lakshmiDRIP / DROP / 377
33%

DEFAULT BRANCH: master
Ran
Jobs 1
Files 2561
Run time 1min
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lakshmiDRIP 
Features:

	- Collateral Specification Group Overnight Label (1)
	- Collateral Specification Group CSA Label (2)
	- Collateral Group Specification - Constructor/Annotation (3, 4, 5)
	- Collateral Group Specification - Zero Threshold (6)
	- Collateral Group Specification - Fixed Threshold (7)
	- Exposure Group Specification - Overnight Label (32, 33)
	- Collateral Group Specification - Overnight Label (34, 35)
	- Credit Debt Group Specification - Overnight (36, 37)
	- XVA Proto Group Specification #1 (38, 39)
	- XVA Proto Group Specification #2 (40, 41, 42)
	- Exposure Group Specification Proto Inheritance (43)
	- Position Group Specification Proto Inheritance (44)


Bug Fixes/Clean-up:

	- Exposure Roll Up Group Specification (31)
	- XVA Hypothecation Group Vertex Generators (51)
	- XVA Albanese Andersen Vertex Migration (52)
	- XVA Burgard Kjaer Vertex Migration (53, 54, 55)
	- XVA Collateral Group Path Migration (56)


Samples:
	- XVA Fix Float Basel Proxy (8, 9)
	- CPGA Collateralized XVA Digest (10, 11)
	- XVA Collateralized Collateral Group (12, 13)
	- Burgard 2013 Overnight/CSA #1 (14, 15)
	- Burgard 2013 Overnight/CSA #2 (16, 17)
	- Burgard 2013 Overnight/CSA #3 (20, 21)
	- XVA Basel Overnight/CSA #1 (22, 23, 24)
	- XVA Basel Overnight/CSA #2 (25, 26, 27)
	- XVA Basel Overnight/CSA #3 (28, 29, 30)
	- Gold Plated Basel Proxy (45)
	- Albanese Andersen Basel Proxy (46)
	- Hedge Error Basel Proxy (47)
	- One Way Basel Proxy (48)
	- Semi Replication Basel Proxy (49)
	- Set Off Basel Proxy (50)
	- XVA Collateral Group Path #1 (57, 58)
	- XVA Collateral Group Path #2 (59, 60)
	- XVA Collateral Group Path #3 (61, 62, 63)

643 of 643 new or added lines in 129 files covered. (100.0%)

99003 of 252703 relevant lines covered (39.18%)

0.39 hits per line

Uncovered Changes

Lines Coverage ∆ File
11
100.0
 src/main/java/org/drip/xva/hypothecation/CollateralGroup.java
7
100.0
 src/main/java/org/drip/sample/burgard2013/PerfectReplicationCollateralizedFunding.java
7
100.0
 src/main/java/org/drip/sample/burgard2013/PerfectReplicationCollateralizedFundingStochastic.java
7
100.0
 src/main/java/org/drip/sample/burgard2013/PerfectReplicationZeroThresholdFunding.java
7
100.0
 src/main/java/org/drip/sample/burgard2013/PerfectReplicationZeroThresholdFundingStochastic.java
7
100.0
 src/main/java/org/drip/sample/burgard2013/SemiReplicationCollateralizedFunding.java
7
100.0
 src/main/java/org/drip/sample/burgard2013/SemiReplicationCollateralizedFundingStochastic.java
7
100.0
 src/main/java/org/drip/sample/burgard2013/SemiReplicationZeroThresholdFunding.java
7
100.0
 src/main/java/org/drip/sample/burgard2013/SemiReplicationZeroThresholdFundingStochastic.java
7
100.0
 src/main/java/org/drip/sample/burgard2013/SetOffCollateralizedFunding.java
7
100.0
 src/main/java/org/drip/sample/burgard2013/SetOffCollateralizedFundingStochastic.java
7
100.0
 src/main/java/org/drip/sample/burgard2013/SetOffZeroThresholdFunding.java
7
100.0
 src/main/java/org/drip/sample/burgard2013/SetOffZeroThresholdFundingStochastic.java
7
100.0
 src/main/java/org/drip/sample/xvabasel/CollateralizedCollateralNeutral.java
7
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 src/main/java/org/drip/sample/xvabasel/CollateralizedCollateralNeutralStochastic.java
7
100.0
 src/main/java/org/drip/sample/xvabasel/CollateralizedCollateralPayable.java
7
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 src/main/java/org/drip/sample/xvabasel/CollateralizedCollateralPayableStochastic.java
7
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 src/main/java/org/drip/sample/xvabasel/CollateralizedCollateralReceivable.java
7
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 src/main/java/org/drip/sample/xvabasel/CollateralizedCollateralReceivableStochastic.java
7
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 src/main/java/org/drip/sample/xvabasel/CollateralizedFundingNeutral.java
7
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 src/main/java/org/drip/sample/xvabasel/CollateralizedFundingNeutralStochastic.java
7
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 src/main/java/org/drip/sample/xvabasel/CollateralizedFundingPayable.java
7
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 src/main/java/org/drip/sample/xvabasel/CollateralizedFundingPayableStochastic.java
7
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 src/main/java/org/drip/sample/xvabasel/CollateralizedFundingReceivable.java
7
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 src/main/java/org/drip/sample/xvabasel/CollateralizedFundingReceivableStochastic.java
7
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 src/main/java/org/drip/sample/xvabasel/CollateralizedNettingNeutral.java
7
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 src/main/java/org/drip/sample/xvabasel/CollateralizedNettingNeutralStochastic.java
7
100.0
 src/main/java/org/drip/sample/xvabasel/CollateralizedNettingPayable.java
7
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 src/main/java/org/drip/sample/xvabasel/CollateralizedNettingPayableStochastic.java
7
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 src/main/java/org/drip/sample/xvabasel/CollateralizedNettingReceivable.java
7
100.0
 src/main/java/org/drip/sample/xvabasel/CollateralizedNettingReceivableStochastic.java
7
100.0
 src/main/java/org/drip/sample/xvabasel/ZeroThresholdCollateralNeutral.java
7
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 src/main/java/org/drip/sample/xvabasel/ZeroThresholdCollateralNeutralStochastic.java
7
100.0
 src/main/java/org/drip/sample/xvabasel/ZeroThresholdCollateralPayable.java
7
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 src/main/java/org/drip/sample/xvabasel/ZeroThresholdCollateralPayableStochastic.java
7
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 src/main/java/org/drip/sample/xvabasel/ZeroThresholdCollateralReceivable.java
7
100.0
 src/main/java/org/drip/sample/xvabasel/ZeroThresholdCollateralReceivableStochastic.java
7
100.0
 src/main/java/org/drip/sample/xvabasel/ZeroThresholdFundingNeutral.java
7
100.0
 src/main/java/org/drip/sample/xvabasel/ZeroThresholdFundingNeutralStochastic.java
7
100.0
 src/main/java/org/drip/sample/xvabasel/ZeroThresholdFundingPayable.java
7
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 src/main/java/org/drip/sample/xvabasel/ZeroThresholdFundingPayableStochastic.java
7
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 src/main/java/org/drip/sample/xvabasel/ZeroThresholdFundingReceivable.java
7
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 src/main/java/org/drip/sample/xvabasel/ZeroThresholdFundingReceivableStochastic.java
7
100.0
 src/main/java/org/drip/sample/xvabasel/ZeroThresholdNettingNeutral.java
7
100.0
 src/main/java/org/drip/sample/xvabasel/ZeroThresholdNettingNeutralStochastic.java
7
100.0
 src/main/java/org/drip/sample/xvabasel/ZeroThresholdNettingPayable.java
7
100.0
 src/main/java/org/drip/sample/xvabasel/ZeroThresholdNettingPayableStochastic.java
7
100.0
 src/main/java/org/drip/sample/xvabasel/ZeroThresholdNettingReceivable.java
7
100.0
 src/main/java/org/drip/sample/xvabasel/ZeroThresholdNettingReceivableStochastic.java
6
100.0
 src/main/java/org/drip/sample/xvastrategy/FundingGroupBilateralCSA.java
6
100.0
 src/main/java/org/drip/sample/xvastrategy/FundingGroupHedgeError.java
6
100.0
 src/main/java/org/drip/sample/xvastrategy/FundingGroupPerfectReplication.java
6
100.0
 src/main/java/org/drip/sample/xvastrategy/FundingGroupSemiReplication.java
6
100.0
 src/main/java/org/drip/sample/xvastrategy/FundingGroupSetOff.java
6
100.0
 src/main/java/org/drip/sample/xvastrategy/FundingGroupUnilateralCSA.java
5
100.0
 src/main/java/org/drip/xva/vertex/BurgardKjaerBuilder.java
4
100.0
 src/main/java/org/drip/sample/burgard2013/BilateralCSACollateralizedFunding.java
4
100.0
 src/main/java/org/drip/sample/burgard2013/BilateralCSACollateralizedFundingStochastic.java
4
100.0
 src/main/java/org/drip/sample/burgard2013/BilateralCSAUncollateralizedFunding.java
4
100.0
 src/main/java/org/drip/sample/burgard2013/BilateralCSAUncollateralizedFundingStochastic.java
4
100.0
 src/main/java/org/drip/sample/burgard2013/BilateralCSAZeroThresholdFunding.java
4
100.0
 src/main/java/org/drip/sample/burgard2013/BilateralCSAZeroThresholdFundingStochastic.java
4
100.0
 src/main/java/org/drip/sample/burgard2013/PerfectReplicationUncollateralizedFunding.java
4
100.0
 src/main/java/org/drip/sample/burgard2013/PerfectReplicationUncollateralizedFundingStochastic.java
4
100.0
 src/main/java/org/drip/sample/burgard2013/SemiReplicationUncollateralizedFunding.java
4
100.0
 src/main/java/org/drip/sample/burgard2013/SemiReplicationUncollateralizedFundingStochastic.java
4
100.0
 src/main/java/org/drip/sample/burgard2013/SetOffUncollateralizedFunding.java
4
100.0
 src/main/java/org/drip/sample/burgard2013/SetOffUncollateralizedFundingStochastic.java
4
100.0
 src/main/java/org/drip/sample/burgard2013/UnilateralCSACollateralizedFunding.java
4
100.0
 src/main/java/org/drip/sample/burgard2013/UnilateralCSACollateralizedFundingStochastic.java
4
100.0
 src/main/java/org/drip/sample/burgard2013/UnilateralCSAUncollateralizedFunding.java
4
100.0
 src/main/java/org/drip/sample/burgard2013/UnilateralCSAUncollateralizedFundingStochastic.java
4
100.0
 src/main/java/org/drip/sample/burgard2013/UnilateralCSAZeroThresholdFunding.java
4
100.0
 src/main/java/org/drip/sample/burgard2013/UnilateralCSAZeroThresholdFundingStochastic.java
4
100.0
 src/main/java/org/drip/sample/xvabasel/UncollateralizedCollateralNeutral.java
4
100.0
 src/main/java/org/drip/sample/xvabasel/UncollateralizedCollateralNeutralStochastic.java
4
100.0
 src/main/java/org/drip/sample/xvabasel/UncollateralizedCollateralPayable.java
4
100.0
 src/main/java/org/drip/sample/xvabasel/UncollateralizedCollateralPayableStochastic.java
4
100.0
 src/main/java/org/drip/sample/xvabasel/UncollateralizedCollateralReceivable.java
4
100.0
 src/main/java/org/drip/sample/xvabasel/UncollateralizedCollateralReceivableStochastic.java
4
100.0
 src/main/java/org/drip/sample/xvabasel/UncollateralizedFundingNeutral.java
4
100.0
 src/main/java/org/drip/sample/xvabasel/UncollateralizedFundingNeutralStochastic.java
4
100.0
 src/main/java/org/drip/sample/xvabasel/UncollateralizedFundingPayable.java
4
100.0
 src/main/java/org/drip/sample/xvabasel/UncollateralizedFundingPayableStochastic.java
4
100.0
 src/main/java/org/drip/sample/xvabasel/UncollateralizedFundingReceivable.java
4
100.0
 src/main/java/org/drip/sample/xvabasel/UncollateralizedFundingReceivableStochastic.java
4
100.0
 src/main/java/org/drip/sample/xvabasel/UncollateralizedNettingNeutral.java
4
100.0
 src/main/java/org/drip/sample/xvabasel/UncollateralizedNettingNeutralStochastic.java
4
100.0
 src/main/java/org/drip/sample/xvabasel/UncollateralizedNettingPayable.java
4
100.0
 src/main/java/org/drip/sample/xvabasel/UncollateralizedNettingPayableStochastic.java
4
100.0
 src/main/java/org/drip/sample/xvabasel/UncollateralizedNettingReceivable.java
4
100.0
 src/main/java/org/drip/sample/xvabasel/UncollateralizedNettingReceivableStochastic.java
4
100.0
 src/main/java/org/drip/sample/xvafixfloat/AlbaneseAndersenBaselProxy.java
4
100.0
 src/main/java/org/drip/sample/xvafixfloat/GoldPlatedBaselProxy.java
4
100.0
 src/main/java/org/drip/sample/xvafixfloat/HedgeErrorBaselProxy.java
4
100.0
 src/main/java/org/drip/sample/xvafixfloat/OneWayBaselProxy.java
4
100.0
 src/main/java/org/drip/sample/xvafixfloat/SemiReplicationBaselProxy.java
4
100.0
 src/main/java/org/drip/sample/xvafixfloat/SetOffBaselProxy.java
2
100.0
 src/main/java/org/drip/sample/burgard2012/FixFloatVABank.java
2
100.0
 src/main/java/org/drip/sample/burgard2012/FixFloatVACounterParty.java
2
100.0
 src/main/java/org/drip/sample/netting/PortfolioGroupRun.java
2
100.0
 src/main/java/org/drip/sample/netting/PortfolioGroupSimulation.java
2
100.0
 src/main/java/org/drip/sample/netting/PortfolioPathAggregationCorrelated.java
2
100.0
 src/main/java/org/drip/sample/netting/PortfolioPathAggregationDeterministic.java
2
100.0
 src/main/java/org/drip/sample/netting/PortfolioPathAggregationUncorrelated.java
2
100.0
 src/main/java/org/drip/xva/dynamics/PathSimulator.java
2
100.0
 src/main/java/org/drip/xva/holdings/PositionGroupContainer.java
2
100.0
 src/main/java/org/drip/xva/proto/ExposureGroupSpecification.java
2
100.0
 src/main/java/org/drip/xva/vertex/BurgardKjaer.java
2
100.0
 src/main/java/org/drip/xva/vertex/BurgardKjaerExposure.java
1
100.0
 src/main/java/org/drip/xva/holdings/PositionGroup.java
1
100.0
 src/main/java/org/drip/xva/holdings/PositionGroupSegment.java
1
100.0
 src/main/java/org/drip/xva/proto/CollateralGroupSpecification.java
1
100.0
 src/main/java/org/drip/xva/proto/GroupSpecification.java
1
100.0
 src/main/java/org/drip/xva/proto/PositionGroupSpecification.java

Coverage Regressions

Lines Coverage ∆ File
1
100.0
 src/main/java/org/drip/sample/xvafixfloat/AlbaneseAndersenBaselProxy.java
1
100.0
 src/main/java/org/drip/sample/xvafixfloat/GoldPlatedBaselProxy.java
1
100.0
 src/main/java/org/drip/sample/xvafixfloat/HedgeErrorBaselProxy.java
1
100.0
 src/main/java/org/drip/sample/xvafixfloat/OneWayBaselProxy.java
1
100.0
 src/main/java/org/drip/sample/xvafixfloat/SemiReplicationBaselProxy.java
1
100.0
 src/main/java/org/drip/sample/xvafixfloat/SetOffBaselProxy.java
Jobs
ID Job ID Ran Files Coverage
1 377.1 0
39.18
 Travis Job 377.1
Source Files on build 377
Detailed source file information is not available for this build.