wegamekinglc / Derivatives-Algorithms-Lib / 27507919576

80%

master: 79%

Build Type

Pull #106

github

Committed by wegamekinglc

Commit Message

Tighten remaining hotspots to cyclomatic complexity at or under 6

Three functions landed at 7-8 after the first refactor pass -- still well
under Codacy's default of 15, but conservative against any stricter
override. Split each:

- InterpBasisWeights (was 8): pull the LOG_LINEAR / LOG_CUBIC_NATURAL /
  MIXED switch into InterpBasisWeightsByScheme so the public method is a
  two-guard guard plus a single dispatch call (now 4; dispatch helper 5).
- QuotientDerivs (was 7): collapse the two date-union for-loops into
  UnionDerivKeys (now 5 + helper 3).
- BasisSwapRate_::DRateDDiscount (was 7): extract AnalyticEnabled (target
  + projection-curve gate, 3) and EligibleDiscount (forecast-resolution
  + trade-anchor check, 4) as private const methods. The override is now
  three guard/accumulate/quotient lines (complexity 3).

Behavior unchanged; full dal_cpp_tests suite (714 tests) stays green.

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

Pull Request Pull Request #106: feat: analytic LOG_DISCOUNT curve Jacobian (CP1)

Coverage Stats

344 of 354 new or added lines in 5 files covered. (97.18%)

17 existing lines in 4 files now uncovered.

5791 of 7238 relevant lines covered (80.01%)

3441002.06 hits per line