wegamekinglc / Derivatives-Algorithms-Lib

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Build # 27520136849

Build Type

Pull #106

github

Committed by web-flow

Commit Message

Simplify curve-calibration Jacobian to AAD-only (drop CP1 + mode enum)

Pull Request Pull Request #106: Simplify curve-calibration Jacobian to AAD-only

Coverage Stats

327 of 357 new or added lines in 7 files covered. (91.6%)

1 existing line in 1 file now uncovered.

5753 of 7215 relevant lines covered (79.74%)

3461322.79 hits per line