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lballabio / QuantLib / 41037431739
80%
master: 80%

LAST BUILD BRANCH: fix-sabr-nonpositive-vols
DEFAULT BRANCH: master
Ran
Jobs 1
Files 1791
Run time 1min
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coverage: 79.617% (+0.5%) from 79.074%
41037431739

Pull #2900

github

web-flow 
Merge 8007b7f7f into de83aca23
Pull Request #2900: Heston Pricing Engine: enable AsymptoticChf control variate with alpha != -0.5

39 of 59 new or added lines in 1 file covered. (66.1%)

156 existing lines in 24 files now uncovered.

65378 of 82116 relevant lines covered (79.62%)

8857377.69 hits per line

Uncovered Changes

Lines Coverage ∆ File
20
80.69
-1.21% ql/pricingengines/vanilla/analytichestonengine.cpp

Coverage Regressions

Lines Coverage ∆ File
40
74.89
-0.22% ql/time/date.cpp
31
93.52
13.45% ql/models/shortrate/onefactormodels/markovfunctional.cpp
16
85.58
0.0% ql/instruments/nonstandardswap.cpp
11
62.14
2.73% ql/interestrate.cpp
7
86.23
-1.25% ql/experimental/barrieroption/perturbativebarrieroptionengine.cpp
7
95.39
0.0% ql/pricingengines/vanilla/baroneadesiwhaleyengine.cpp
7
50.0
0.0% ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp
6
91.67
-1.78% ql/models/parameter.hpp
5
92.59
5.09% ql/pricingengines/asian/continuousarithmeticasianlevyengine.cpp
4
88.64
-0.73% ql/termstructures/credit/piecewisedefaultcurve.hpp
4
95.79
0.07% ql/termstructures/volatility/zabr.cpp
2
95.83
-4.17% ql/instrument.hpp
2
80.0
-20.0% ql/instruments/margrabeoption.hpp
2
97.14
-0.45% ql/pricingengines/lookback/analyticcontinuouspartialfixedlookback.cpp
2
97.52
5.21% ql/pricingengines/lookback/analyticcontinuouspartialfloatinglookback.cpp
2
94.29
0.35% ql/time/date.hpp
1
81.9
-0.95% ql/experimental/exoticoptions/continuousarithmeticasianvecerengine.cpp
1
92.11
26.25% ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp
1
80.69
-1.21% ql/pricingengines/vanilla/analytichestonengine.cpp
1
88.57
-2.86% ql/termstructures/yield/discountcurve.hpp
1
85.71
-2.86% ql/termstructures/yield/forwardcurve.hpp
1
97.5
-0.17% ql/termstructures/yield/piecewiseyieldcurve.hpp
1
73.68
-2.63% ql/termstructures/yield/zerocurve.hpp
1
84.03
-0.42% ql/time/schedule.cpp
Jobs
ID Job ID Ran Files Coverage
1 41037431739.1 1791
79.62
GitHub Action Run
Source Files on build 41037431739