wegamekinglc / Derivatives-Algorithms-Lib / 34177645183

90%

Build Type

push

github

Committed by web-flow

Commit Message

feat: add exact generic joint multi-curve quote DV01 (#344)

* Add exact generic joint multi-curve quote DV01

Retain the solver effective mapping and bind immutable v2 provenance to generic joint curve blocks, so portfolio risk includes cross-curve and layered-base coupling in the actual PV currencies.

Expose reachable C++, Python and Excel entry points, retain existing v1 fingerprints and defaults, and enforce full recalibration oracles plus steady-state benchmark evidence. Opt-in underdetermined solves use a fixed initial-Jacobian chart to make the retained map differentiate the calibrated solution.

* Simplify joint quote-risk validation and resolve review findings

Separate forward-matrix checks, route serialization, cached joint sweeps and Excel result selection into focused helpers while preserving failure precedence. Split oracle fixture and evidence helpers to satisfy the repository complexity limit without changing numerical thresholds.

Normalize the reviewed subtraction expressions and align methodology and worksheet tables.

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596 of 641 new or added lines in 8 files covered. (92.98%)

1 existing line in 1 file now uncovered.

13000 of 14433 relevant lines covered (90.07%)

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