28290107300
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master: 81%

Ran 27 Jun 2026 01:25PM UTC

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Run time 1min

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Committed 27 Jun 2026 01:06PM UTC coverage: 81.154%. Remained the same

Build # 28290107300

Build Type

push

github

Committed by

wegamekinglc

Commit Message

docs: migrate Dupire local-volatility methodology out of source

Phase 3 (comment migration), Wave 1: dupire.hpp and ivs.hpp carried

methodology prose (the Dupire formula, the central-difference IVS inversion,

the 2.5-sigma strike cutoff, the ATM-call * sqrt(2pi) standard-deviation proxy,

the flat-tail extrapolation policy, the ONE_HOUR / HALF_DAY time conversions)

that the code-style guide now requires to live under docs/methodology/, not in

source comments. Capture it in a new docs/methodology/dupire.md at WHY altitude

(math, invariants, rationale), current-state voice, no source line numbers.

Index the new note from docs/README.md and add a CLAUDE.md Methodology bullet.

Source comments are unchanged in this PR; a follow-up implementer wave will trim

them and name the 2.506628274631 magic constant now that its meaning is documented.

Coverage Stats

6300 of 7763 relevant lines covered (81.15%)

3233008.15 hits per line

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ID	Job ID	Ran	Files	Coverage
1	28290107300.1	27 Jun 2026 01:25PM UTC	218	81.15	GitHub Action Run

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