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lakshmiDRIP / DROP / 569 / 1
33%
master: 33%

Build:
DEFAULT BRANCH: master
Ran 20 Sep 2018 01:08AM UTC
Files 2754
Run time 1min
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20 Sep 2018 12:54AM UTC coverage: 37.967% (-0.006%) from 37.973%
569.1

push

travis-ci

lakshmiDRIP
Features:

	- Bucket Vega Settings HVR #1 (1, 2)
	- Risk Measure Sensitivity Settings #1 (3)
	- Risk Measure Sensitivity Settings #2 (7)
	- SIMM Common Curvature Settings - Shell (8)
	- Curvature Margin Covariance Scale Factor (9)
	- Curvature Scaling Tenor Settings Function (10)
	- SIMM Common Curvature Settings - Init (11, 12, 13)
	- ISDA Container Curvature Settings Initialization (14, 15)
	- Bucket Curvature Parameter Settings - Shell (16)
	- Curvature Settings Tenor Scaling Function (17)
	- Bucket Curvature Covariance Scaling Factor (18)
	- Bucket Curvature Settings Constructor Annotation (19, 20, 21)
	- Bucket Curvature Settings ISDA Standard (22, 23, 24)
	- Bucket Curvature Settings ISDA #1 (26, 27)
	- Bucket Curvature Settings ISDA #2 (28, 29)
	- Bucket Curvature Settings ISDA #3 (30, 31)
	- Equity Delta Sensitivity Settings #1 (32, 33)
	- Equity Delta Sensitivity Settings #2 (34, 35)
	- Equity Delta Sensitivity Settings #3 (36, 37)
	- ISDA Equity Vega Settings #1 (38, 39)
	- ISDA Equity Vega Settings #2 (40, 41)
	- ISDA Equity Vega Settings #3 (42, 43)
	- ISDA Commodity Delta Settings #1 (44, 45)
	- ISDA Commodity Delta Settings #2 (46, 47)
	- ISDA Commodity Delta Settings #3 (48, 49)
	- ISDA Commodity Vega Settings #1 (50, 51)
	- ISDA Commodity Vega Settings #2 (52, 53)
	- ISDA Commodity Vega Settings #3 (54, 55)
	- ISDA FX Delta Settings #1 (56)
	- ISDA FX Delta Settings #2 (57, 58)
	- ISDA FX Delta Settings #3 (59, 60)


Bug Fixes/Clean-up:

	- Eliminate Bucket Curvature Settings Container (25)


Samples:

	- Equity Vega SIMM Margin (4)
	- Commodity Vega SIMM Margin (5)
	- FX Vega SIMM Margin (6)

103055 of 271436 relevant lines covered (37.97%)

0.38 hits per line

Source Files on job 569.1
  • Tree
  • List 0
  • Changed 6
  • Source Changed 3
  • Coverage Changed 6
Coverage ∆ File Lines Relevant Covered Missed Hits/Line
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