wegamekinglc / Derivatives-Algorithms-Lib / 28282930145

Pull #149

github

Fix math bugs: dedup AAD NPDF/NCDF, correct two error messages

- De-duplicate the NPDF/NCDF formula that was copy-pasted across the
  Adept, XAD, and CoDiPack branches in expr.hpp. Replace the three
  per-backend copies with one shared definition plus named constants
  (INV_SQRT_2PI, SQRT_2), eliminating the risk of silent cross-backend
  constant drift in a derivatives library.
- Keep the shared overload constrained to const Number_& (matching the
  original Adept signature) rather than a generic template<T_>: a generic
  template hijacks double overload resolution, pulling the backend erfc
  into plain-double BlackOpt call sites and crashing TestBlackScholesAAD
  under Adept.
- Correct the BachelierIV REQUIRE message ('BlackIV' -> 'BachelierIV').
- Correct the BCGSolve THROW message ('CGSolve' -> 'BCGSolve').

1 of 2 new or added lines in 2 files covered. (50.0%)

6285 of 7807 relevant lines covered (80.5%)

3162620.5 hits per line