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lakshmiDRIP / DROP / 517 / 1
33%
master: 33%

Build:
DEFAULT BRANCH: master
Ran 24 Jul 2018 11:20PM UTC
Files 2702
Run time 102min
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24 Jul 2018 10:04PM UTC coverage: 38.524% (-0.02%) from 38.54%
517.1

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lakshmiDRIP
Features:

	- SIMM Product Specific Component - Shell (3)
	- Product Specific Component - Add On (4)
	- Product Specific Component - Notional Factor (5)
	- Product Specific Component - Constructor Annotation (6, 7, 8)
	- SIMM Additional Initial Margin - Shell (9)
	- Additional IM - Add On Fixed (10)
	- Additional IM - Product Component Array (11)
	- Rates FX Scale IM Multiplier (12)
	- Credit Add On Multiplicative Scale (13)
	- Equity Add On Multiplicative Scale (14)
	- Commodity Add On Multiplicative Scale (15)
	- Additional Initial Margin Constructor Annotation (16, 17, 18)
	- Initial Margin Product Add On (19, 20)
	- Initial Margin Total Add On (21)
	- Additional IM Product Map #1 (22, 23)
	- Additional IM Product Map #2 (24, 25)
	- Additional IM Product Map #2 (26, 27)
	- Additional Initial Margin - Factory Instance (30, 31)
	- Risk Product Class Initial Margin (32, 33)
	- Risk Class Initial Margin - Shell (34)
	- Risk Class Initial Margin - Delta (35)
	- Risk Class Initial Margin - Vega (36)
	- Risk Class Initial Margin - Curvature (37)
	- Risk Class Initial Margin - Base Correlation (38)
	- Risk Class Initial Margin - Constructor (39, 40, 41)
	- Risk Class Initial Margin - Total (42)
	- Product Class Composite Initial Margin (43)
	- Product Composite Total Initial Margin (44)
	- Product Class Initial Margin - Shell (45)
	- Product Class Initial Margin - IR (46)
	- Product Class Initial Margin - CRQ (47)
	- Product Class Initial Margin - CRNQ (48)
	- Product Class Initial Margin - EQ (49)
	- Product Class Initial Margin - FX (50)
	- Product Class Initial Margin - CT (51)
	- Product Class Initial Margin - Constructor (52, 53, 54)
	- Product Class IM Total #1 (55, 56)
	- Product Class IM Total #2 (57, 58)
	- Product Class IM Total #3 (59, 60)


Bug Fixes/Clean-up:

	- ISDA SIMM 2.0 Add On Estimator (1)
	- Product Class Multiplicative Scale Revamp (2)
	- Delete Specific Product Component Map (28)
	- ISDA SIMM Add-On Estimator (29)


Samples:

102971 of 267293 relevant lines covered (38.52%)

0.39 hits per line

Source Files on job 517.1
  • Tree
  • List 0
  • Changed 14
  • Source Changed 11
  • Coverage Changed 4
Coverage ∆ File Lines Relevant Covered Missed Hits/Line
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