aleCombi / DerivativesPricer / 11533791480
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Jobs 1
Files 20
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coverage: 71.946% (-2.3%) from 74.286%
11533791480

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aleCombi 
Modified the compounded rate stream schedule struct, adding a cached accrual_day_counts just like for simple rates. Made the pricing functions generic so they handle compounded rates.

4 of 10 new or added lines in 3 files covered. (40.0%)

10 existing lines in 1 file now uncovered.

159 of 221 relevant lines covered (71.95%)

5.48 hits per line

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ID Job ID Ran Files Coverage
1 11533791480.1 0
71.95
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Source Files on build 11533791480
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