lballabio / QuantLib / 30110271200
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Files 1767
Run time 3min
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coverage: 74.943% (+0.06%) from 74.885%
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Rough Heston Model with Semi-Analytic Fourier Pricing Engine and Fractional ODE Solver (#2648)

283 of 299 new or added lines in 5 files covered. (94.65%)

1 existing line in 1 file now uncovered.

59962 of 80010 relevant lines covered (74.94%)

8659768.11 hits per line

Uncovered Changes

Lines Coverage ∆ File
12
87.88
 ql/math/integrals/fourierintegration.cpp
4
96.88
 ql/pricingengines/vanilla/analyticroughhestonengine.cpp

Coverage Regressions

Lines Coverage ∆ File
1
81.82
 -1.07% ql/pricingengines/vanilla/analytichestonengine.cpp
Jobs
ID Job ID Ran Files Coverage
1 30110271200.1 1767
74.94
 GitHub Action Run
Source Files on build 30110271200