wegamekinglc / Derivatives-Algorithms-Lib / 36175763088

92%

Build Type

push

github

Committed by web-flow

Commit Message

feat: add vectors and bounded loops to scripts (#436)

* Add numeric vectors and bounded script loops

Enable path-local vector state and bounded loop expansion for repeated fixings and basket payoffs while preserving FIX syntax. Carry the behavior through compiled, AAD, historical, and LSMC evaluation and document the supported limits.

* Reduce vector script parsing and evaluation complexity

Extract shared constant and vector-name parsing, loop expansion steps, compiled vector diagnostics, and reduction helpers so Codacy can assess each path independently without changing script semantics.

* Reject unsupported loop exercises and validate vector inputs

Prevent FOR-contained EXERCISE nodes from bypassing LSMC planning, reject malformed vector identifiers, make bounds and empty-vector checks explicit, and preserve vector reserve capacity across path resets. Address review include-order feedback.

* Use Excel product diagnostics in vector table test

Exercise the same exported Excel product parser across static and Windows DLL test layouts without relying on a separate runtime evaluation-date state.

Coverage Stats

408 of 449 new or added lines in 19 files covered. (90.87%)

6 existing lines in 4 files now uncovered.

16396 of 17826 relevant lines covered (91.98%)

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