365
33%

Ran 25 Feb 2018 08:19PM UTC

Jobs 1

Files 2554

Run time 1min

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Build # 365

Build Type

push

travis-ci

Committed by

lakshmiDRIP

Commit Message

Features:

	- Entity Default Window Re-work #1 (7, 8)
	- Entity Default Window Re-work #2 (9, 10)
	- Bank Counter Party Default Window (11)
	- Collateral Group Specification - Constructor Enhancement (12, 13)


Bug Fixes/Clean-up:

	- Counter Party Group Specification #1 (1, 2)
	- Counter Party Group Specification #2 (3, 4)
	- Counter Party Group Specification #3 (5, 6)
	- Eliminate Entity Default Window #1 (14, 15)
	- Eliminate Entity Default Window #2 (16, 17)


Samples:

	- XVA Digest Default Window (18)
	- XVA Entity Default Window (19)
	- Burgard 2013 Default Window (20, 21, 22)
	- XVA Basel Default Window #1 (23, 24)
	- XVA Basel Default Window #2 (25, 26)
	- XVA Basel Default Window #3 (27, 28, 29)

Coverage Stats

15 of 15 new or added lines in 2 files covered. (100.0%)

98954 of 252732 relevant lines covered (39.15%)

0.39 hits per line

Coverage Regressions

Lines	Coverage	File
3	100.0	src/main/java/org/drip/sample/xvabasel/CollateralizedCollateralNeutral.java
3	100.0	src/main/java/org/drip/sample/xvabasel/CollateralizedCollateralPayable.java
3	100.0	src/main/java/org/drip/sample/xvabasel/CollateralizedCollateralReceivable.java
3	100.0	src/main/java/org/drip/sample/xvabasel/CollateralizedFundingNeutral.java
3	100.0	src/main/java/org/drip/sample/xvabasel/CollateralizedFundingPayable.java
3	100.0	src/main/java/org/drip/sample/xvabasel/CollateralizedFundingReceivable.java
3	100.0	src/main/java/org/drip/sample/xvabasel/CollateralizedNettingNeutral.java
3	100.0	src/main/java/org/drip/sample/xvabasel/CollateralizedNettingPayable.java
3	100.0	src/main/java/org/drip/sample/xvabasel/CollateralizedNettingReceivable.java
3	100.0	src/main/java/org/drip/sample/xvabasel/ZeroThresholdCollateralNeutral.java
3	100.0	src/main/java/org/drip/sample/xvabasel/ZeroThresholdCollateralPayable.java
3	100.0	src/main/java/org/drip/sample/xvabasel/ZeroThresholdCollateralReceivable.java
3	100.0	src/main/java/org/drip/sample/xvabasel/ZeroThresholdFundingNeutral.java
3	100.0	src/main/java/org/drip/sample/xvabasel/ZeroThresholdFundingPayable.java
3	100.0	src/main/java/org/drip/sample/xvabasel/ZeroThresholdFundingReceivable.java
3	100.0	src/main/java/org/drip/sample/xvabasel/ZeroThresholdNettingNeutral.java
3	100.0	src/main/java/org/drip/sample/xvabasel/ZeroThresholdNettingPayable.java
3	100.0	src/main/java/org/drip/sample/xvabasel/ZeroThresholdNettingReceivable.java
2	100.0	src/main/java/org/drip/sample/burgard2013/PerfectReplicationCollateralizedFunding.java
2	100.0	src/main/java/org/drip/sample/burgard2013/PerfectReplicationCollateralizedFundingStochastic.java
2	100.0	src/main/java/org/drip/sample/burgard2013/PerfectReplicationZeroThresholdFunding.java
2	100.0	src/main/java/org/drip/sample/burgard2013/PerfectReplicationZeroThresholdFundingStochastic.java
2	100.0	src/main/java/org/drip/sample/burgard2013/SemiReplicationCollateralizedFunding.java
2	100.0	src/main/java/org/drip/sample/burgard2013/SemiReplicationCollateralizedFundingStochastic.java
2	100.0	src/main/java/org/drip/sample/burgard2013/SemiReplicationZeroThresholdFunding.java
2	100.0	src/main/java/org/drip/sample/burgard2013/SemiReplicationZeroThresholdFundingStochastic.java
2	100.0	src/main/java/org/drip/sample/burgard2013/SetOffCollateralizedFunding.java
2	100.0	src/main/java/org/drip/sample/burgard2013/SetOffCollateralizedFundingStochastic.java
2	100.0	src/main/java/org/drip/sample/burgard2013/SetOffZeroThresholdFunding.java
2	100.0	src/main/java/org/drip/sample/burgard2013/SetOffZeroThresholdFundingStochastic.java
2	100.0	src/main/java/org/drip/sample/xvabasel/CollateralizedCollateralNeutralStochastic.java
2	100.0	src/main/java/org/drip/sample/xvabasel/CollateralizedCollateralPayableStochastic.java
2	100.0	src/main/java/org/drip/sample/xvabasel/CollateralizedCollateralReceivableStochastic.java
2	100.0	src/main/java/org/drip/sample/xvabasel/CollateralizedFundingNeutralStochastic.java
2	100.0	src/main/java/org/drip/sample/xvabasel/CollateralizedFundingPayableStochastic.java
2	100.0	src/main/java/org/drip/sample/xvabasel/CollateralizedFundingReceivableStochastic.java
2	100.0	src/main/java/org/drip/sample/xvabasel/CollateralizedNettingNeutralStochastic.java
2	100.0	src/main/java/org/drip/sample/xvabasel/CollateralizedNettingPayableStochastic.java
2	100.0	src/main/java/org/drip/sample/xvabasel/CollateralizedNettingReceivableStochastic.java
2	100.0	src/main/java/org/drip/sample/xvabasel/ZeroThresholdCollateralNeutralStochastic.java
2	100.0	src/main/java/org/drip/sample/xvabasel/ZeroThresholdCollateralPayableStochastic.java
2	100.0	src/main/java/org/drip/sample/xvabasel/ZeroThresholdCollateralReceivableStochastic.java
2	100.0	src/main/java/org/drip/sample/xvabasel/ZeroThresholdFundingNeutralStochastic.java
2	100.0	src/main/java/org/drip/sample/xvabasel/ZeroThresholdFundingPayableStochastic.java
2	100.0	src/main/java/org/drip/sample/xvabasel/ZeroThresholdFundingReceivableStochastic.java
2	100.0	src/main/java/org/drip/sample/xvabasel/ZeroThresholdNettingNeutralStochastic.java
2	100.0	src/main/java/org/drip/sample/xvabasel/ZeroThresholdNettingPayableStochastic.java
2	100.0	src/main/java/org/drip/sample/xvabasel/ZeroThresholdNettingReceivableStochastic.java

Jobs

ID	Job ID	Ran	Files	Coverage
1	365.1	25 Feb 2018 08:19PM UTC	0	39.15	Travis Job 365.1

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