28677668724
81%
master: 85%

Ran 03 Jul 2026 06:38PM UTC

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Files 221

Run time 1min

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Committed 03 Jul 2026 06:31PM UTC coverage: 81.48%. Remained the same

Build # 28677668724

Build Type

Pull #194

github

Committed by

wegamekinglc

Commit Message

Add curve_calibration_perf end-to-end calibration benchmark (G7/G9/G11)

Drives CalibrateYieldCurve -> YieldCurveCalibrationFunc_::F ->
Underdetermined::Find -> AnalyticJacobian + yclogdf RebuildInterp /
BuildNaturalCubicFppCoef on a real 24-instrument swap curve. jacobian_perf
is synthetic (fake residual, no curve, no instruments, no solver iteration);
this is the genuine calibration hot path.

Five cases:
  - {LOG_LINEAR, LOG_CUBIC_NATURAL} x {ANALYTIC, BUMPED} Jacobian mode
    (so candidate #6a curve-rebuild-on-every-F and #5 duplicate at-solution
    Gradient are both measurable; the cubic-scheme rebuild cost is the
    highest-impact new candidate)
  - APPROXIMATE-mode solve (covers G9: Underdetermined::Approximate +
    XDecompByCG_ implicit penalty CG)

Mirrors the instrument set from
examples/yield_curve_jacobian/yield_curve_jacobian.cpp.

Closes benchmark coverage gaps G7, G9, and G11.

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

Pull Request Pull Request #194: test: Add perf benchmarks for uncovered hot paths

Coverage Stats

6366 of 7813 relevant lines covered (81.48%)

3213029.54 hits per line

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ID	Job ID	Ran	Files	Coverage
1	28677668724.1	03 Jul 2026 06:38PM UTC	221	81.48	GitHub Action Run

wegamekinglc / Derivatives-Algorithms-Lib / 28677668724
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