25596131911
74%
master: 74%

Ran 09 May 2026 08:13AM UTC

Jobs 1

Files 189

Run time 1min

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Committed 09 May 2026 08:07AM UTC coverage: 73.757% (+0.7%) from 73.071%

Build # 25596131911

Build Type

Pull #48

github

Committed by

wegamekinglc

Commit Message

Finalize yield curve calibration fixes

Address review findings that affected the branch's curve calibration work:
make CurveBlock ownership explicit, align piecewise-constant extrapolation
with the documented curve semantics, and tighten tests around PWC calibration
and effective Jacobian scaling.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

Pull Request Pull Request #48: feat: add yield curve calibration framework

Coverage Stats

223 of 256 new or added lines in 7 files covered. (87.11%)

4480 of 6074 relevant lines covered (73.76%)

4109725.2 hits per line

Uncovered Changes

Lines	Coverage	∆	File
19	87.42		dal/curve/calibration.cpp
11	59.26		dal/curve/ycconst.cpp
3	89.58	-3.52%	dal/curve/curveblock.cpp

Jobs

ID	Job ID	Ran	Files	Coverage
1	25596131911.1	09 May 2026 08:13AM UTC	189	73.76	GitHub Action Run

wegamekinglc / Derivatives-Algorithms-Lib / 25596131911
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master: 74%

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wegamekinglc / Derivatives-Algorithms-Lib / 25596131911 74% master: 74%

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