22
96%
master: 96%

Ran 23 Apr 2015 11:02AM UTC

Jobs 4

Files 7

Run time 6min

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Build # 22

Build Type

push

travis-ci

Committed by

mwmiller

Commit Message

Add support for negative rates on barrier options.

Instead of flooring to zero as done in the pricing module, here we need
a very small value to avoid similar divide by 0 problems. For this,
we use the "SMALL_VALUE_MU" which seems tailor-made for the purpose.

Also, some cleanup and rationalization of the test file to make it
easier to understand both the source and output. Plus, of course, adding
a couple test cases for the improved functions.

All of the values seem reasonable to the untrained eye.

Run Details

634 of 657 relevant lines covered (96.5%)

305.46 hits per line

Jobs

ID	Job ID	Ran	Coverage
1	22.1	23 Apr 2015 11:06AM UTC	96.47	Travis Job 22.1
2	22.2	23 Apr 2015 11:02AM UTC	96.47	Travis Job 22.2
3	22.3	23 Apr 2015 11:02AM UTC	96.47	Travis Job 22.3
4	22.4	23 Apr 2015 11:02AM UTC	96.47	Travis Job 22.4

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binary-com / perl-Math-Business-BlackScholes-Binaries-Greeks / 22
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Source Files on build 22

binary-com / perl-Math-Business-BlackScholes-Binaries-Greeks / 22
96%
master: 96%

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