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johnbywater / quantdsl / 388
92%
master: 92%

Build:
Build:
LAST BUILD BRANCH: feature/calibration
DEFAULT BRANCH: master
Ran 05 Oct 2017 10:22AM UTC
Jobs 5
Files 60
Run time 1min
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johnbywater
Factored out discount() function.

Changed hedge calculation to use average of all available simulated
prices, which allows model time step to more flexible (step through
monthly periodisation in steps of e.g. 7 days).

Also, tried to make Wait multi-inherit from Settlement and Fixing,
but it doesn't work for a reason that eluded me (simulation requirements
somehow get messed up). So there are some comments about that.

Also changed plots to use percentiles, because it looks more intuitive.

2522 of 2796 relevant lines covered (90.2%)

4.51 hits per line

Jobs
ID Job ID Ran Files Coverage
1 388.1 05 Oct 2017 10:22AM UTC 0
90.09
Travis Job 388.1
2 388.2 05 Oct 2017 10:24AM UTC 0
90.2
Travis Job 388.2
3 388.3 05 Oct 2017 10:24AM UTC 0
90.2
Travis Job 388.3
4 388.4 05 Oct 2017 10:23AM UTC 0
90.09
Travis Job 388.4
5 388.5 05 Oct 2017 10:24AM UTC 0
90.2
Travis Job 388.5
Source Files on build 388
Detailed source file information is not available for this build.
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