wegamekinglc / Derivatives-Algorithms-Lib
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LAST BUILD ON BRANCH copilot/explore-codebase-implementation-plan
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coverage: 75.14% (+1.1%) from 74.053%
26640571235

Pull #63

github

wegamekinglc 
remove CMakeCache.txt and CMakeFiles folder
Pull Request #63: Add convention-driven multi-curve calibration instruments and staged bootstrap support

384 of 407 new or added lines in 9 files covered. (94.35%)

41 existing lines in 6 files now uncovered.

4827 of 6424 relevant lines covered (75.14%)

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Source Files on copilot/explore-codebase-implementation-plan

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26640571235 copilot/explore-codebase-implementation-plan remove CMakeCache.txt and CMakeFiles folder Pull #63 wegamekinglc github
75.14
26461421802 copilot/explore-codebase-implementation-plan Add fallback ycinstrument tests Agent-Logs-Url: https://github.com/wegamekinglc/Derivatives-Algorithms-Lib/sessions/b1f02a17-6a06-479c-8555-4590357cfb0b Co-authored-by: wegamekinglc <1821668+wegamekinglc@users.noreply.github.com> Pull #63 web-flow github
75.15
26278109618 copilot/explore-codebase-implementation-plan Add more calibration usage examples Agent-Logs-Url: https://github.com/wegamekinglc/Derivatives-Algorithms-Lib/sessions/e78add51-81b5-4403-ab70-c6251c8b070d Co-authored-by: wegamekinglc <1821668+wegamekinglc@users.noreply.github.com> Pull #63 web-flow github
75.06
26245635695 copilot/explore-codebase-implementation-plan Fix stub coupon months and HasForward discount fallback alignment Use CouponMonths(unadjustedStart_, unadjustedEnd_) instead of tenor.Months() for every period's DayBasis context, so stub periods get the correct nominal interval for conventions l... Pull #63 wegamekinglc github
75.06
26200745049 copilot/explore-codebase-implementation-plan Fix cyclomatic complexity in DateGenerateByPeriod Split forward and backward date generation into separate helpers to reduce cyclomatic complexity below the Codacy limit of 8. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com> Pull #63 wegamekinglc github
75.06
26200746499 copilot/explore-codebase-implementation-plan Merge 8f8e96ef9 into 9f4e67683 Pull #63 web-flow github
75.06
26183361068 copilot/explore-codebase-implementation-plan Fix undeclared MAX_RELEVANT_DATES_PER_INSTRUMENT in calibration.cpp The PR #63 introduced a call to this constant in the InstrumentDates function, but the constant was never defined. Add it as a constexpr in the anonymous namespace. The value is ... Pull #63 wegamekinglc github
75.07
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