24741667638

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

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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%)

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26.32

/dal/math/ndarray.cpp

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wegamekinglc / Derivatives-Algorithms-Lib / 24741667638

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