lakshmiDRIP / DROP / 384

33%

push

travis-ci

Features:

	- Position Group Vertex Component Exposure (7)
	- Position Group Vertex Close Out (8)
	- Hypothecation Position Group Vertex Exposure (9)
	- XVA Hypothecation Position Group Vertex (10)
	- Position Collateral Group Trajectory Generator (11, 12)
	- Netting Position Collateral Group Path (17)
	- Collateral Group Path Adjustment Vertexes (38)
	- Collateral Group Path - Period Adjustment (39, 40)
	- Credit Debt Group Path #1 (41, 42)
	- Credit Debt Group Path UCVA (43, 44)
	- Credit Debt Group Path FTDCVA (45)
	- Albanese Andersen Funding Exposure Calculation (46)
	- Credit Debt Group Path UDVA (47, 48)
	- Credit Debt Group Path FTDDVA (49)
	- Period Unilateral Credit Adjustment Vertexes (50, 51)
	- Period Bilateral Credit Adjustment Vertexes (52)
	- Period Contra Liability Credit Adjustment (53, 54)
	- Period Unilateral Debt Adjustment Vertexes (56, 57)
	- Period Bilateral Debt Adjustment Vertexes (58)


Bug Fixes/Clean-up:

	- Position Collateral Group Path #1 (13, 14)
	- Position Collateral Group Path #2 (15, 16)
	- Position Exposure Group Path #1 (18, 19)
	- Position Exposure Group Path #2 (20, 21)
	- Position Exposure Group Path #3 (22, 23)
	- Position Exposure Group Path #4 (24, 25)
	- Position Exposure Group Path #5 (26, 27)
	- Position Exposure Group Path #6 (28, 29)
	- Position Exposure Group Path #7 (30, 31)
	- Position Exposure Group Path #8 (32, 33)
	- Position Exposure Group Path #9 (34, 35)
	- Position Exposure Group Path #10 (36, 37)
	- Credit Debt Group Extraneous Exception (55)


Samples:

	- Bank Senior Funding Label (1, 2)
	- Bank Subordinate Funding Label (3, 4)
	- Counter Party Funding Label (5, 6)

779 of 779 new or added lines in 124 files covered. (100.0%)

98978 of 253365 relevant lines covered (39.07%)

0.39 hits per line