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wegamekinglc / Derivatives-Algorithms-Lib / 33429046352
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DEFAULT BRANCH: master
Ran 31 Aug 2026 07:16PM UTC
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Files 265
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31 Aug 2026 07:09PM UTC coverage: 89.359% (+0.04%) from 89.32%
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feat: add DAL-174 quote-risk provenance foundation (#324)

* Add quote-space DV01 design and plan

Record the approved DAL-171 P0 contract in the repository and split delivery into independently reviewable stages with frozen numerical gates.

Co-authored-by: multica-agent <github@multica.ai>

* Address quote risk design review

Separate core and public calibration-result signatures, serialize the Excel dependency, and keep active plans under Codex artifacts.

Co-authored-by: multica-agent <github@multica.ai>

* Restore documentation index spacing

Co-authored-by: multica-agent <github@multica.ai>

* Add quote-risk provenance foundation

Capture canonical quote axes and calibration state so downstream node-risk consumers can reject stale or incompatible quote mappings before use. Cover single-curve, joint XCCY, and staged XCCY basis calibration while keeping the contract core-only.

Co-authored-by: multica-agent <github@multica.ai>

* Fix quote-risk provenance validation

Fail closed when staged XCCY effective-inverse metadata disagrees with the requested solve behavior or the returned matrix. Extract provenance serialization and validation branches so every newly introduced function stays within the Codacy complexity threshold.

Co-authored-by: multica-agent <github@multica.ai>

* Enforce quote-risk curve topology

Reject joint and staged calibration results whose solved curve slots, bases, currencies, or Libor basis do not exactly match the calibration spec. Keep header self-containment proof in a compile-only translation unit so Google Test sources preserve the required include order.

Co-authored-by: multica-agent <github@multica.ai>

* Standardize quote-risk review details

Use a classifiable quote-risk token for the provenance guard and align the implementation plan tables with repository Markdown rules.

Co-authored-by: multica-agent <github@multica.ai>

---------

Co-authored-by: Cheng Li <1821668+wegamekinglc@users.noreply.github.com>
Co-autho... (continued)

1203 of 1345 new or added lines in 4 files covered. (89.44%)

12050 of 13485 relevant lines covered (89.36%)

2041875.24 hits per line

Uncovered Changes

Lines Coverage ∆ File
135
89.86
dal-cpp/dal/curve/quoteriskprovenance.cpp
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42.86
-21.43% dal-cpp/dal/curve/ycinstrument.hpp
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1 33429046352.1 31 Aug 2026 07:16PM UTC 265
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