lakshmiDRIP / DROP / 426

33%

push

travis-ci

Features:

	- Andersen Pykhtin Sokol Lag Aggressive (1)
	- Andersen Pykhtin Sokol Lag Conservative (2)
	- Andersen Pykhtin Sokol Lag Shell (3, 4)
	- Last Client Margin Flow Date (5)
	- Last Dealer Margin Flow Date (6)
	- Last Client Trade Flow Date (7)
	- Last Dealer Trade Flow Date (8)
	- Spot/ETD Event Observation Date (9, 10)
	- Margin Period Collateral Valuation Date (11)
	- Last Flow Dates - Constructor/Annotation (12, 13, 14)
	- Last Flow Dates - Spot Standard #1 (15, 16)
	- Last Flow Dates - Spot Standard #2 (17, 18)
	- Event Sequence Last Cash Flows (19, 20)
	- Last Cash Flows - Valuation Date (21, 22)
	- Position Group Numeraire Trade Flow (39)
	- Holdings Fix Float Basel Duration (40)
	- Single Stream DV01 Numeraire Shell (41, 42)
	- Trim Off Trade Flows Array (43)
	- Single Stream DV01 Effective Date (44)
	- Single Stream DV01 Maturity Date (45)
	- Single Stream DV01 Pay Frequency (46)
	- Stream DV01 XVA Holdings #1 (47, 48)
	- Stream DV01 XVA Holdings #2 (49, 50)
	- Stream DV01 XVA Holdings #3 (51, 52)


Bug Fixes/Clean-up:

Samples:

	- Andersen Pykhtin Sokol Dates Shell (23, 24)
	- Andersen Pykhtin Sokol Dates #1 (25, 26)
	- Andersen Pykhtin Sokol Dates #2 (27, 28)
	- Andersen Pykhtin Sokol Dates #3 (29, 30)
	- Andersen Pykhtin Sokol Dates #4 (31, 32)
	- Andersen Pykhtin Sokol Dates #5 (33, 34)
	- Andersen Pykhtin Sokol Dates #6 (35)
	- Andersen Pykhtin Sokol Dates Format (36, 37, 38)

122 of 122 new or added lines in 5 files covered. (100.0%)

98940 of 253800 relevant lines covered (38.98%)

0.39 hits per line