wegamekinglc / Derivatives-Algorithms-Lib / 36829467420

93%

Build Type

push

github

Committed by web-flow

Commit Message

fix: correct numerical edge cases and Monte Carlo path streams (#464)

Make pseudo-random batches and both Brownian-bridge seek modes reproduce
sequential streams while preserving clone state and precision. Repair array,
matrix and numerical edge cases, validate public and Excel inputs, and read
complete file lines with buffered writes.

Add regression coverage and synchronize methodology documentation. Fix portable
datetime test parsing and construct Excel RNG test handles inside the XLL to
avoid duplicate symbols.

Validation: 2,128 native CTest cases including Python and examples; 63 final
portable Excel tests; 28 focused ASan/UBSan tests; Linux/Windows CI, wheel
checks and Codacy all pass. All review threads are resolved.

The paired nine-target performance gate passes all 63 comparable cases.
Reproduction details, raw measurement references and IRN replay limits are
documented in PR #464.

Coverage Stats

131 of 133 new or added lines in 22 files covered. (98.5%)

3 existing lines in 3 files now uncovered.

18306 of 19833 relevant lines covered (92.3%)

3176367.86 hits per line