29197244496
87%
master: 89%

Ran 12 Jul 2026 03:03PM UTC

Jobs 1

Files 235

Run time 1min

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Committed 12 Jul 2026 02:57PM UTC coverage: 87.37% (+0.4%) from 86.996%

Build # 29197244496

Build Type

Pull #227

github

Committed by

wegamekinglc

Commit Message

docs(curve): note zero-rate vs log-discount smoothing divergence

The calibration smoothing operator penalises curvature in the parameter
vector's native space, so ZERO_RATE (smoothing in z) and LOG_DISCOUNT
(smoothing in ell = -z*tau) select different smoothest curves from the
same instruments and smoothing weight. State this explicitly so the
parameterization choice is not mistaken for a re-expression of one curve.

Pull Request Pull Request #227: feat: implement zero-rate curve parameterization

Coverage Stats

7381 of 8448 relevant lines covered (87.37%)

3129786.92 hits per line

Coverage Regressions

Lines	Coverage	∆	File
9	95.58	0.36%	dal-cpp/dal/curve/calibration.cpp
8	94.96	-0.02%	dal-cpp/dal/curve/jointcalibration.cpp
6	90.32	8.5%	dal-cpp/dal/curve/curveparameterization.cpp

Jobs

ID	Job ID	Ran	Files	Coverage
1	29197244496.1	12 Jul 2026 03:03PM UTC	235	87.37	GitHub Action Run

wegamekinglc / Derivatives-Algorithms-Lib / 29197244496
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master: 89%

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wegamekinglc / Derivatives-Algorithms-Lib / 29197244496 87% master: 89%

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wegamekinglc / Derivatives-Algorithms-Lib / 29197244496
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