• Home
  • Features
  • Pricing
  • Docs
  • Announcements
  • Sign In

wegamekinglc / Derivatives-Algorithms-Lib / 35503613940
92%

Build:
DEFAULT BRANCH: master
Ran 20 Sep 2026 10:04AM UTC
Jobs 1
Files 300
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

20 Sep 2026 09:55AM UTC coverage: 91.596% (+0.007%) from 91.589%
35503613940

push

github

web-flow
DAL-284: three-end simulation diagnostic projections and docs (T5) (#402)

* DAL-284: three-end simulation diagnostic projections and docs (T5)

- Python: ScriptSimulation_Explain binding (kw-only valuation/simulation
  SettingsInput, GIL released for the native run) plus high-level wrapper;
  MonteCarloSettings_ gains keyword-only lsmc_basis_degree (integer 1..8,
  rejecting bool/enums/floats) with shared integer-input validation
- Excel: SCRIPTSIMULATION.EXPLAIN public stub (Machinist-regenerated) and
  the lsmc_basis_degree settings key on MONTECARLOSETTINGS.NEW with
  integral 1..8 validation; unknown-key message lists the new key
- Tests: lsmc_basis_degree validation and ScriptSimulation_Explain e2e in
  dal-python test_script_settings.py; SCRIPTSIMULATION.EXPLAIN contract
  test in dal-excel test_script_valuation.cpp; new-key parsing in
  test_script_settings.cpp (portable suites, 1869/1869 green)
- Examples: dal-cpp/examples/american_put_mc and
  dal-python/examples/013.exercise_bermudan.py (European-limit, two-date
  Bermudan, and weekly-exercise puts off the T2 benchmark scenario)
- Docs: script_engine.md gains the LSMC driver and simulation-diagnostic
  sections and the payoff-variable null wording; random.md sobol-only note;
  pde.md test-only obstacle note; example mapping table; excel settings
  guide; Python README signatures; public-api projections; CHANGELOG
  capability entry

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

* Correct the LSMC Phase C replay description and a settings-table row

- The hard replay prices each path by its first winning exercise decision
  (frozen h_k > C_k(z_k) comparison, h_k discounted at the exercise date's
  numeraire, never-exercised paths keep their PAYS value), not a backward
  max recursion against the realized continuation, and the hard driver has
  no final first-event-numeraire division; that division belongs to the
  fuzzy blend, which is carried in event-date units.
- Re-wrap the new lsmc... (continued)

14 of 14 new or added lines in 2 files covered. (100.0%)

1 existing line in 1 file now uncovered.

15324 of 16730 relevant lines covered (91.6%)

3949506.49 hits per line

Coverage Regressions

Lines Coverage ∆ File
1
97.06
1.06% dal-excel/src/__value.cpp
Jobs
ID Job ID Ran Files Coverage
1 35503613940.1 20 Sep 2026 10:04AM UTC 300
91.6
GitHub Action Run
Source Files on build 35503613940
  • Tree
  • List 300
  • Changed 2
  • Source Changed 2
  • Coverage Changed 2
Coverage ∆ File Lines Relevant Covered Missed Hits/Line
  • Back to Repo
  • Github Actions Build #35503613940
  • 5bd71131 on github
  • Prev Build on master (#35496610591)
  • Next Build on master (#35507536405)
  • Delete
STATUS · Troubleshooting · Open an Issue · Sales · Support · CAREERS · ENTERPRISE · START FREE TRIAL · SCHEDULE DEMO
ANNOUNCEMENTS · TWITTER · TOS & SLA · Supported CI Services · What's a CI service? · Automated Testing

© 2026 Coveralls, Inc