lakshmiDRIP / DROP / 592 / 1
33%
master: 33%

DEFAULT BRANCH: master
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Files 2834
Run time 193min
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coverage: 37.037% (-0.01%) from 37.05%
592.1

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lakshmiDRIP 
Features:

	- Risk Factor Aggregate CR #1 (2, 3)
	- Risk Factor Aggregate CR #2 (4, 5)
	- Risk Factor Aggregate CR #3 (6, 7)
	- Risk Factor Aggregate CR #4 (8, 9)
	- Risk Factor Aggregate CR #5 (10, 11)
	- CR Aggregate Cumulative Sensitivity Margin (12, 13)
	- Component Linear Margin Covariance #1 (14, 15)
	- Component Linear Margin Covariance #2 (16)
	- Intra Family Cross Tenor Correlation (17, 18)
	- Extra Family Cross Tenor Correlation (19, 20, 21)
	- Component Linear Margin Covariance #3 (22, 23)
	- Component Linear Margin Covariance #4 (24, 25)
	- CR Component Curvature Margin Covariance (26, 27, 28)
	- SIMM Sensitivity Aggregate CR - Shell (30)
	- CR Component Margin Covariance Map (31)
	- SIMM Sensitivity Aggregate CR - Cumulative (32, 33, 34)
	- SIMM Sensitivity Aggregate CR - Constructor (35, 36, 37)
	- CR Aggregate Linear Margin #1 (38, 39)
	- CR Aggregate Linear Margin #2 (40, 41, 42)
	- CR Bucket Aggregate Curvature Margin (43, 44)
	- CR Risk Factor Sensitivity Aggregate (50, 51)
	- CR Product Aggregate Margin Linear (52, 53)
	- CR Product Aggregate Margin Curvature (54, 55)
	- IR Aggregate Margin Linear/Curvature (56, 57)
	- CR Component Tenor Sensitivity Margin (58, 59, 60)


Bug Fixes/Clean-up:

	- Credit Entity Tenor Bucket Index (1)
	- SIMM Margin IR Sensitivity Aggregate (29)
	- Bucket Sensitivity Aggregate CR Revamp (45, 46)
	- IR Bucket Risk Factor Aggregate (47)
	- IR Risk Factor Sensitivity Aggregate (48, 49)


Samples:

103562 of 279615 relevant lines covered (37.04%)

0.37 hits per line

Source Files on job 592.1