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wegamekinglc / Derivatives-Algorithms-Lib
75%
master: 74%

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Repo Added 16 Jan 2021 06:31AM UTC
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22 May 2026 08:50AM UTC coverage: 75.058% (+1.0%) from 74.053%
26278109618

Pull #63

github

web-flow
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 Request #63: Add convention-driven multi-curve calibration instruments and staged bootstrap support

384 of 414 new or added lines in 9 files covered. (92.75%)

4827 of 6431 relevant lines covered (75.06%)

3883077.01 hits per line

Relevant lines Covered
Build:
Build:
6431 RELEVANT LINES 4827 COVERED LINES
3883077.01 HITS PER LINE
Source Files on copilot/explore-codebase-implementation-plan
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  • Changed 11
  • Source Changed 11
  • Coverage Changed 10
Coverage ∆ File Lines Relevant Covered Missed Hits/Line

Recent builds

Builds Branch Commit Type Ran Committer Via Coverage
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 24 May 2026 06:16AM UTC 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 21 May 2026 06:39PM UTC 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 21 May 2026 01:57AM UTC wegamekinglc github
75.06
26200746499 copilot/explore-codebase-implementation-plan Merge 8f8e96ef9 into 9f4e67683 Pull #63 21 May 2026 01:57AM UTC 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 20 May 2026 06:59PM UTC wegamekinglc github
75.07
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