wegamekinglc / Derivatives-Algorithms-Lib / 29388502590
88%

DEFAULT BRANCH: master
Ran
Jobs 1
Files 243
Run time 1min
Badge
Embed ▾
README BADGES
x

If you need to use a raster PNG badge, change the '.svg' to '.png' in the link

Markdown

Textile

RDoc

HTML

Rst
coverage: 88.399% (+1.0%) from 87.37%
29388502590

push

github

web-flow 
Merge pull request #230 from wegamekinglc/codex/xccy-resettable-mtm

feat: add reset-aware XCCY pricing and joint calibration

1168 of 1206 new or added lines in 21 files covered. (96.85%)

7 existing lines in 4 files now uncovered.

8176 of 9249 relevant lines covered (88.4%)

2861972.29 hits per line

Uncovered Changes

Lines Coverage ∆ File
14
94.24
 dal-cpp/dal/curve/jointcalibration_internal.hpp
7
95.6
 dal-cpp/dal/curve/xccybasiscalibration.cpp
5
98.23
 dal-cpp/dal/curve/xccyjointcalibration.cpp
4
93.65
 dal-cpp/dal/indice/fixingsnapshot.cpp
3
98.66
 dal-cpp/dal/curve/xccypricing.cpp
1
90.91
 -4.05% dal-cpp/dal/curve/jointcalibration.cpp
1
97.56
 -0.84% dal-cpp/dal/curve/xccycalibration.cpp
1
97.22
 0.83% dal-cpp/dal/curve/xccyinstrument.cpp
1
91.21
 0.36% dal-cpp/dal/math/optimization/underdetermined.cpp
1
96.15
 -3.85% dal-public/src/curveinstrument.hpp

Coverage Regressions

Lines Coverage ∆ File
3
90.91
 -4.05% dal-cpp/dal/curve/jointcalibration.cpp
2
95.65
 -4.35% dal-public/src/xccycalibration.cpp
1
50.0
 -50.0% dal-cpp/dal/curve/discount.hpp
1
91.21
 0.36% dal-cpp/dal/math/optimization/underdetermined.cpp
Jobs
ID Job ID Ran Files Coverage
1 29388502590.1 243
88.4
 GitHub Action Run
Source Files on build 29388502590