wegamekinglc / Derivatives-Algorithms-Lib / 27638312221

80%

master: 89%

Build Type

Pull #106

github

Committed by wegamekinglc

Commit Message

Rewrite Phase A Jacobian design doc to match shipped code

The "Resolution adopted" header asserted Phase A was dropped and CP1 (plain-double
chain-rule, CurveJacobianMode_ enum) was implemented. The shipped code is the inverse:
Phase A (native-AAD templatization) was adopted and CP1 + the enum were dropped in
2b2de93. Rewrite the section to describe what shipped -- the Dal::Tape templatization,
the native-backend compile-time gate, the EligibleForPhaseA runtime gating, the
TradeDate()-based anchor check (Fix 1), and the test_phase_a_jacobian.cpp suite -- and
mark CP1 as explored-then-dropped. Reconcile the Phase B/C subsections to the shipped
Gradient override and the compile-time + eligibility gating (no runtime selector).

Also drop two stale "CP1" references in code comments (calibration.cpp, yclogdf.cpp)
that described the never-shipped chain-rule path.

Pull Request Pull Request #106: Fix CI matrix and Codacy issues for Phase A AAD calibration Jacobian

Coverage Stats

330 of 363 new or added lines in 7 files covered. (90.91%)

3 existing lines in 2 files now uncovered.

5757 of 7222 relevant lines covered (79.71%)

3458886.98 hits per line