2333777297
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Ran 16 May 2022 07:04PM UTC

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Files 1662

Run time 7min

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Build # 2333777297

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push

github

Committed by Luigi Ballabio

Commit Message

Update generated headers

Run Details

50681 of 71237 relevant lines covered (71.14%)

10819563.48 hits per line

Uncovered Existing Lines

Lines	Coverage	File
1	100.0	ql/cashflows/coupon.cpp
1	100.0	ql/cashflows/indexedcashflow.cpp
1	100.0	ql/currencies/america.hpp
1	100.0	ql/discretizedasset.hpp
1	100.0	ql/experimental/catbonds/catrisk.cpp
1	100.0	ql/experimental/credit/basket.hpp
1	100.0	ql/experimental/credit/riskybond.hpp
1	100.0	ql/experimental/finitedifferences/fdmvppstepcondition.cpp
1	100.0	ql/experimental/finitedifferences/fdmzabrop.cpp
1	100.0	ql/experimental/inflation/cpicapfloortermpricesurface.cpp
1	100.0	ql/experimental/math/fireflyalgorithm.cpp
1	100.0	ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp
1	100.0	ql/experimental/volatility/zabr.hpp
1	100.0	ql/instruments/zerocouponinflationswap.hpp
1	100.0	ql/legacy/libormarketmodels/lfmcovarparam.cpp
1	100.0	ql/math/statistics/generalstatistics.hpp
1	100.0	ql/methods/finitedifferences/operators/fdm2dblackscholesop.cpp
1	100.0	ql/methods/finitedifferences/tridiagonaloperator.hpp
1	100.0	ql/methods/finitedifferences/utilities/cevrndcalculator.cpp
1	100.0	ql/methods/finitedifferences/utilities/fdmaffinemodelswapinnervalue.hpp
1	100.0	ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp
1	100.0	ql/models/marketmodels/callability/swapbasissystem.cpp
1	100.0	ql/models/marketmodels/products/multiproductcomposite.cpp
1	100.0	ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp
1	100.0	ql/money.hpp
1	100.0	ql/pricingengines/swaption/basketgeneratingengine.hpp
1	100.0	ql/pricingengines/vanilla/coshestonengine.cpp
1	100.0	ql/settings.cpp
1	100.0	ql/settings.hpp
1	100.0	ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp
1	100.0	ql/time/calendars/japan.cpp
1	100.0	ql/time/period.hpp
2	100.0	ql/cashflows/conundrumpricer.cpp
2	100.0	ql/cashflows/cpicouponpricer.cpp
2	100.0	ql/cashflows/inflationcoupon.cpp
2	100.0	ql/experimental/callablebonds/discretizedcallablefixedratebond.cpp
2	100.0	ql/experimental/credit/homogeneouspooldef.hpp
2	100.0	ql/experimental/credit/inhomogeneouspooldef.hpp
2	100.0	ql/experimental/finitedifferences/fdmextoujumpop.cpp
2	100.0	ql/experimental/finitedifferences/fdmklugeextouop.cpp
2	100.0	ql/experimental/math/convolvedstudentt.cpp
2	100.0	ql/experimental/models/normalclvmodel.cpp
2	100.0	ql/experimental/variancegamma/fftvariancegammaengine.cpp
2	100.0	ql/experimental/volatility/noarbsabrsmilesection.hpp
2	100.0	ql/experimental/volatility/svismilesection.hpp
2	100.0	ql/instruments/zerocouponswap.hpp
2	100.0	ql/legacy/libormarketmodels/lfmcovarproxy.cpp
2	100.0	ql/math/optimization/costfunction.hpp
2	100.0	ql/methods/finitedifferences/operators/fdmbatesop.hpp
2	100.0	ql/methods/finitedifferences/operators/fdmlinearopcomposite.hpp
2	100.0	ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp
2	100.0	ql/models/marketmodels/callability/nothingexercisevalue.cpp
2	100.0	ql/models/marketmodels/products/multistep/multisteppathwisewrapper.cpp
2	100.0	ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.cpp
2	100.0	ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.cpp
2	100.0	ql/pricingengines/lookback/analyticcontinuouspartialfloatinglookback.cpp
2	100.0	ql/pricingengines/swap/discretizedswap.cpp
2	100.0	ql/pricingengines/swaption/jamshidianswaptionengine.cpp
2	100.0	ql/pricingengines/vanilla/analyticbsmhullwhiteengine.cpp
2	100.0	ql/processes/jointstochasticprocess.hpp
2	100.0	ql/termstructures/yield/fittedbonddiscountcurve.cpp
2	100.0	ql/time/dategenerationrule.cpp
3	100.0	ql/cashflows/cpicoupon.hpp
3	100.0	ql/currencies/asia.hpp
3	100.0	ql/experimental/finitedifferences/fdmextendedornsteinuhlenbeckop.cpp
3	100.0	ql/experimental/math/isotropicrandomwalk.hpp
3	100.0	ql/grid.hpp
3	100.0	ql/legacy/libormarketmodels/lmlinexpcorrmodel.cpp
3	100.0	ql/math/integrals/kronrodintegral.cpp
3	100.0	ql/math/ode/adaptiverungekutta.hpp
3	100.0	ql/methods/finitedifferences/schemes/trbdf2scheme.hpp
3	100.0	ql/models/marketmodels/callability/swapforwardbasissystem.cpp
3	100.0	ql/models/shortrate/onefactormodels/extendedcoxingersollross.cpp
3	100.0	ql/patterns/observable.hpp
3	100.0	ql/termstructures/globalbootstrap.hpp
3	100.0	ql/termstructures/inflation/piecewisezeroinflationcurve.hpp
3	100.0	ql/termstructures/inflationtermstructure.hpp
3	100.0	ql/termstructures/volatility/sabr.cpp
3	100.0	ql/termstructures/volatility/sabrsmilesection.cpp
4	100.0	ql/cashflows/cpicouponpricer.hpp
4	100.0	ql/cashflows/indexedcashflow.hpp
4	100.0	ql/currencies/europe.hpp
4	100.0	ql/experimental/callablebonds/treecallablebondengine.cpp
4	100.0	ql/experimental/processes/extouwithjumpsprocess.cpp
4	100.0	ql/experimental/volatility/noarbsabrsmilesection.cpp
4	100.0	ql/math/autocovariance.hpp
4	100.0	ql/math/interpolations/xabrinterpolation.hpp
4	100.0	ql/methods/finitedifferences/operators/fdmhestonop.cpp
4	100.0	ql/methods/finitedifferences/operators/triplebandlinearop.cpp
4	100.0	ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp
4	100.0	ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp
4	100.0	ql/pricingengines/swaption/treeswaptionengine.cpp
4	100.0	ql/pricingengines/vanilla/hestonexpansionengine.cpp
4	100.0	ql/termstructures/yield/fittedbonddiscountcurve.hpp
4	100.0	ql/time/calendars/china.cpp
5	100.0	ql/methods/finitedifferences/operators/fdmcevop.cpp
5	100.0	ql/methods/finitedifferences/operators/fdmcirop.cpp
5	100.0	ql/methods/finitedifferences/operators/fdmg2op.cpp
5	100.0	ql/methods/finitedifferences/operators/fdmhestonhullwhiteop.cpp
5	100.0	ql/methods/finitedifferences/operators/fdmhullwhiteop.cpp
5	100.0	ql/models/marketmodels/products/multistep/multistepratchet.hpp
5	100.0	ql/models/marketmodels/swapforwardmappings.cpp
5	100.0	ql/stochasticprocess.cpp
5	100.0	ql/termstructures/credit/piecewisedefaultcurve.hpp
6	100.0	ql/experimental/finitedifferences/fdmdupire1dop.cpp
6	100.0	ql/experimental/processes/klugeextouprocess.cpp
6	100.0	ql/instruments/vanillaswap.cpp
6	100.0	ql/legacy/libormarketmodels/lmfixedvolmodel.cpp
6	100.0	ql/methods/finitedifferences/operators/fdmornsteinuhlenbeckop.cpp
6	100.0	ql/models/marketmodels/correlations/expcorrelations.cpp
6	100.0	ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.cpp
6	100.0	ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.cpp
7	100.0	ql/cashflows/cmscoupon.cpp
7	100.0	ql/experimental/inflation/cpicapfloortermpricesurface.hpp
7	100.0	ql/experimental/inflation/yoycapfloortermpricesurface.cpp
7	100.0	ql/experimental/math/particleswarmoptimization.hpp
7	100.0	ql/instruments/swap.cpp
7	100.0	ql/methods/finitedifferences/operators/fdmlocalvolfwdop.cpp
7	100.0	ql/models/marketmodels/curvestates/cmswapcurvestate.cpp
7	100.0	ql/processes/eulerdiscretization.cpp
7	100.0	ql/termstructures/inflation/seasonality.cpp
7	100.0	ql/time/daycounters/actualactual.cpp
8	100.0	ql/math/statistics/generalstatistics.cpp
8	100.0	ql/methods/finitedifferences/operators/fdmblackscholesop.cpp
9	100.0	ql/experimental/finitedifferences/fdmblackscholesfwdop.cpp
9	100.0	ql/experimental/math/particleswarmoptimization.cpp
9	100.0	ql/models/marketmodels/curvestates/coterminalswapcurvestate.cpp
9	100.0	ql/models/marketmodels/products/pathwise/pathwiseproductswaption.cpp
10	100.0	ql/cashflows/couponpricer.hpp
10	100.0	ql/experimental/finitedifferences/fdmsquarerootfwdop.cpp
10	100.0	ql/instruments/zerocouponinflationswap.cpp
10	100.0	ql/models/marketmodels/products/multistep/multistepratchet.cpp
10	100.0	ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.cpp
10	100.0	ql/termstructures/inflation/inflationtraits.hpp
10	100.0	ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.cpp
11	100.0	ql/experimental/finitedifferences/fdmhestonfwdop.cpp
11	100.0	ql/legacy/libormarketmodels/lfmprocess.cpp
11	100.0	ql/math/matrixutilities/factorreduction.cpp
11	100.0	ql/math/matrixutilities/pseudosqrt.cpp
11	100.0	ql/processes/endeulerdiscretization.cpp
12	100.0	ql/cashflows/zeroinflationcashflow.cpp
12	100.0	ql/experimental/termstructures/crosscurrencyratehelpers.cpp
12	100.0	ql/models/marketmodels/products/onestep/onestepcoinitialswaps.cpp
12	100.0	ql/models/marketmodels/products/onestep/onestepcoterminalswaps.cpp
12	100.0	ql/pricingengines/vanilla/fdcirvanillaengine.cpp
13	100.0	ql/experimental/math/latentmodel.hpp
13	100.0	ql/experimental/models/hestonslvfdmmodel.cpp
13	100.0	ql/indexes/inflationindex.cpp
13	100.0	ql/math/array.hpp
13	100.0	ql/math/matrix.hpp
13	100.0	ql/methods/montecarlo/lsmbasissystem.cpp
13	100.0	ql/models/marketmodels/callability/bermudanswaptionexercisevalue.cpp
14	100.0	ql/experimental/math/multidimquadrature.hpp
14	100.0	ql/experimental/volatility/zabr.cpp
14	100.0	ql/math/optimization/constraint.hpp
14	100.0	ql/models/marketmodels/products/singleproductcomposite.cpp
15	100.0	ql/processes/hybridhestonhullwhiteprocess.cpp
15	100.0	ql/stochasticprocess.hpp
16	100.0	ql/experimental/credit/defaultlossmodel.hpp
16	100.0	ql/math/matrixutilities/tapcorrelations.cpp
17	100.0	ql/pricingengines/vanilla/mcamericanengine.hpp
17	100.0	ql/processes/stochasticprocessarray.cpp
18	100.0	ql/experimental/credit/basket.cpp
18	100.0	ql/time/schedule.cpp
20	100.0	ql/experimental/volatility/sviinterpolation.hpp
21	100.0	ql/instruments/forwardrateagreement.cpp
21	100.0	ql/pricingengines/swaption/gaussian1dswaptionengine.cpp
21	100.0	ql/time/calendars/saudiarabia.cpp
23	100.0	ql/cashflows/subperiodcoupon.cpp
23	100.0	ql/pricingengines/vanilla/analytichestonengine.cpp
25	100.0	ql/models/marketmodels/marketmodeldifferences.cpp
26	100.0	ql/models/marketmodels/products/multistep/cashrebate.cpp
26	100.0	ql/models/marketmodels/products/multistep/multisteptarn.cpp
26	100.0	ql/termstructures/yield/nonlinearfittingmethods.cpp
28	100.0	ql/processes/gjrgarchprocess.cpp
29	100.0	ql/experimental/credit/binomiallossmodel.hpp
29	100.0	ql/experimental/inflation/yoycapfloortermpricesurface.hpp
30	100.0	ql/models/marketmodels/products/pathwise/pathwiseproductswap.cpp
31	100.0	ql/models/volatility/garch.cpp
31	100.0	ql/termstructures/yield/overnightindexfutureratehelper.cpp
32	100.0	ql/cashflows/overnightindexedcoupon.cpp
32	100.0	ql/models/shortrate/onefactormodels/markovfunctional.cpp
35	100.0	ql/experimental/coupons/cmsspreadcoupon.cpp
35	100.0	ql/instruments/makevanillaswap.cpp
36	100.0	ql/cashflows/iborcoupon.cpp
37	100.0	ql/currencies/america.cpp
38	100.0	ql/pricingengines/blackformula.cpp
39	100.0	ql/pricingengines/swaption/gaussian1dnonstandardswaptionengine.cpp
44	100.0	ql/experimental/swaptions/haganirregularswaptionengine.cpp
45	100.0	ql/processes/g2process.cpp
45	100.0	ql/time/period.cpp
46	100.0	ql/termstructures/yield/ratehelpers.cpp
48	100.0	ql/currencies/africa.cpp
49	100.0	ql/experimental/credit/distribution.cpp
57	100.0	ql/termstructures/volatility/swaption/swaptionvolcube1.hpp
61	100.0	ql/processes/hestonprocess.cpp
62	100.0	ql/money.cpp
63	100.0	ql/experimental/credit/riskybond.cpp
63	100.0	ql/termstructures/inflationtermstructure.cpp
65	100.0	ql/cashflows/cpicoupon.cpp
70	100.0	ql/currencies/europe.cpp
70	100.0	ql/termstructures/volatility/swaption/cmsmarketcalibration.cpp
71	100.0	ql/currencies/asia.cpp
76	100.0	ql/cashflows/couponpricer.cpp
81	100.0	ql/processes/jointstochasticprocess.cpp
85	100.0	ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.cpp
94	100.0	ql/experimental/credit/randomdefaultlatentmodel.hpp

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ID	Job ID	Ran	Files	Coverage
1	2333777297.1	16 May 2022 07:03PM UTC	0	71.14	GitHub Action Run

alygin / QuantLib / 2333777297
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