573
33%

Ran 26 Sep 2018 02:43AM UTC

Jobs 1

Files 2759

Run time 34min

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Build # 573

Build Type

push

travis-ci

Committed by

lakshmiDRIP

Commit Message

Features:

	- Risk Class Curvature Margin #1 (41, 42)
	- Risk Class Curvature Margin #2 (43, 44)
	- Bucket Curvature Settings IR - Shell (46)
	- Bucket Curvature Settings IR - Map (47)
	- Bucket Curvature Settings IR - Constructor (48, 49, 50)


Bug Fixes/Clean-up:

	- Risk Measure Sensitivity Residual Index (27, 28)
	- Risk Measure Aggregate Residual #1 (29, 30)
	- Risk Measure Aggregate Residual #2 (31, 32)
	- Eliminate Margin Covariance Scaling Factor (45)


Samples:

	- CT Delta Sensitivity Margin (1)
	- CT Vega Sensitivity Margin (2)
	- EQ Delta Sensitivity Margin (3)
	- EQ Vega Sensitivity Margin (4)
	- FX Delta Sensitivity Margin (5)
	- FX Vega Sensitivity Margin (6)
	- IR Currency Delta Margin Flow (7)
	- IR Currency Delta Margin (8)
	- IR Delta Sensitivity Margin (9)
	- IR Currency Vega Margin Flow (10)
	- IR Currency Vega Margin (11)
	- IR Vega Sensitivity Margin (12)
	- CT Curvature Margin #1 (13, 14)
	- CT Curvature Margin #2 (15, 16)
	- CT Curvature Margin #3 (17, 18)
	- CT Curvature Margin #4 (19, 20)
	- EQ Curvature Margin #1 (21, 22)
	- EQ Curvature Margin #2 (23, 24)
	- EQ Curvature Margin #3 (25, 26)
	- EQ Curvature Margin #4 (33, 34)
	- FX Curvature Margin #1 (35, 36)
	- FX Curvature Margin #2 (37, 38)
	- FX Curvature Margin #3 (39, 40)

Run Details

103056 of 271921 relevant lines covered (37.9%)

0.38 hits per line

Jobs

ID	Job ID	Ran	Files	Coverage
1	573.1	26 Sep 2018 02:43AM UTC	0	37.9	Travis Job 573.1

Source Files on build 573

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