lakshmiDRIP / DROP / 367

33%

push

travis-ci

Features:

	- Close Out Scheme Settings - Shell (1)
	- Close Out Scheme Settings - Bilateral (2)
	- Close Out Scheme Settings - ISDA (3)
	- Close Out Scheme Settings #1 (4, 5)
	- Close Out Scheme Settings #2 (6, 7)
	- Close Out Scheme Settings #3 (8, 9)
	- XVA Hypothecation Collateral Group Shell (10, 11)
	- XVA Hypothecation Collateral Group Specification (12, 13)
	- Collateral Group Broken Date Interpolator (14, 15, 16)
	- XVA Hypothecation Collateral Group Trajectory (17, 18)
	- Collateral Group Market Vertex Array (19)
	- Collateral Group Position Value Array (20)
	- Collateral Group Broken Date Interpolator (21)
	- XVA Hypothecation Collateral Balance #1 (22, 23)
	- XVA Hypothecation Collateral Balance #2 (24, 25)
	- Position Group Vertex Array Values (26, 27)
	- Position Group Collateral Balance Array (28, 29)
	- Position Collateral Group Vertex #1 (30, 31)
	- Position Collateral Group Vertex #2 (32, 33)
	- Market Vertex Close Out Bilateral (34, 35, 36)
	- Collateral Group Vertex Array Call (37, 38)
	- Collateral Group Constructor and Annotation (39, 40, 41)
	- Position Vertex Group Collateral Array (42)
	- XVA Dynamics Path Simulator #1 (45, 46)
	- XVA Dynamics Path Simulator #2 (47, 48)
	- XVA Dynamics Path Simulator #3 (49, 50)


Bug Fixes/Clean-up:

	- Close Out Market Edge Fix (51)
	- Eliminate Path Broken Date Scheme (52)
	- Eliminate Path Hedge Error Scheme (53)
	- Eliminate Path Close Out Scheme (54)
	- Eliminate Path Position Replication Scheme (55)
	- Eliminate Path Adjustment Digest Scheme (56, 57)
	- Eliminate XVA Path Simulator Scheme (58)


Samples:

	- Albanese Andersen Basel Proxy (43, 44)

109 of 109 new or added lines in 5 files covered. (100.0%)

98962 of 252754 relevant lines covered (39.15%)

0.39 hits per line