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wegamekinglc / Derivatives-Algorithms-Lib
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21 Jul 2026 07:10PM UTC coverage: 89.241%. Remained the same
29860366914

Pull #250

github

wegamekinglc
docs: address review feedback on example safety and completeness

Mirror the safety/setup patterns the real example programs use, resolving
all four Copilot review comments on commit 5bf01020:

- black_scholes.md: the Monte Carlo benchmark line referenced discounts,
  fwd, and volStd without defining them, so the fenced block was not
  self-contained. Add the de-annualized setup lines exactly as in
  euorpean_mc.cpp (discounts = exp(-rate*t), cost-of-carry forward, and
  sigma*sqrt(T)), which also shows the "caller supplies forward and
  sigma*sqrt(T)" kernel concretely.
- interpolation.md, log_discount_curve.md, yield_curve.md: the
  dynamic_cast<DiscountLogDF_*> result was dereferenced without a null
  check, which is undefined behavior if the calibration spec is not
  LOG_DISCOUNT. Guard each cast with
  REQUIRE(..., "calibrated curve is not a DiscountLogDF_"), matching
  interpolate_curve.cpp.

python3 .github/scripts/check_docs.py passes for all 39 Markdown files.
Pull Request #250: docs: add C++ examples to methodology docs

8319 of 9322 relevant lines covered (89.24%)

2851387.18 hits per line

Relevant lines Covered
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Recent builds

Builds Branch Commit Type Ran Committer Via Coverage
29860366914 feature/docs-cpp-examples docs: address review feedback on example safety and completeness Mirror the safety/setup patterns the real example programs use, resolving all four Copilot review comments on commit 5bf01020: - black_scholes.md: the Monte Carlo benchmark line re... Pull #250 21 Jul 2026 07:17PM UTC wegamekinglc github
89.24
29858938101 feature/docs-cpp-examples docs: fix example accuracy in index parsing and matrix notes Verification of the new examples surfaced two correctness nits: - index_parsing.md: the FxIndexName example named its result `gbpUsd`, but FxIndexName(const Ccy_& domestic, const Ccy... Pull #250 21 Jul 2026 06:57PM UTC wegamekinglc github
89.24
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