lakshmiDRIP / DROP / 575 / 1
33%
master: 33%

DEFAULT BRANCH: master
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Files 2759
Run time 2min
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coverage: 37.795% (-0.1%) from 37.899%
575.1

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lakshmiDRIP 
Features:

	- Curvature Margin Covariance OIS OIS (1, 2)
	- Curvature Margin Covariance LIBOR1M LIBOR1M (3)
	- Curvature Margin Covariance LIBOR3M LIBOR3M (4, 5)
	- Curvature Margin Covariance LIBOR6M LIBOR6M (6)
	- Curvature Margin Covariance LIBOR12M LIBOR12M (7, 8)
	- Curvature Margin Covariance PRIME PRIME (9)
	- Curvature Margin Covariance MUNICIPAL MUNICIPAL (10, 11)
	- Curvature Margin Covariance OIS LIBOR1M (12)
	- Curvature Margin Covariance OIS LIBOR3M (13, 14)
	- Curvature Margin Covariance OIS LIBOR6M (15)
	- Curvature Margin Covariance OIS LIBOR12M (16, 17)
	- Curvature Margin Covariance OIS PRIME (18)
	- Curvature Margin Covariance OIS MUNICIPAL (19, 20)
	- Curvature Margin Covariance LIBOR1M LIBOR3M (21)
	- Curvature Margin Covariance LIBOR1M LIBOR6M (22, 23)
	- Curvature Margin Covariance LIBOR1M LIBOR12M (24)
	- Curvature Margin Covariance LIBOR1M PRIME (25, 26)
	- Curvature Margin Covariance LIBOR1M MUNICIPAL (27)
	- Curvature Margin Covariance LIBOR3M LIBOR6M (28, 29)
	- Curvature Margin Covariance LIBOR3M LIBOR12M (30)
	- Curvature Margin Covariance LIBOR3M PRIME (31, 32)
	- Curvature Margin Covariance LIBOR3M MUNICIPAL (33)
	- Curvature Margin Covariance LIBOR6M LIBOR12M (34, 35)
	- Curvature Margin Covariance LIBOR6M PRIME (36)
	- Curvature Margin Covariance LIBOR6M MUNICIPAL (37, 38)
	- Curvature Margin Covariance LIBOR12M PRIME (39)
	- Curvature Margin Covariance LIBOR12M MUNICIPAL (40, 41)
	- Curvature Margin Covariance PRIME MUNICIPAL (42)
	- IR Sensitivity Margin Curvature Aggregate (43, 44)


Bug Fixes/Clean-up:

Samples:

	- CT Delta Sensitivity Margin (45)
	- CT Vega Sensitivity Margin (46)
	- CT Curvature Sensitivity Margin (47)
	- EQ Delta Sensitivity Margin (48)
	- EQ Vega Sensitivity Margin (49)
	- EQ Curvature Sensitivity Margin (50)

103056 of 272670 relevant lines covered (37.8%)

0.38 hits per line

Source Files on job 575.1