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Build # 27238318039

Build Type

Pull #2621

github

Committed by web-flow

Commit Message

Merge f115c2985 into 020372396

Pull Request Pull Request #2621: Add `GaussianCopulaSpreadEngine` for spread option pricing

Coverage Stats

51 of 51 new or added lines in 1 file covered. (100.0%)

1 existing line in 1 file now uncovered.

59219 of 79146 relevant lines covered (74.82%)

8614468.54 hits per line