• Home
  • Features
  • Pricing
  • Docs
  • Announcements
  • Sign In

binary-com / perl-Math-Business-BlackScholes-Binaries-Greeks
96%
master: 96%

Build:
Build:
LAST BUILD BRANCH: negative_rates
DEFAULT BRANCH: master
Repo Added 22 Oct 2014 10:38AM UTC
Files 7
Badge
Embed ▾
README BADGES
x

If you need to use a raster PNG badge, change the '.svg' to '.png' in the link

Markdown

Textile

RDoc

HTML

Rst

LAST BUILD ON BRANCH negative_rates
branch: negative_rates
CHANGE BRANCH
x
Reset
  • negative_rates
  • dev
  • master

pending completion
22

push

travis-ci

mwmiller
Add support for negative rates on barrier options.

Instead of flooring to zero as done in the pricing module, here we need
a very small value to avoid similar divide by 0 problems. For this,
we use the "SMALL_VALUE_MU" which seems tailor-made for the purpose.

Also, some cleanup and rationalization of the test file to make it
easier to understand both the source and output. Plus, of course, adding
a couple test cases for the improved functions.

All of the values seem reasonable to the untrained eye.

634 of 657 relevant lines covered (96.5%)

305.46 hits per line

Relevant lines Covered
Build:
Build:
657 RELEVANT LINES 634 COVERED LINES
305.46 HITS PER LINE
Source Files on negative_rates
  • List 0
  • Changed 0
  • Source Changed 0
  • Coverage Changed 0
Coverage ∆ File Lines Relevant Covered Missed Hits/Line

Recent builds

Builds Branch Commit Type Ran Committer Via Coverage
22 negative_rates Add support for negative rates on barrier options. Instead of flooring to zero as done in the pricing module, here we need a very small value to avoid similar divide by 0 problems. For this, we use the "SMALL_VALUE_MU" which seems tailor-made for... push 23 Apr 2015 11:02AM UTC mwmiller travis-ci pending completion  
See All Builds (16)
  • Repo on GitHub
STATUS · Troubleshooting · Open an Issue · Sales · Support · CAREERS · ENTERPRISE · START FREE · SCHEDULE DEMO
ANNOUNCEMENTS · TWITTER · TOS & SLA · Supported CI Services · What's a CI service? · Automated Testing

© 2025 Coveralls, Inc