wegamekinglc / Derivatives-Algorithms-Lib / 28290077344

Build # 28290077344

Build Type

Pull #157

github

Committed by wegamekinglc

Commit Message

docs: migrate curve residual comments into methodology

Absorb the WHY content from the last methodology-prose source comments in
dal-cpp/dal/curve/ into the docs that already own those topics, so a
follow-up wave can reduce the comments to one-line pointers.

- yield_curve_jacobian.md: new "How jacobian_ is captured" subsection
  covering the single in-solver Gradient call on the convergence branch
  and the deliberate absence of a standalone "analytic J at a point"
  accessor (forward J is a calibration byproduct only). Extend the
  PWL-forward section with the knotAbscissae_ double/computed-once
  invariant paralleling the dt-stays-double rule.
- log_discount_curve.md: new "The fppCoef_ second-derivative sensitivity
  matrix" subsection capturing the load-bearing invariant that fppCoef_
  is computed only for the cubic machinery (LOG_CUBIC_NATURAL and the
  cubic tail of MIXED) and is empty/unused for LOG_LINEAR and the MIXED
  linear head.

No doc fork by version; no source line numbers; current-state voice. No
index or changelog change (in-file extensions to existing methodology
notes; no new public-API surface, methodology, or capability).

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

Pull Request Pull Request #157: docs: migrate curve residual comments into methodology

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