wegamekinglc / Derivatives-Algorithms-Lib / 28241497038

80%

master: 81%

Build Type

Pull #127

github

Committed by wegamekinglc

Commit Message

docs: migrate narrative source comments into methodology docs

The recent comment-simplification cleanup removed ~650 lines of design
rationale, algorithm explanations, and methodology notes from 11 source
files. This commit extracts that knowledge into the docs where it belongs:

- log_discount_curve.md: Thomas algorithm, basis weights per interpolator
  scheme, fppCoef_ matrix, extrapolation, serialization v1/v2 design
- underdetermined_search.md: XScaledFunc_ wrapper, forward Jacobian
  capture at solution, backtracking line search, Controls_ struct
- yield_curve.md: single-curve AAD calibration internals (TapeGuard,
  eligibility predicate, analytic Jacobian construction, forward
  Jacobian output contract)
- script_engine.md (new): preprocessing pipeline, domain processor,
  constant condition processor, fuzzy evaluator with smoothing functions

All docs updated: current-state-only, math notation, cross-references,
and index entries in docs/README.md and CLAUDE.md.

Pull Request Pull Request #127: docs: migrate narrative source comments into methodology docs

Coverage Stats

2 of 3 new or added lines in 2 files covered. (66.67%)

17 existing lines in 7 files now uncovered.

6318 of 7864 relevant lines covered (80.34%)

3115295.62 hits per line