wegamekinglc / Derivatives-Algorithms-Lib / 26641060920
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Add convention-driven multi-curve calibration instruments and staged bootstrap support (#63)

* Implement multi-curve conventions groundwork

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Co-authored-by: wegamekinglc <1821668+wegamekinglc@users.noreply.github.com>

* Polish multi-curve calibration changes

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Co-authored-by: wegamekinglc <1821668+wegamekinglc@users.noreply.github.com>

* Address review feedback on conventions changes

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* Tidy final review follow-ups

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* Add final assertion coverage

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* Finalize validation feedback fixes

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* Add curve calibration usage examples

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* Fix example formatting feedback

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Co-authored-by: wegamekinglc <1821668+wegamekinglc@u... (continued)

384 of 407 new or added lines in 9 files covered. (94.35%)

4827 of 6424 relevant lines covered (75.14%)

3837608.43 hits per line

Uncovered Changes

Lines Coverage ∆ File
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 -6.44% dal/time/schedules.cpp
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98.04
 0.36% dal/curve/ycinstrument.cpp
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 1.4% dal/curve/calibration.cpp
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 -3.31% dal/time/holidays.cpp
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 -40.0% dal/curve/ycinstrument.hpp
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 0.58% dal/curve/curveblock.cpp
Jobs
ID Job ID Ran Files Coverage
1 26641060920.1 190
75.14
 GitHub Action Run
Source Files on build 26641060920