36525015780
92%

Ran 29 Sep 2026 05:31AM UTC

Jobs 1

Files 315

Run time 1min

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Committed 29 Sep 2026 05:11AM UTC coverage: 92.328%. Remained the same

Build # 36525015780

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push

github

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web-flow

Commit Message

Use dense PDE references for early-exercise MC benchmarks (#460)

Validate Bermudan and weekly American LSM prices and Greeks against an independent Crank-Nicolson rollback on matching exercise dates. Increase the spatial and time grids, share the solver with the RQMC coverage script, and document the new reference.

Coverage Stats

18113 of 19618 relevant lines covered (92.33%)

3173046.43 hits per line

Jobs

ID	Job ID	Ran	Files	Coverage
1	36525015780.1	29 Sep 2026 05:31AM UTC	315	92.33	GitHub Action Run

wegamekinglc / Derivatives-Algorithms-Lib / 36525015780
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