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alygin / QuantLib / 3778378781
71%
master: 71%

Build:
Build:
LAST BUILD BRANCH: dependabot/github_actions/actions/stale-7
DEFAULT BRANCH: master
Ran 26 Dec 2022 02:27AM UTC
Jobs 1
Files 1662
Run time 206min
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3778378781

Pull #13

github

GitHub
Merge 58f9e278a into ee13996ee
Pull Request #13: Bump actions/stale from 5 to 7

52951 of 74250 relevant lines covered (71.31%)

10626906.97 hits per line

Uncovered Existing Lines

Lines Coverage ∆ File
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ql/cashflows/averagebmacoupon.cpp
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ql/cashflows/conundrumpricer.cpp
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ql/cashflows/dividend.cpp
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ql/cashflows/yoyinflationcoupon.cpp
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ql/cashflows/zeroinflationcashflow.cpp
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ql/currencies/asia.hpp
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ql/currencies/exchangeratemanager.cpp
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ql/exchangerate.cpp
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ql/experimental/amortizingbonds/amortizingfloatingratebond.cpp
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ql/experimental/asian/analytic_discr_geom_av_price_heston.cpp
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ql/experimental/averageois/averageoiscouponpricer.cpp
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ql/experimental/barrieroption/doublebarrieroption.hpp
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ql/experimental/barrieroption/vannavolgadoublebarrierengine.hpp
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ql/experimental/catbonds/catrisk.hpp
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ql/experimental/commodities/commoditycashflow.hpp
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ql/experimental/commodities/commodity.hpp
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ql/experimental/commodities/commodityunitcost.cpp
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ql/experimental/commodities/paymentterm.cpp
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ql/experimental/commodities/pricingperiod.hpp
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ql/experimental/commodities/unitofmeasure.cpp
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ql/experimental/coupons/lognormalcmsspreadpricer.cpp
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ql/experimental/credit/distribution.cpp
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ql/experimental/credit/gaussianlhplossmodel.cpp
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ql/experimental/credit/homogeneouspooldef.hpp
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ql/experimental/credit/pool.cpp
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ql/experimental/credit/riskyassetswapoption.cpp
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ql/experimental/exoticoptions/analyticpartialtimebarrieroptionengine.cpp
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ql/experimental/exoticoptions/continuousarithmeticasianvecerengine.cpp
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ql/experimental/finitedifferences/fdmextoujumpop.cpp
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ql/experimental/finitedifferences/fdmhestonfwdop.cpp
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ql/experimental/fx/blackdeltacalculator.cpp
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ql/experimental/inflation/genericindexes.hpp
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ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp
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ql/experimental/lattices/extendedbinomialtree.hpp
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ql/experimental/math/gaussiannoncentralchisquaredpolynomial.cpp
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ql/experimental/math/multidimquadrature.hpp
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ql/experimental/mcbasket/mcpathbasketengine.cpp
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ql/experimental/processes/klugeextouprocess.cpp
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ql/experimental/swaptions/irregularswap.cpp
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ql/experimental/volatility/extendedblackvariancecurve.cpp
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ql/experimental/volatility/extendedblackvariancesurface.cpp
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ql/experimental/volatility/noarbsabr.cpp
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ql/experimental/volatility/noarbsabrsmilesection.cpp
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ql/experimental/volatility/zabrsmilesection.hpp
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ql/indexes/indexmanager.cpp
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ql/indexes/interestrateindex.cpp
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ql/instruments/bonds/fixedratebond.cpp
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ql/instruments/forward.hpp
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ql/instruments/makecds.cpp
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ql/instruments/stickyratchet.cpp
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ql/instruments/vanillaswap.cpp
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ql/instruments/yearonyearinflationswap.cpp
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ql/legacy/libormarketmodels/lmfixedvolmodel.cpp
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ql/math/array.hpp
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ql/math/interpolations/loginterpolation.hpp
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ql/math/interpolations/multicubicspline.hpp
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ql/math/matrixutilities/qrdecomposition.cpp
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ql/math/optimization/levenbergmarquardt.cpp
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ql/methods/finitedifferences/meshers/fdmcev1dmesher.cpp
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ql/methods/finitedifferences/operators/fdm2dblackscholesop.cpp
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ql/methods/finitedifferences/schemes/impliciteulerscheme.cpp
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ql/methods/finitedifferences/schemes/trbdf2scheme.hpp
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ql/methods/finitedifferences/tridiagonaloperator.hpp
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ql/methods/lattices/bsmlattice.hpp
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ql/methods/montecarlo/lsmbasissystem.cpp
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ql/methods/montecarlo/multipathgenerator.hpp
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ql/methods/montecarlo/pathgenerator.hpp
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ql/models/equity/gjrgarchmodel.cpp
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ql/models/equity/hestonmodel.hpp
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ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.cpp
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ql/models/marketmodels/callability/upperboundengine.cpp
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ql/models/marketmodels/curvestates/lmmcurvestate.cpp
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ql/models/marketmodels/forwardforwardmappings.cpp
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ql/models/marketmodels/marketmodeldifferences.cpp
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ql/models/marketmodels/models/ctsmmcapletcalibration.hpp
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ql/models/marketmodels/models/flatvol.cpp
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ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.cpp
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ql/models/marketmodels/products/multistep/cashrebate.cpp
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ql/models/marketmodels/products/onestep/onestepcoinitialswaps.cpp
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ql/models/marketmodels/products/onestep/onestepcoterminalswaps.cpp
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ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.cpp
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ql/models/shortrate/calibrationhelpers/caphelper.cpp
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ql/models/shortrate/onefactormodels/blackkarasinski.cpp
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ql/models/shortrate/onefactormodels/coxingersollross.cpp
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ql/models/shortrate/onefactormodels/gaussian1dmodel.cpp
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ql/models/shortrate/twofactormodel.cpp
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ql/patterns/lazyobject.hpp
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ql/pricingengines/asian/analytic_cont_geom_av_price.cpp
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ql/pricingengines/barrier/fdblackscholesbarrierengine.cpp
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ql/pricingengines/barrier/fdhestonbarrierengine.cpp
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ql/pricingengines/barrier/mcbarrierengine.cpp
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ql/pricingengines/barrier/mcbarrierengine.hpp
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ql/pricingengines/blackformula.cpp
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ql/pricingengines/capfloor/discretizedcapfloor.cpp
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ql/pricingengines/capfloor/treecapfloorengine.cpp
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ql/pricingengines/swap/discountingswapengine.cpp
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ql/pricingengines/swaption/basketgeneratingengine.cpp
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ql/pricingengines/vanilla/analyticdividendeuropeanengine.cpp
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ql/pricingengines/vanilla/analyticeuropeanengine.cpp
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ql/pricingengines/vanilla/fdhestonvanillaengine.cpp
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ql/pricingengines/vanilla/fdvanillaengine.cpp
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ql/quotes/forwardswapquote.cpp
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ql/quotes/futuresconvadjustmentquote.cpp
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ql/quotes/impliedstddevquote.cpp
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ql/settings.cpp
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ql/settings.hpp
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ql/termstructures/credit/defaultprobabilityhelpers.cpp
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ql/termstructures/credit/piecewisedefaultcurve.hpp
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ql/termstructures/defaulttermstructure.cpp
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ql/termstructures/volatility/equityfx/fixedlocalvolsurface.cpp
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ql/termstructures/volatility/inflation/cpivolatilitystructure.cpp
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ql/termstructures/volatility/smilesection.cpp
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ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp
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ql/termstructures/yieldtermstructure.cpp
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ql/time/calendars/japan.cpp
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ql/time/calendars/jointcalendar.cpp
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ql/time/calendars/switzerland.hpp
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ql/time/calendars/thailand.hpp
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ql/time/daycounters/business252.cpp
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ql/cashflows/cashflowvectors.hpp
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ql/cashflows/couponpricer.cpp
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ql/cashflows/digitalcmscoupon.cpp
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ql/cashflows/digitaliborcoupon.cpp
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ql/cashflows/fixedratecoupon.cpp
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ql/cashflows/iborcoupon.cpp
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ql/cashflows/lineartsrpricer.hpp
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ql/cashflows/overnightindexedcoupon.cpp
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ql/cashflows/rangeaccrual.cpp
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ql/experimental/amortizingbonds/amortizingfixedratebond.cpp
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ql/experimental/callablebonds/callablebond.cpp
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ql/experimental/commodities/commoditycurve.cpp
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ql/experimental/commodities/commoditypricinghelpers.cpp
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ql/experimental/commodities/energyswap.cpp
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ql/experimental/commodities/unitofmeasureconversionmanager.cpp
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ql/experimental/coupons/cmsspreadcoupon.cpp
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ql/experimental/coupons/digitalcmsspreadcoupon.cpp
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ql/experimental/credit/binomiallossmodel.hpp
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ql/experimental/credit/cdsoption.cpp
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ql/experimental/credit/defaultevent.hpp
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ql/experimental/credit/inhomogeneouspooldef.hpp
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ql/experimental/credit/issuer.cpp
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ql/experimental/credit/onefactorcopula.hpp
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ql/experimental/credit/randomdefaultmodel.cpp
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ql/experimental/finitedifferences/fdmblackscholesfwdop.cpp
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ql/experimental/math/latentmodel.hpp
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ql/experimental/models/hestonslvfdmmodel.cpp
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ql/experimental/volatility/sabrvolsurface.cpp
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ql/indexes/swapindex.cpp
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ql/instruments/averagetype.cpp
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ql/instruments/futures.cpp
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ql/instruments/makeswaption.cpp
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ql/instruments/swap.cpp
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ql/math/matrix.cpp
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ql/math/matrixutilities/pseudosqrt.cpp
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ql/math/optimization/goldstein.cpp
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ql/math/statistics/incrementalstatistics.hpp
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ql/methods/finitedifferences/boundarycondition.cpp
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ql/methods/finitedifferences/stepconditions/fdmstepconditioncomposite.cpp
2
0.0
ql/models/marketmodels/historicalratesanalysis.cpp
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35.82
ql/money.cpp
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ql/patterns/observable.cpp
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ql/position.cpp
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ql/pricingengines/swap/discretizedswap.cpp
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ql/pricingengines/swaption/gaussian1dnonstandardswaptionengine.cpp
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ql/pricingengines/swaption/gaussian1dswaptionengine.cpp
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ql/pricingengines/vanilla/mcdigitalengine.cpp
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ql/processes/gsrprocesscore.hpp
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ql/processes/jointstochasticprocess.cpp
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ql/rebatedexercise.cpp
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ql/termstructures/credit/defaultdensitystructure.cpp
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ql/termstructures/credit/hazardratestructure.cpp
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ql/termstructures/volatility/kahalesmilesection.cpp
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ql/termstructures/volatility/swaption/swaptionvolmatrix.cpp
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ql/termstructures/yield/piecewiseyieldcurve.hpp
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ql/time/calendar.hpp
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ql/cashflows/duration.cpp
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ql/cashflows/replication.cpp
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ql/experimental/averageois/arithmeticoisratehelper.cpp
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ql/experimental/barrieroption/doublebarrieroption.cpp
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ql/experimental/callablebonds/blackcallablebondengine.cpp
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ql/experimental/commodities/energyfuture.cpp
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ql/experimental/commodities/paymentterm.hpp
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ql/experimental/credit/defaultevent.cpp
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ql/experimental/credit/syntheticcdo.cpp
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ql/experimental/shortrate/generalizedhullwhite.hpp
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ql/instruments/assetswap.cpp
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ql/instruments/barrieroption.cpp
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ql/instruments/creditdefaultswap.cpp
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ql/instruments/dividendvanillaoption.cpp
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ql/math/statistics/histogram.cpp
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ql/methods/finitedifferences/operators/ninepointlinearop.cpp
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ql/methods/finitedifferences/utilities/localvolrndcalculator.cpp
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ql/models/marketmodels/products/multistep/multistepratchet.cpp
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ql/models/marketmodels/products/multistep/multisteptarn.cpp
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ql/models/marketmodels/products/pathwise/pathwiseproductswap.cpp
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ql/pricingengines/bond/discretizedconvertible.hpp
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ql/pricingengines/vanilla/analyticptdhestonengine.cpp
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ql/processes/g2process.cpp
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ql/termstructures/inflationtermstructure.cpp
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ql/termstructures/volatility/swaption/swaptionvolcube1.hpp
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ql/termstructures/volatility/volatilitytype.hpp
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ql/time/date.cpp
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ql/time/schedule.cpp
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ql/cashflows/conundrumpricer.hpp
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ql/cashflows/cpicoupon.cpp
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ql/experimental/barrieroption/doublebarriertype.cpp
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ql/experimental/commodities/commoditycurve.hpp
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ql/experimental/commodities/commodityindex.cpp
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ql/experimental/commodities/commodityindex.hpp
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ql/experimental/math/particleswarmoptimization.cpp
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ql/experimental/mcbasket/adaptedpathpayoff.cpp
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ql/experimental/processes/vegastressedblackscholesprocess.cpp
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ql/instruments/barriertype.cpp
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ql/instruments/bonds/btp.hpp
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ql/instruments/inflationcapfloor.cpp
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ql/instruments/makeois.cpp
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ql/interestrate.cpp
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ql/math/interpolations/abcdinterpolation.hpp
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ql/math/matrixutilities/gmres.cpp
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ql/methods/finitedifferences/operators/triplebandlinearop.cpp
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ql/models/shortrate/onefactormodel.cpp
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ql/pricingengines/vanilla/mcamericanengine.hpp
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51.95
ql/cashflows/capflooredinflationcoupon.cpp
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64.42
ql/cashflows/lineartsrpricer.cpp
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ql/experimental/credit/basket.cpp
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ql/experimental/credit/lossdistribution.cpp
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ql/experimental/credit/randomdefaultlatentmodel.hpp
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ql/experimental/volatility/abcdatmvolcurve.cpp
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ql/instruments/capfloor.cpp
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ql/instruments/makevanillaswap.cpp
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ql/instruments/overnightindexedswap.cpp
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ql/instruments/payoffs.cpp
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ql/models/marketmodels/pathwisegreeks/vegabumpcluster.cpp
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ql/models/shortrate/onefactormodels/gsr.cpp
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ql/termstructures/volatility/equityfx/gridmodellocalvolsurface.cpp
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ql/experimental/commodities/commodity.cpp
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ql/experimental/coupons/strippedcapflooredcoupon.cpp
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ql/experimental/credit/cdo.cpp
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ql/experimental/credit/riskybond.cpp
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ql/experimental/risk/sensitivityanalysis.cpp
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ql/experimental/swaptions/irregularswaption.cpp
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ql/math/interpolations/convexmonotoneinterpolation.hpp
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ql/math/optimization/differentialevolution.cpp
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ql/pricingengines/bond/bondfunctions.cpp
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ql/termstructures/volatility/gaussian1dsmilesection.cpp
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ql/termstructures/volatility/swaption/swaptionvolcube.cpp
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ql/utilities/dataparsers.cpp
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ql/experimental/averageois/arithmeticaverageois.cpp
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ql/experimental/credit/riskyassetswap.cpp
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ql/instruments/swaption.cpp
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ql/math/optimization/endcriteria.cpp
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ql/models/marketmodels/evolvers/lognormalfwdrateiballand.cpp
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76.31
ql/models/volatility/garch.cpp
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68.37
ql/pricingengines/swap/cvaswapengine.cpp
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53.85
ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.cpp
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ql/pricingengines/vanilla/analytichestonengine.cpp
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ql/time/businessdayconvention.cpp
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ql/experimental/commodities/commoditycashflow.cpp
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ql/experimental/shortrate/generalizedhullwhite.cpp
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ql/termstructures/yield/ratehelpers.cpp
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ql/experimental/mcbasket/longstaffschwartzmultipathpricer.cpp
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ql/experimental/volatility/noarbsabrinterpolatedsmilesection.cpp
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ql/termstructures/volatility/sabrinterpolatedsmilesection.cpp
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ql/time/timeunit.cpp
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ql/experimental/commodities/energycommodity.cpp
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ql/experimental/commodities/energyvanillaswap.cpp
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ql/experimental/commodities/quantity.cpp
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ql/experimental/volatility/sviinterpolatedsmilesection.cpp
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ql/time/dategenerationrule.cpp
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ql/instrument.hpp
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ql/models/shortrate/onefactormodels/markovfunctional.cpp
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ql/experimental/commodities/unitofmeasureconversion.cpp
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ql/instruments/bonds/btp.cpp
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ql/instruments/nonstandardswap.cpp
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ql/termstructures/volatility/swaption/cmsmarket.cpp
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ql/time/frequency.cpp
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ql/experimental/commodities/energybasisswap.cpp
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ql/instruments/floatfloatswap.cpp
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ql/termstructures/volatility/capfloor/capfloortermvolcurve.cpp
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ql/instruments/makecms.cpp
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ql/termstructures/volatility/swaption/cmsmarketcalibration.cpp
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ql/experimental/averageois/makearithmeticaverageois.cpp
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ql/time/weekday.cpp
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ql/termstructures/volatility/capfloor/capfloortermvolsurface.cpp
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ql/experimental/swaptions/haganirregularswaptionengine.cpp
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ql/time/ecb.cpp
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ID Job ID Ran Files Coverage
1 3778378781.1 26 Dec 2022 02:26AM UTC 1662
71.31
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