lballabio / QuantLib / 2198443948
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Jobs 1
Files 1659
Run time 6min
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Merge pull request #1349.

559 of 559 new or added lines in 137 files covered. (100.0%)

50601 of 71176 relevant lines covered (71.09%)

10886443.37 hits per line

New Missed Lines in Diff

Lines Coverage ∆ File
1
54.55
 0.0% ql/experimental/credit/syntheticcdo.cpp
1
96.88
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1
88.28
 0.0% ql/experimental/finitedifferences/fdmhestonfwdop.cpp
1
92.68
 -0.5% ql/experimental/finitedifferences/fdmklugeextouop.cpp
1
0.0
 0.0% ql/experimental/swaptions/haganirregularswaptionengine.hpp
1
25.0
 0.0% ql/grid.hpp
1
81.82
 0.0% ql/legacy/libormarketmodels/lfmcovarparam.cpp
1
63.16
 0.0% ql/legacy/libormarketmodels/lmcorrmodel.cpp
1
55.56
 0.0% ql/legacy/libormarketmodels/lmextlinexpvolmodel.cpp
1
59.09
 0.0% ql/legacy/libormarketmodels/lmfixedvolmodel.cpp
1
89.57
 0.0% ql/math/matrix.hpp
1
0.0
 0.0% ql/math/matrixutilities/factorreduction.cpp
1
91.67
 0.0% ql/math/optimization/costfunction.hpp
1
80.95
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1
0.0
 0.0% ql/math/optimization/steepestdescent.cpp
1
90.38
 0.0% ql/methods/finitedifferences/operators/fdmbatesop.cpp
1
60.0
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72.97
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1
92.86
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1
88.89
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84.62
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60.43
 0.0% ql/experimental/credit/binomiallossmodel.hpp
2
50.0
 0.0% ql/experimental/math/multidimquadrature.hpp
2
70.0
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2
80.0
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40.74
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73.33
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68.75
 2.08% ql/methods/finitedifferences/operators/fdmlinearoplayout.cpp
2
54.46
 0.52% ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.cpp
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0.0
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3
66.88
 0.0% ql/experimental/credit/basket.cpp
3
88.24
 2.12% ql/experimental/finitedifferences/fdmextendedornsteinuhlenbeckop.cpp
3
0.0
 0.0% ql/experimental/swaptions/haganirregularswaptionengine.cpp
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83.67
 -0.16% ql/legacy/libormarketmodels/lfmprocess.cpp
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0.0
 0.0% ql/processes/endeulerdiscretization.cpp
3
26.67
 0.0% ql/processes/eulerdiscretization.cpp
4
17.24
 0.0% ql/experimental/credit/defaultlossmodel.hpp
4
83.33
 5.21% ql/methods/finitedifferences/operators/fdm2dblackscholesop.cpp
4
93.62
 1.95% ql/methods/finitedifferences/operators/fdmhestonop.cpp
4
77.78
 7.78% ql/methods/finitedifferences/operators/fdmsabrop.cpp
4
0.0
 0.0% ql/termstructures/volatility/swaption/cmsmarket.cpp
5
38.03
 0.0% ql/experimental/credit/randomdefaultlatentmodel.hpp
5
63.64
 7.64% ql/experimental/finitedifferences/fdmdupire1dop.cpp
5
81.82
 2.87% ql/experimental/finitedifferences/fdmzabrop.cpp
5
84.27
 0.0% ql/experimental/math/latentmodel.hpp
5
80.49
 0.0% ql/experimental/processes/extouwithjumpsprocess.cpp
5
84.75
 1.14% ql/methods/finitedifferences/operators/fdmblackscholesop.cpp
5
91.03
 1.15% ql/methods/finitedifferences/operators/fdmcirop.cpp
5
86.96
 6.96% ql/methods/finitedifferences/operators/fdmg2op.cpp
5
54.84
 0.0% ql/stochasticprocess.cpp
6
87.14
 2.42% ql/methods/finitedifferences/operators/fdmhestonhullwhiteop.cpp
6
60.64
 -0.06% ql/processes/hestonprocess.cpp
7
53.06
 2.08% ql/experimental/finitedifferences/fdmblackscholesfwdop.cpp
7
93.71
 1.06% ql/experimental/finitedifferences/fdmsquarerootfwdop.cpp
7
0.0
 0.0% ql/math/matrixutilities/tapcorrelations.cpp
7
71.43
 4.76% ql/methods/finitedifferences/operators/fdmcevop.cpp
7
75.0
 4.41% ql/methods/finitedifferences/operators/fdmhullwhiteop.cpp
7
76.47
 4.25% ql/methods/finitedifferences/operators/fdmlocalvolfwdop.cpp
7
77.14
 4.17% ql/methods/finitedifferences/operators/fdmornsteinuhlenbeckop.cpp
7
44.83
 0.0% ql/processes/stochasticprocessarray.cpp
8
17.24
 0.0% ql/stochasticprocess.hpp
9
45.95
 -0.14% ql/processes/gjrgarchprocess.cpp
9
76.42
 1.87% ql/processes/hybridhestonhullwhiteprocess.cpp
9
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 0.0% ql/processes/jointstochasticprocess.cpp
26
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 0.0% ql/processes/g2process.cpp

Uncovered Existing Lines

Lines Coverage ∆ File
1
17.24
 0.0% ql/experimental/credit/defaultlossmodel.hpp
1
70.0
 0.0% ql/experimental/processes/klugeextouprocess.cpp
1
25.0
 0.0% ql/grid.hpp
1
81.82
 0.0% ql/legacy/libormarketmodels/lfmcovarparam.cpp
1
83.67
 -0.16% ql/legacy/libormarketmodels/lfmprocess.cpp
1
59.09
 0.0% ql/legacy/libormarketmodels/lmfixedvolmodel.cpp
1
0.0
 0.0% ql/math/optimization/steepestdescent.cpp
1
83.33
 5.21% ql/methods/finitedifferences/operators/fdm2dblackscholesop.cpp
1
73.33
 0.0% ql/methods/finitedifferences/operators/fdmbatesop.hpp
1
84.75
 1.14% ql/methods/finitedifferences/operators/fdmblackscholesop.cpp
1
87.14
 2.42% ql/methods/finitedifferences/operators/fdmhestonhullwhiteop.cpp
1
77.14
 4.17% ql/methods/finitedifferences/operators/fdmornsteinuhlenbeckop.cpp
1
54.46
 0.52% ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.cpp
1
45.95
 -0.14% ql/processes/gjrgarchprocess.cpp
1
60.64
 -0.06% ql/processes/hestonprocess.cpp
2
80.0
 0.0% ql/legacy/libormarketmodels/lmlinexpcorrmodel.cpp
2
0.0
 0.0% ql/processes/endeulerdiscretization.cpp
2
26.67
 0.0% ql/processes/eulerdiscretization.cpp
2
0.0
 0.0% ql/processes/g2process.cpp
2
76.42
 1.87% ql/processes/hybridhestonhullwhiteprocess.cpp
3
0.0
 0.0% ql/math/matrixutilities/tapcorrelations.cpp
4
0.0
 0.0% ql/processes/jointstochasticprocess.cpp
5
54.84
 0.0% ql/stochasticprocess.cpp
Jobs
ID Job ID Ran Files Coverage
1 2198443948.1 1659
71.09
 GitHub Action Run
Source Files on build 2198443948