24741667638
72%
master: 89%

Ran 21 Apr 2026 07:24PM UTC

Jobs 1

Files 179

Run time 1min

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Committed 21 Apr 2026 07:17PM UTC coverage: 70.867% (+0.1%) from 70.736%

Build # 24741667638

Build Type

Pull #22

github

Committed by

wegamekinglc

Commit Message

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>

Pull Request Pull Request #22: Add STIR instrument and strengthen calibration test scenarios

Coverage Stats

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

14 existing lines in 10 files now uncovered.

4021 of 5674 relevant lines covered (70.87%)

4027511.0 hits per line

Uncovered Changes

Lines	Coverage	∆	File
2	83.72	0.39%	dal/curve/ycinstrument.cpp

Coverage Regressions

Lines	Coverage	∆	File
2	26.32	-3.1%	dal/math/ndarray.cpp
2	65.52	-4.85%	dal/math/pde/meshers/concentrating1dmesher.cpp
2	67.16	-0.18%	dal/script/visitor/domain.hpp
2	60.09	0.0%	dal/storage/splat.cpp
1	78.57	-7.14%	dal/currency/currencydata.cpp
1	27.0	-1.0%	dal/model/dupire.hpp
1	35.0	0.0%	dal/model/factory.hpp
1	63.64	-6.36%	dal/platform/platform.hpp
1	30.07	-0.11%	dal/script/visitor/compiler.hpp
1	71.19	-0.24%	dal/script/visitor/evaluator.hpp

Jobs

ID	Job ID	Ran	Files	Coverage
1	24741667638.1	21 Apr 2026 07:24PM UTC	179	70.87	GitHub Action Run

wegamekinglc / Derivatives-Algorithms-Lib / 24741667638
72%
master: 89%

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wegamekinglc / Derivatives-Algorithms-Lib / 24741667638 72% master: 89%

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wegamekinglc / Derivatives-Algorithms-Lib / 24741667638
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master: 89%

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