $k - $k1 <= "1e-22"
|
|
269
|
1 |
167 |
unless defined $args->{$_}
|
|
275
|
16 |
11 |
$premium_adjusted ? :
|
|
296
|
1 |
2 |
unless defined $args->{$_}
|
|
318
|
1 |
2 |
unless defined $args->{$_}
|
|
322
|
1 |
0 |
if $moneyness > 3
|
|
363
|
1 |
7 |
if ($bf_style ne "1_vol")
|
|
383
|
0 |
7 |
if abs $strangle_difference < "1e-07" * $S
|
|
427
|
2 |
1 |
if ($bf_style ne "2_vol")
|
|
434
|
1 |
0 |
unless ($bf_1vol)
|
|
442
|
0 |
1 |
if $differences_between_two_bf > "0.0001"
|
|
463
|
54 |
11 |
$tiy >= 1 ? :
|
|
474
|
54 |
11 |
$tiy >= 1 ? :
|
|
487
|
54 |
11 |
$tiy >= 1 ? :
|
|
498
|
54 |
11 |
$tiy >= 1 ? :
|
|
543
|
0 |
130 |
if ($order_approx < 1 or $order_approx > 2)
|
|
567
|
0 |
130 |
if $order_approx == 1
|
|
575
|
0 |
130 |
if ($temp1 < 0) { }
|
|
576
|
0 |
0 |
$k > $k2 ? :
|
|
589
|
0 |
0 |
if $price < 0
|
|
595
|
0 |
0 |
if $vol == 0
|
|
602
|
0 |
0 |
if $i > 35
|
|
603
|
0 |
0 |
if ($type eq 'VANILLA_CALL') { }
|
|
611
|
0 |
0 |
if $vega <= "1e-08"
|