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aleCombi / juliaExperiment
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DEFAULT BRANCH: master
Repo Added 15 Sep 2024 08:19PM UTC
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30 Sep 2024 12:21PM UTC coverage: 100.0%. Remained the same
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aleCombi
Storing interpolation dates besides daycounts in ratecurveinputs for better usability

78 of 78 relevant lines covered (100.0%)

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Recent builds

Builds Branch Commit Type Ran Committer Via Coverage
11105976294 master Storing interpolation dates besides daycounts in ratecurveinputs for better usability push 30 Sep 2024 12:25PM UTC aleCombi github
100.0
11105440060 master Moved to testitem.jl for testing to imporve UX on VS Code push 30 Sep 2024 11:50AM UTC aleCombi github
100.0
11035596325 master Add test files for float rate stream and discount pricing push 25 Sep 2024 02:55PM UTC aleCombi github
94.87
11000715650 master Added a simple function to price fixed rate flow streams push 23 Sep 2024 07:06PM UTC aleCombi github
83.87
10996763663 master Refactor code to remove unnecessary type annotations and improve performance. Added tests for rate curves. push 23 Sep 2024 02:50PM UTC aleCombi github
88.14
10982796932 master Removed unnecessary type annotations to day count conventions functions after benchmarking push 22 Sep 2024 04:47PM UTC aleCombi github
80.0
10972493405 master Materializing date schedules when needed for comparison or day count fractions push 21 Sep 2024 12:21PM UTC aleCombi github
86.67
10945521410 master Update dependencies: BenchmarkTools, IterTools. Benchmarking lazy or eager schedule and daycount fractions generation push 19 Sep 2024 05:01PM UTC aleCombi github
100.0
10938705889 master Renamed schedule rules for brevity push 19 Sep 2024 10:01AM UTC aleCombi github
100.0
10938557374 master Update DerivativesPricer.jl to include Exponential interest method push 19 Sep 2024 09:51AM UTC aleCombi github
100.0
See All Builds (19)
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