wegamekinglc / Derivatives-Algorithms-Lib / 28319341870

81%

master: 81%

Pull #183

github

revert: drop P7 CG/BCG Krylov fusion (breaks clang auto-vectorization FP)

P7 changes clang's auto-vectorization pattern (different from GCC even with -ffp-contract=fast on both), pushing JointCalibrationTest.TestJointOisCurveAgreesWithStagedOis drift from 7e-6 to 2.17e-5 (over the 1e-5 bar). P8 (banded TriMultiply hybrid fusion) is kept — it passes on all compilers.

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

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6355 of 7798 relevant lines covered (81.5%)

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