lballabio / QuantLib

74%

master: 74%

LAST BUILD ON BRANCH feature/crosscurrency-helper

branch: feature/crosscurrency-helper

CHANGE BRANCH

x

Reset

• feature/crosscurrency-helper
• 1.19
• 1.22
• 1.27.1
• 20.04
• Latent_Model_perf_fix
• VannaVolga
• VannaVolga2
• accrued-period
• actact
• add-asian-option-example
• add-continuous-asian-running-average
• add_cmake_runners-latest_matrix_workflow
• amortizing-bonds
• appveyor-warnings-as-errors
• apt-update
• asian_basket
• assume-ublas-works
• auto_link_ql_hpp
• auto_ptr
• autotools
• avoid_div_zero
• basis-swap-helper
• bessel-tolerance
• black-bond-engine
• bma-index
• bond-constructors
• bond-test
• brl_cdi
• c++11-checks
• calendars
• calibration-helper
• calibration-helper-term-structure
• callable-bond-fix
• callable-implied-vol
• canada-holiday
• canadian-check
• cash_div
• cashflows-settings
• catalina-warning
• cds-isda
• china_2025
• chrono
• ci-ccache
• clang-15
• clang-tidy-11
• clang-tidy-12
• clang-tidy-fixes-master
• clang-tidy-fixes-refs/heads/master
• clang-tidy-fixes-refs/heads/test-clang-tidy
• clang12
• class-friend-class
• clean-break-after-return
• cmake-library-tag
• cmake-openmp
• codacy
• codeql
• codeql-v2
• config-c++11
• constexpr
• constexpr-null
• constraint-reference
• convertible-dividends
• copyright-check
• coverage
• coverall-test
• coverall-with-autotools
• coveralls
• coveralls-action
• coveralls-test
• cpi-cap-floor
• cpi-coupon
• cpi-growth-only
• cpi-interpolation
• cpi-price-surface
• cpp20
• cpp20build
• daycounters
• dependabot/github_actions/actions/cache-3
• dependabot/github_actions/actions/cache-v2.1.4
• dependabot/github_actions/actions/checkout-3
• dependabot/github_actions/actions/checkout-5
• dependabot/github_actions/actions/checkout-6
• dependabot/github_actions/actions/stale-10
• dependabot/github_actions/actions/stale-4
• dependabot/github_actions/actions/stale-5
• dependabot/github_actions/actions/stale-6
• dependabot/github_actions/actions/upload-artifact-3
• dependabot/github_actions/actions/upload-artifact-5
• dependabot/github_actions/github/codeql-action-4
• dependabot/github_actions/microsoft/msvc-code-analysis-action-0.1.1
• dependabot/github_actions/peter-evans/create-pull-request-4
• deprecate-functionals
• deprecate-nominal-term-structure
• deprecate-null
• deprecate-payoff-wrapper
• deprecated
• deprecated-1-22
• deprecated-1.16
• deprecated-1.19
• deprecated-1.21
• deprecated-1.23
• deprecated-1.24
• deprecated-1.33
• deprecated-1.34
• deprecated-1.35
• deprecated-1.36
• deprecated-headers
• deprecated-pricer-methods
• deprecation-warnings
• deprecation-warnings-vc15
• disable-disposable
• disposable
• double-constexpr-for-generic-Real
• doxygen
• ensure-bootstrap
• eom
• error-macros
• evaluation-date-noop
• experimental
• experimental-fx
• failing-test
• feature/28d-freq
• feature/additional-vars
• feature/calendar-advance-unadjusted-eom
• feature/const-notional-xccy
• feature/custom-ibor-index
• feature/deposit-fra-for-dates
• feature/eurlibor
• feature/fast-eval-ois-swap
• feature/fix-aad-compatibility
• feature/fix-bootstrap-vars-test
• feature/from-var-static-assert
• feature/future-convadj-quote-cache
• feature/futures-conv-quote
• feature/fwd-spreaded-interpolation
• feature/fwd-zero-termstructure
• feature/fx-options-utils
• feature/fxswap-fordates
• feature/global-bootstrap-errors-fn
• feature/global-bootstrap-transform
• feature/ho-lee
• feature/holiday-list-empty
• feature/inflation-curve-lazy-base-date
• feature/inflation-helpers-fordates
• feature/inflation-helpers-swap
• feature/iter-bootstrap-dates
• feature/math-comparison-includes
• feature/mixed-mode-cleanup
• feature/null-constexpr
• feature/ois-rate-helper-bdc
• feature/ois-rate-helper-overnight-cal
• feature/optionlet-frequency
• feature/overnight-future-helper-register
• feature/overnight-future-register
• feature/penalty-function
• feature/piecewise-forward-spreaded-ts
• feature/psyc-traits-public
• feature/ql-ore-coupons-alignment
• feature/ql-time-calendar
• feature/quotehandle-ois-spread
• feature/relink-handle-reset
• feature/remove-bootstrap-error
• feature/remove-saved-eval-date
• feature/saron-index
• feature/schedule-remove-null-calendar
• feature/simple-quote-final
• feature/simplify-infl-period
• feature/spread-discount-curve
• feature/swap-helper-bdc
• feature/th-holidays-2025
• feature/thirty360-us
• feature/ufr-rounding
• feature/update-singapore-calendar-2025
• feature/zc-infl-helper-refactor
• feature/zcif-leg-bps
• feature/zero-spread-no-dc
• fix-include-in-quotes-master
• fix-multicubicspline-reference
• fix-vector-initialiser
• fix/AFR-constructr-segfault
• fix/ad-hook-linux/choi-asian-engine
• fix/ad-initializer-list
• fix/array-constructor
• fix/linear-regression
• fixed-ibor-coupon
• fra-empty-discount
• functors
• g2bounds
• global-bootstrap
• header-only-test
• helper-to-lambda
• himalaya
• hotfix/mxv-data-assignment
• hotfix/small-opt-vv-price
• hotfix/strike-from-delta
• implied-hazard-rate
• inflation-caplet-fixing
• inflation-pricer
• inflation-zero-rate
• inflationcashflows
• initialization-lists
• initializer-list-constructors
• interpolated-zero-inflation
• interpolatedfixing
• intraday-serial-number
• isnan
• issue-1695
• issue-1695-part2
• jumps-no-reference
• juneteenth
• kinetic
• kirk-theta
• lambda-return-types
• lcov
• lgtm
• master
• mexico-all-souls-day
• missing-typedef
• mixed-eol
• modernize-all
• modernize-loop-convert
• modernize-make-shared
• modernize-others
• modernize-pass-by-value
• modernize-use-auto
• modernize-use-default-member-init
• modernize-use-emplace
• modernize-use-nullptr
• modernize-use-override
• modernize-use-using
• more-checks
• more-convertible-rework
• more-ex-coupon
• move-constructors
• msvc-analysis-2022
• multicurve-example
• multicurve_bootstrap
• natural_cubic_spline_fitter
• newzealand
• no-gnu-make
• no-smart-period-string
• no-vc2012
• no-workaround
• nominal-curve
• normalized-period
• null
• null-pointer-checks
• ois-helper-pillar
• ois-sanitize
• overnightfutures
• partial-time-barrier-put-option
• patch-1
• perpetual-futures-style-fix
• perpetual_futures
• pkg-config
• prerelease-check/travis-nondefaultconfig
• pull-request-1183
• pull-request-1218
• qldev_vp1
• quantlibbenchmark_spaces
• range-accrual-schedule
• real-or-handle-variant
• recalculate-fix
• refs/heads/master
• refs/tags/1.22rc
• refs/tags/1.23-rc
• refs/tags/1.24rc
• refs/tags/1.25rc
• refs/tags/1.26rc
• refs/tags/1.27rc
• refs/tags/1.28-rc
• refs/tags/QuantLib-v1.19
• refs/tags/QuantLib-v1.20
• refs/tags/QuantLib-v1.21
• refs/tags/QuantLib-v1.22
• refs/tags/QuantLib-v1.23
• refs/tags/QuantLib-v1.24
• refs/tags/QuantLib-v1.25
• refs/tags/QuantLib-v1.26
• refs/tags/QuantLib-v1.27
• refs/tags/QuantLib-v1.27.1
• refs/tags/QuantLib-v1.28
• remove-deprecated
• remove_mat_date_latest_relevant_date
• replace-bind-with-lambdas
• replace-scoped-ptr
• revert-1491
• revert-985-no-vc2012
• rounding
• sabr
• sabr-guess
• sabr-ref-date
• set-to-rc-master
• shared_array
• shir-calendar
• singleton
• slow-test
• sobol_speedup
• sofr-helper-defaults
• soft-barrier-impl
• std-any
• std-log-exp
• std_any_ON_in_CMakeLists.txt
• string-conversions
• swap-type
• test
• test-callable
• test-clang-tidy
• test-error-destructor
• test-fix
• test-msvc-warning-push
• test-noexcept-hack
• test-remove-clang-pragmas
• test-times
• test-travis-stages
• test-tuple
• thai-calendar-fixes
• thirty360
• thirty365-date-adjustment-rules
• thread-key
• thread-safe-observable-20
• tidy-fixes
• tidy-latest
• tidy-std
• tonar
• travis-matrix
• tsobs11
• typo_uniform1dmesher
• uk-spring-2022
• unique_ptr
• unused
• unused-old-fd
• unused_classes
• update-copyright-list-master
• update-generated-headers-automated-prs
• update-generated-headers-master
• update-license-links-license-url
• update-license-links-master
• update-tidy
• update-version-for-release-master
• uscalendars
• variant-ois-helper-rate
• vc2013
• warning_C4702-unreachable_code
• warnings
• xabr-types
• yoy-inflation

Build # 19710167446

Build Type

Pull #2367

github

Committed by web-flow

Commit Message

Merge 673ab76d0 into 924d4ad0e

Pull Request Pull Request #2367: Add CrossCurrencySwapRateHelper for cross-currency swap bootstrapping

Run Details

80 of 86 new or added lines in 1 file covered. (93.02%)

159 existing lines in 10 files now uncovered.

57136 of 76860 relevant lines covered (74.34%)

8798009.59 hits per line