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

wegamekinglc / Derivatives-Algorithms-Lib
81%
master: 81%

Build:
Build:
LAST BUILD BRANCH: docs/full-review-and-perf-reflect
DEFAULT BRANCH: master
Repo Added 16 Jan 2021 06:31AM UTC
Token RCHt5bHBHiesAZrXN9ctLtgBNi9sbYmV8 regen
Build 3548 Last
Files 221
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 chore/fix-math-bugs
branch: chore/fix-math-bugs
CHANGE BRANCH
x
Reset
Sync Branches
  • chore/fix-math-bugs
  • china_2025
  • chore/add-doc-writer-to-orchestrator-team
  • chore/api-dedup-safe
  • chore/ban-volatile-mutable
  • chore/curve-dedup-step1
  • chore/curve-dedup-step2
  • chore/curve-dedup-step3
  • chore/curve-hoist-helpers
  • chore/dedup-black-bachelier
  • chore/dedup-cg-bcg
  • chore/dedup-curve
  • chore/dedup-dal-public
  • chore/dedup-math-structural
  • chore/dedup-model-indice
  • chore/dedup-script
  • chore/fix-infra-bugs
  • chore/fix-io-protocol-indice-bugs
  • chore/fix-model-bugs
  • chore/fix-script-bugs
  • chore/phase7-curve-trim
  • chore/remove-co-authored-by-from-guides
  • chore/simplify-comments-phase1
  • chore/simplify-comments-phase2
  • chore/simplify-comments-phase3
  • chore/simplify-comments-phase4
  • chore/simplify-comments-phase5
  • chore/simplify-comments-phase6
  • chore/simplify-comments-phase8
  • chore/simplify-comments-phase9
  • chore/trim-curve-comments
  • chore/trim-dupire-comments
  • chore/trim-script-comments
  • chore/trim-small-residuals
  • ci/expand-ci-to-public-subprojects
  • ci/matrix-workflow
  • copilot/add-test-coverage-analysis
  • copilot/analyze-test-coverage
  • copilot/analyze-test-coverage-again
  • copilot/design-web-ui-derivatives-portfolio-management
  • copilot/enhance-yield-curve-framework
  • copilot/explore-codebase-implementation-plan
  • copilot/explore-codebase-yield-curve-modeling
  • copilot/override-function-gradient-calibration
  • copilot/refactor-script-engine
  • dependabot/github_actions/actions/checkout-3
  • dependabot/github_actions/actions/checkout-4
  • dependabot/github_actions/actions/checkout-5
  • dependabot/github_actions/actions/checkout-6
  • dependabot/github_actions/actions/checkout-6.0.2
  • dependabot/github_actions/actions/checkout-6.0.3
  • dependabot/github_actions/actions/checkout-7.0.0
  • dependabot/github_actions/astral-sh/setup-uv-8.2.0
  • dependabot/github_actions/astral-sh/setup-uv-caf0cab7a618c569241d31dcd442f54681755d39
  • dependabot/npm_and_yarn/webui/frontend/multi-f57e1e291f
  • dependabot/npm_and_yarn/webui/frontend/vite-8.0.16
  • dependabot/uv/dal-web/backend/starlette-1.3.1
  • docs/add-black-scholes-methodology
  • docs/add-dupire-methodology
  • docs/add-matrix-methodology
  • docs/add-no-dup-and-comment-style-rules
  • docs/add-pde-methodology
  • docs/add-quadrature-methodology
  • docs/add-random-methodology
  • docs/claude-config-sync
  • docs/copilot-instructions-guidance
  • docs/design-api-shape-dedup
  • docs/fix-documentation-consistency
  • docs/full-quality-pass
  • docs/full-review-and-perf-reflect
  • docs/improve-readme-formatting
  • docs/markdown-table-alignment-and-cleanup
  • docs/migrate-curve-comments
  • docs/migrate-script-comments
  • docs/migrate-small-residuals
  • docs/ptirds-curve-extension-plan
  • docs/restructure-and-webui-rename
  • docs/simplify-comments-phase0
  • docs/simplify-comments-phase7
  • experimental
  • feature/aad-methodology-doc
  • feature/adept-aad-backend
  • feature/adept-expr-tape-tests
  • feature/agent-team-design
  • feature/agents-tdd-worktree
  • feature/analytic-jacobian-backend-abstraction
  • feature/analytic-jacobian-rename
  • feature/code-style-fixes
  • feature/codipack-aad-backend
  • feature/codipack-polish
  • feature/comment-migration-docs
  • feature/coverage-build-flag
  • feature/currency-unit-tests
  • feature/curve-jacobian-default-analytic
  • feature/curve-jacobian-mode-flag
  • feature/dal-doc-writer-agent
  • feature/dal-pr-review-agent
  • feature/dal-python-uv-modernization
  • feature/dal-refactor-docs
  • feature/dal-refactor-full
  • feature/dal-refactor-phase0-phase1
  • feature/dal-refactor-phase2
  • feature/dal-refactor-phase3
  • feature/dal-refactor-phase4
  • feature/dal-refactor-phase5
  • feature/dal-unit-test-write-agent
  • feature/dal-web-playwright-e2e
  • feature/docs-interp-logdf-calibration-examples
  • feature/docs-table-style-guidance
  • feature/docs-webui-startup
  • feature/enforce-worktree-dal-dev-workflow
  • feature/euribor3m-curve-calibration-example
  • feature/expose-curve-calibration-to-python-and-excel
  • feature/harden-dal-pr-review-agent
  • feature/joint-curve-base-layering
  • feature/log-linear-interp-and-refactor
  • feature/multi-curve-joint-calibration
  • feature/normal-expectation-quadrature
  • feature/piecewise-linear-curve-tests
  • feature/ptirds-log-discount-curve
  • feature/ptirds-single-currency-curve
  • feature/pybind11-migration
  • feature/pybind11-submodule
  • feature/remove-precompute-self-param
  • feature/rename-skills-dal-prefix
  • feature/reorg-miscs-to-subfolders
  • feature/script-engine-test-coverage
  • feature/serialization-tests-and-skills
  • feature/sync-agent-doc-guidance
  • feature/webui-redesign-industrial-terminal
  • feature/windows-ci-workflow
  • feature/ycinstrument-polymorphic-calibration
  • feature/yield-curve-calibration
  • feature/yield-curve-jacobian-example
  • fix/adept-cmake-definitions
  • fix/arrayn-dimension-validation
  • fix/calibration-build-constant
  • fix/cg-shadow-vector-alloc
  • fix/code-style-param-naming
  • fix/doc-writer-methodology-refs
  • fix/machinist-cmake-compiler-id
  • fix/msvc-ndarray-test-parsing
  • fix/nodiscard-warnings-script-tests
  • fix/priority-8-test-cosmetics-and-guidance
  • fix/readme-build-badge
  • fix/underdetermined-guidance-and-xad-default
  • fix/upgrade-vite-plugin-react-for-vite8
  • fix/xccy-calibration-budget
  • fix/xccy-calibration-coverage
  • fix/yield-curve-inverse-jacobian-units
  • master
  • old_virtual_dispatch
  • perf/bench-infrastructure
  • perf/enable-fp-contract-all-compilers
  • perf/p1-tape-rewind-p5-zeroadjoints
  • perf/p2-sparse-jacobian
  • perf/p3-pde-decomp-caching
  • perf/p4-sobol-no-polish
  • perf/p6-p7-p8-kernel-opts
  • perf/p7-p8-fused-sweeps
  • refactor/rename-calibratedyieldcurve-to-curveblock
  • refs/heads/master
  • refs/pull/5/merge
  • revert/ptirds-101
  • use_codi
  • wegamekinglc-perf-improvements
  • worktree-agent-a344d3a27476b1053

27 Jun 2026 07:45AM UTC coverage: 80.505%. Remained the same
28282930145

Pull #149

github

wegamekinglc
Fix math bugs: dedup AAD NPDF/NCDF, correct two error messages

- De-duplicate the NPDF/NCDF formula that was copy-pasted across the
  Adept, XAD, and CoDiPack branches in expr.hpp. Replace the three
  per-backend copies with one shared definition plus named constants
  (INV_SQRT_2PI, SQRT_2), eliminating the risk of silent cross-backend
  constant drift in a derivatives library.
- Keep the shared overload constrained to const Number_& (matching the
  original Adept signature) rather than a generic template<T_>: a generic
  template hijacks double overload resolution, pulling the backend erfc
  into plain-double BlackOpt call sites and crashing TestBlackScholesAAD
  under Adept.
- Correct the BachelierIV REQUIRE message ('BlackIV' -> 'BachelierIV').
- Correct the BCGSolve THROW message ('CGSolve' -> 'BCGSolve').
Pull Request #149: fix: dedup AAD NPDF/NCDF and correct two error messages

1 of 2 new or added lines in 2 files covered. (50.0%)

6285 of 7807 relevant lines covered (80.5%)

3162620.5 hits per line

Relevant lines Covered
Build:
Build:
7807 RELEVANT LINES 6285 COVERED LINES
3162620.5 HITS PER LINE
Source Files on chore/fix-math-bugs
  • Tree
  • List 218
  • Changed 3
  • Source Changed 3
  • Coverage Changed 0
Coverage ∆ File Lines Relevant Covered Missed Hits/Line

Recent builds

Builds Branch Commit Type Ran Committer Via Coverage
28282930145 chore/fix-math-bugs Fix math bugs: dedup AAD NPDF/NCDF, correct two error messages - De-duplicate the NPDF/NCDF formula that was copy-pasted across the Adept, XAD, and CoDiPack branches in expr.hpp. Replace the three per-backend copies with one shared definition... Pull #149 27 Jun 2026 08:03AM UTC wegamekinglc github
80.5
28282938157 chore/fix-math-bugs Merge 0d39db2f0 into eb181c2e8 Pull #149 27 Jun 2026 08:03AM UTC web-flow github
80.5
See All Builds (2160)

Badge your Repo: Derivatives-Algorithms-Lib

We detected this repo isn’t badged! Grab the embed code to the right, add it to your repo to show off your code coverage, and when the badge is live hit the refresh button to remove this message.

Could not find badge in README.

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

Refresh
  • Settings
  • 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

© 2026 Coveralls, Inc