auto-differentiation / xad / 11163510184
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Merge pull request #126 from auto-differentiation-dev/feature/swaption-pricer-example

Adds new sample pricing a portfolio of LIBOR swaptions with derivatives

2406 of 2437 relevant lines covered (98.73%)

838893.61 hits per line

Jobs
ID Job ID Ran Files Coverage
1 linux-gcc11-OFF - 11163510184.1 0
95.77
 GitHub Action Run
2 macos - 11163510184.2 0
94.03
 GitHub Action Run
3 linux-gcc11-ON - 11163510184.3 0
95.78
 GitHub Action Run
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