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wegamekinglc / Derivatives-Algorithms-Lib / 27510170273
80%
master: 79%

Build:
Build:
LAST BUILD BRANCH: copilot/override-function-gradient-calibration
DEFAULT BRANCH: master
Ran 14 Jun 2026 07:58PM UTC
Jobs 1
Files 202
Run time 1min
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14 Jun 2026 07:52PM UTC coverage: 80.127% (+1.0%) from 79.144%
27510170273

Pull #106

github

wegamekinglc
test: harden Phase A AAD-tape Jacobian coverage

Add four tests under PhaseAAADJacobianTest to close the gaps the
implementer flagged against the user's required test list:

- TestMatchesCentralDifferenceLogCubicNatural / ...Mixed: exercise the
  natural-cubic and mixed-cutoff spline branches of the templated
  DiscountLogDF_<Number_> path, complementing the existing LogLinear
  match. Asserts every Jacobian entry matches a two-sided central
  difference at step 1e-6 within 1e-9.
- TestSingleDepositTapeMatchesCentralDifference: single-instrument
  canary that isolates the tape from multi-row sparsity. One Deposit,
  one reverse sweep over one residual; asserts the single row matches
  central differences for every node column and that columns beyond the
  deposit's maturity are EXACTLY zero.
- TestMixedInstrumentCalibrationMatchesCentralDifference: Deposit +
  FRA + Swap in one recording, exercising the per-instrument dispatch
  (DepositRateT_ + ForwardRateT_ + SwapRateT_) and structural zeros at
  each instrument's cashflow horizon.

Factored the column-by-column central-difference assertion into
AssertMatchesCentralDifference so the comparison logic is identical
across the scheme and instrument-type sweeps.

Full dal_cpp_tests: 724 passed (720 baseline + 4 new).
Pull Request #106: feat: analytic curve-calibration Jacobian (CP1 + Phase A AAD-tape)

511 of 552 new or added lines in 7 files covered. (92.57%)

5935 of 7407 relevant lines covered (80.13%)

3368860.27 hits per line

Uncovered Changes

Lines Coverage ∆ File
19
94.03
-4.01% dal-cpp/dal/curve/ycinstrument.cpp
11
93.67
4.61% dal-cpp/dal/curve/yclogdf.cpp
9
92.76
0.91% dal-cpp/dal/curve/calibration.cpp
2
60.0
0.0% dal-cpp/dal/curve/ycinstrument.hpp
Jobs
ID Job ID Ran Files Coverage
1 27510170273.1 14 Jun 2026 07:58PM UTC 202
80.13
GitHub Action Run
Source Files on build 27510170273
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  • List 202
  • Changed 11
  • Source Changed 9
  • Coverage Changed 11
Coverage ∆ File Lines Relevant Covered Missed Hits/Line
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