wegamekinglc / Derivatives-Algorithms-Lib / 24741667632

72%

master: 89%

Pull #22

github

Add STIR instrument and strengthen YC calibration tests

Add a new STIR yield-curve instrument implementation and wire it into calibration use cases so short-term rate futures can be represented alongside deposits and swaps.
Update the underdetermined example to include STIR instruments and align short-end setup with the STIR calibration scenario. Also improve YieldCurveCalibrationTest robustness by using quotes farther from the solver initial guess and tightening style compliance in test assertions/constants.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

12 of 14 new or added lines in 2 files covered. (85.71%)

3998 of 5649 relevant lines covered (70.77%)

4038401.57 hits per line