lakshmiDRIP / DROP / 524 / 1
33%
master: 33%

DEFAULT BRANCH: master
Ran
Files 2712
Run time 51min
Badge
Embed ▾
README BADGES
x

If you need to use a raster PNG badge, change the '.svg' to '.png' in the link

Markdown

Textile

RDoc

HTML

Rst
coverage: 38.373%. First build
524.1

push

travis-ci

lakshmiDRIP 
Features:

	- LIBOR6M - LIBOR12M IR Sensitivity Covariance (2, 3)
	- LIBOR1M - PRIME IR Sensitivity Covariance (5, 6)
	- LIBOR1M - MUNICIPAL IR Sensitivity Covariance (8, 9)
	- LIBOR3M - PRIME IR Sensitivity Covariance (11, 12)
	- LIBOR3M - MUNICIPAL IR Sensitivity Covariance (14, 15)
	- LIBOR6M - PRIME IR Sensitivity Covariance (17, 18)
	- LIBOR6M - MUNICIPAL IR Sensitivity Covariance (20, 21)
	- LIBOR12M - PRIME IR Sensitivity Covariance (23, 24)
	- LIBOR12M - MUNICIPAL IR Sensitivity Covariance (26, 27)
	- PRIME - MUNICIPAL IR Sensitivity Covariance (29, 30)
	- IR Net Margin Covariance Shell (32)
	- Net Margin Covariance - OIS - OIS (33)
	- Net Margin Covariance - OIS - LIBOR1M (34)
	- Net Margin Covariance - OIS - LIBOR3M (35)
	- Net Margin Covariance - OIS - LIBOR6M (36)
	- Net Margin Covariance - OIS - LIBOR12M (37)
	- Net Margin Covariance - OIS - PRIME (38)
	- Net Margin Covariance - OIS - MUNICIPAL (39)
	- Net Margin Covariance - LIBOR1M - LIBOR1M (40)
	- Net Margin Covariance - LIBOR1M - LIBOR3M (41)
	- Net Margin Covariance - LIBOR1M - LIBOR6M (42)
	- Net Margin Covariance - LIBOR1M - LIBOR12M (43)
	- Net Margin Covariance - LIBOR1M - PRIME (44)
	- Net Margin Covariance - LIBOR1M - MUNICIPAL (45)


Bug Fixes/Clean-up:

Samples:

	- LIBOR3M - LIBOR12M IR Net Sensitivity (1)
	- LIBOR6M - LIBOR12M IR Net Sensitivity (4)
	- LIBOR1M - PRIME IR Net Sensitivity (7)
	- LIBOR1M - MUNICIPAL IR Net Sensitivity (10)
	- LIBOR3M - PRIME IR Net Sensitivity (13)
	- LIBOR3M - MUNICIPAL IR Net Sensitivity (16)
	- LIBOR6M - PRIME IR Net Sensitivity (19)
	- LIBOR6M - MUNICIPAL IR Net Sensitivity (22)
	- LIBOR12M - PRIME IR Net Sensitivity (25)
	- LIBOR12M - MUNICIPAL IR Net Sensitivity (28)
	- PRIME - MUNICIPAL IR Net Sensitivity (31)

103029 of 268490 relevant lines covered (38.37%)

0.38 hits per line

Source Files on job 524.1