wegamekinglc / Derivatives-Algorithms-Lib / 28253043839
80%
master: 81%

LAST BUILD BRANCH: docs/full-review-and-perf-reflect
DEFAULT BRANCH: master
Ran
Jobs 1
Files 216
Run time 1min
Badge
Embed ▾
README BADGES
x

If you need to use a raster PNG badge, change the '.svg' to '.png' in the link

Markdown

Textile

RDoc

HTML

Rst
coverage: 80.341%. Remained the same
28253043839

push

github

wegamekinglc 
docs: migrate joint multi-curve AAD-Jacobian methodology into yield_curve_jacobian

The joint multi-curve AAD analytic Jacobian for CalibrateJointMultiCurve shipped
its narrative in source comments across eight curve headers
(jointcalibration.hpp, jointycctx.hpp, jointrate.hpp, ycpwlf.hpp, yclogdf.hpp,
ycctx.hpp, discount.hpp, ycinstrument.hpp) and the jointcalibration / ycpwlf
.cpp files. That methodology -- eligibility gates, discount-vs-forward routing,
the OIS post-2008 fallback on the tape, base layering over discount,
PWL-forward -> log-DF integration, and sparse-by-row assembly -- is load-bearing
quant method content and belongs in docs/ at WHY altitude, not in source.

Add a new "Joint Multi-Curve Analytic Jacobian" section to
docs/methodology/yield_curve_jacobian.md covering that methodology in
current-state voice (no Phase A/B, CP, Gap, S, NG, or AC process vocabulary --
that history lives only in the existing 2026-06 CHANGELOG entry). The new
section cross-references aad.md#tape-layer-primitives-for-curve-calibration for
the type-by-type tape primitive detail already documented there, avoiding
duplication. No new CHANGELOG entry is warranted: the underlying capability is
already shipping and already changelogged, and this is a prose-relocation
docs change (polish), which the changelog bar excludes.

DOC-ONLY: no source files (.cpp/.hpp/.h) or auto/ files are modified.

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

6318 of 7864 relevant lines covered (80.34%)

3192657.51 hits per line

Jobs
ID Job ID Ran Files Coverage
1 28253043839.1 216
80.34
 GitHub Action Run
Source Files on build 28253043839