wegamekinglc / Derivatives-Algorithms-Lib / 26183361068

75%

master: 74%

Build Type

Pull #63

github

Committed by wegamekinglc

Commit Message

Fix undeclared MAX_RELEVANT_DATES_PER_INSTRUMENT in calibration.cpp

The PR #63 introduced a call to this constant in the InstrumentDates
function, but the constant was never defined. Add it as a constexpr in
the anonymous namespace. The value is 2 because each YC instrument
contributes at most two relevant dates (start and end of time span).

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

Pull Request Pull Request #63: Add convention-driven multi-curve calibration instruments and staged bootstrap support

Coverage Stats

380 of 408 new or added lines in 9 files covered. (93.14%)

4 existing lines in 2 files now uncovered.

4823 of 6425 relevant lines covered (75.07%)

3887792.47 hits per line