lakshmiDRIP / DROP / 427
33%

DEFAULT BRANCH: master
Ran
Jobs 1
Files 2578
Run time 1min
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lakshmiDRIP 
Features:

	- Stream DV01 - Remove Position Dependence (1)
	- Market Vertex Generator Map #1 (2, 3)
	- Market Vertex Generator Map #2 (4, 5)
	- XVA Market Vertex Path #1 (6, 7)
	- XVA Market Vertex Path #2 (8, 9)
	- Market Path Date Vertex Map (20, 21, 22)
	- Market Path Vertex Date Array (23, 24, 25)
	- Path Initial Market Vertex Instance (26, 27)
	- Path Final Market Vertex Instance (28, 29)
	- Position Group Numeraire Forward Value (30, 31)
	- Market Path Vertex Date Containment (32, 33)
	- Market Path Forward Date Vertex (34)
	- Market Vertex For Forward Date (35)
	- Position Holdings Group Value Array (36, 37)
	- XVA Dynamics Path Simulator #1 (38, 39)
	- XVA Dynamics Path Simulator #2 (40, 41)
	- Position Group Trajectory Path #1 (42, 43)
	- Position Group Trajectory Path #2 (44, 45)
	- Position Group Trajectory Path #3 (46, 47, 48)
	- Collateral Group Market Path #1 (49, 50)
	- Collateral Group Market Path #2 (51, 52)
	- XVA Path Market Vertex Array (53, 54)
	- Credit Debt Group Path Vertexes (55, 56)
	- Funding Group Path Market Vertexes (57, 58)
	- Market Path From Vertex Array (59, 60)


Bug Fixes/Clean-up:

Samples:

	- Correlated Numeraire XVA Attribution (10, 11)
	- Correlated Numeraire XVA Explain (12)
	- Correlated Numeraire XVA Greeks (13)
	- Correlated Numeraire XVA Replication Portfolio (14)
	- Burgard 2011 XVA Explain (15)
	- Burgard 2011 XVA Greeks (16)
	- Burgard 2011 XVA Market Generation (17)
	- Burgard 2011 XVA Replication Portfolio (18)
	- Euler Evolution Trajectory Scheme (19)
	- Market Path From Vertex Array #1 (61, 62)
	- Market Path From Vertex Array #2 (63, 64)
	- Market Path From Vertex Array #3 (65, 66)
	- Market Path From Vertex Array #4 (67, 68)
	- Market Path From Vertex Array #5 (69, 70)
	- Market Path From Vertex Array #6 (71, 72)
	- Market Path From Vertex Array #7 (73, 74)
	- Market Path From Vertex Array #8 (75, 76)
	- Market Path From Vertex Array #9 (77, 78)

379 of 379 new or added lines in 128 files covered. (100.0%)

98975 of 253920 relevant lines covered (38.98%)

0.39 hits per line

Jobs
ID Job ID Ran Files Coverage
1 427.1 0
38.98
 Travis Job 427.1
Source Files on build 427
Detailed source file information is not available for this build.