25596131911

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

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

19 existing lines in 2 files now uncovered.

4480 of 6074 relevant lines covered (73.76%)

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87.59

/dal/math/optimization/underdetermined.cpp

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wegamekinglc / Derivatives-Algorithms-Lib / 25596131911

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