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wegamekinglc / Derivatives-Algorithms-Lib / 28252299517
80%
master: 81%

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Build:
LAST BUILD BRANCH: chore/fix-all-style-findings
DEFAULT BRANCH: master
Ran 26 Jun 2026 05:08PM UTC
Jobs 1
Files 216
Run time 1min
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26 Jun 2026 04:48PM UTC coverage: 80.341%. Remained the same
28252299517

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wegamekinglc
Migrate example methodology prose into docs, trim in-source comments

Move the dense methodology/tolerance essays out of the two example programs
and into the methodology docs they reference, then reduce the in-source
comments to short why-notes and pointers. Pure comment + doc edits: no example
logic or output changes (verified byte-identical stdout apart from
non-deterministic timing measurements).

yield_curve_jacobian.cpp:
- Replace the 21-line teaching preamble with a 5-line header.
- Trim the BUMP_STEP/AAD_TOL/RE_SOLVE_TOL tolerance essay to a short note;
  the ladder-length re-solve scaling now lives in the methodology doc.
- Remove the 9 main() section banners (// ---- (a) ---- .. (i)).
- Trim the timing honesty note to a 3-line pointer.
- Keep verbatim: aliasing-ctor leak note, par-rate DV01 units note,
  effJacobianInverse_ tolerance-scaling note, B2 sentinel note.

joint_multi_curve_calibration.cpp:
- Migrate the BAR-A/BAR-C joint-vs-staged drift essay (OIS-slice coupling,
  3M base-handle propagation, 1Y/10Y pillar underdeterminacy) to
  yield_curve.md.
- Keep the trailing PASS-gate/informational notes on the assertion
  constants and the load-bearing-include note for AAD backend builds.

Docs (current-state voice, WHY altitude, no source line numbers):
- yield_curve_jacobian.md: add "Nonlinear re-solve tolerance" subsection
  and a "Timing: BUMPED vs ANALYTIC" subsection covering the at-solution
  forward-J eval caveat.
- yield_curve.md: add "Joint vs staged calibration drift" subsection
  explaining why simultaneous and sequential calibrations of the same
  instrument set diverge at the 1e-7/1e-5 level.

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

6318 of 7864 relevant lines covered (80.34%)

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ID Job ID Ran Files Coverage
1 28252299517.1 26 Jun 2026 05:08PM UTC 216
80.34
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