lakshmiDRIP / DROP / 575
33%

DEFAULT BRANCH: master
Ran
Jobs 1
Files 2759
Run time 2min
Badge
Embed ▾
README BADGES
x

If you need to use a raster PNG badge, change the '.svg' to '.png' in the link

Markdown

Textile

RDoc

HTML

Rst
575

push

travis-ci

lakshmiDRIP 
Features:

	- Curvature Margin Covariance OIS OIS (1, 2)
	- Curvature Margin Covariance LIBOR1M LIBOR1M (3)
	- Curvature Margin Covariance LIBOR3M LIBOR3M (4, 5)
	- Curvature Margin Covariance LIBOR6M LIBOR6M (6)
	- Curvature Margin Covariance LIBOR12M LIBOR12M (7, 8)
	- Curvature Margin Covariance PRIME PRIME (9)
	- Curvature Margin Covariance MUNICIPAL MUNICIPAL (10, 11)
	- Curvature Margin Covariance OIS LIBOR1M (12)
	- Curvature Margin Covariance OIS LIBOR3M (13, 14)
	- Curvature Margin Covariance OIS LIBOR6M (15)
	- Curvature Margin Covariance OIS LIBOR12M (16, 17)
	- Curvature Margin Covariance OIS PRIME (18)
	- Curvature Margin Covariance OIS MUNICIPAL (19, 20)
	- Curvature Margin Covariance LIBOR1M LIBOR3M (21)
	- Curvature Margin Covariance LIBOR1M LIBOR6M (22, 23)
	- Curvature Margin Covariance LIBOR1M LIBOR12M (24)
	- Curvature Margin Covariance LIBOR1M PRIME (25, 26)
	- Curvature Margin Covariance LIBOR1M MUNICIPAL (27)
	- Curvature Margin Covariance LIBOR3M LIBOR6M (28, 29)
	- Curvature Margin Covariance LIBOR3M LIBOR12M (30)
	- Curvature Margin Covariance LIBOR3M PRIME (31, 32)
	- Curvature Margin Covariance LIBOR3M MUNICIPAL (33)
	- Curvature Margin Covariance LIBOR6M LIBOR12M (34, 35)
	- Curvature Margin Covariance LIBOR6M PRIME (36)
	- Curvature Margin Covariance LIBOR6M MUNICIPAL (37, 38)
	- Curvature Margin Covariance LIBOR12M PRIME (39)
	- Curvature Margin Covariance LIBOR12M MUNICIPAL (40, 41)
	- Curvature Margin Covariance PRIME MUNICIPAL (42)
	- IR Sensitivity Margin Curvature Aggregate (43, 44)


Bug Fixes/Clean-up:

Samples:

	- CT Delta Sensitivity Margin (45)
	- CT Vega Sensitivity Margin (46)
	- CT Curvature Sensitivity Margin (47)
	- EQ Delta Sensitivity Margin (48)
	- EQ Vega Sensitivity Margin (49)
	- EQ Curvature Sensitivity Margin (50)

103056 of 272670 relevant lines covered (37.8%)

0.38 hits per line

Jobs
ID Job ID Ran Files Coverage
1 575.1 0
37.8
 Travis Job 575.1
Source Files on build 575
Detailed source file information is not available for this build.