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wegamekinglc / Derivatives-Algorithms-Lib
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Repo Added 16 Jan 2021 06:31AM UTC
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27 Jun 2026 01:07PM UTC coverage: 81.297%. Remained the same
28290116057

Pull #159

github

web-flow
Merge 0be99bcb9 into 929c69a38
Pull Request #159: docs: migrate Dupire local-volatility methodology

6294 of 7742 relevant lines covered (81.3%)

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Source Files on docs/add-dupire-methodology
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Builds Branch Commit Type Ran Committer Via Coverage
28290116057 docs/add-dupire-methodology Merge 0be99bcb9 into 929c69a38 Pull #159 27 Jun 2026 01:43PM UTC web-flow github
81.3
28290107300 docs/add-dupire-methodology docs: migrate Dupire local-volatility methodology out of source Phase 3 (comment migration), Wave 1: dupire.hpp and ivs.hpp carried methodology prose (the Dupire formula, the central-difference IVS inversion, the 2.5-sigma strike cutoff, the AT... push 27 Jun 2026 01:25PM UTC wegamekinglc github
81.15
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