wegamekinglc / Derivatives-Algorithms-Lib / 35442554241

93%

Build Type

push

github

Committed by web-flow

Commit Message

feat: remove model bindings; FIX observations bind by index name (#390)

* Remove model bindings; FIX observations bind by index name

The explicit spot-to-EQ binding duplicated what the script already
declares in FIX(index) and forced every consumer (C++, Python, Excel)
to thread a redundant settings field. Delete
ScriptValuationSettings_::modelBindings_ and ModelIndexBinding_ so the
engine always binds the model's spot output to the script's own future
FIX index. Several distinct future indices fail with
MultipleModelIndices. The Python model_bindings settings argument and
the Excel SCRIPTVALUATIONSETTINGS.NEW third argument are removed, and
Explain diagnostics keep reporting the effective model index.

* Fix raw XLL test calls to the 3-argument valuation constructor

xl_ScriptValuationSettings_New now takes name, settings, fixings; the
Windows-only raw tests still passed four OPER args, shifting the snapshot
handle off the parameter list.

Coverage Stats

7 of 7 new or added lines in 3 files covered. (100.0%)

3 existing lines in 1 file now uncovered.

14586 of 15971 relevant lines covered (91.33%)

2543628.43 hits per line