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Add model and termstructure rebuild #29

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merged 1 commit into from
Sep 17, 2023

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sschlenkrich
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This PR adds functionality to extract term structures term structure data and re-build models. The functionality is a prerequisite for AD methods.

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codecov-commenter commented Sep 17, 2023

Codecov Report

Merging #29 (e8539ab) into main (aafebb5) will decrease coverage by 0.13%.
The diff coverage is 97.36%.

❗ Current head e8539ab differs from pull request most recent head f846f6d. Consider uploading reports for the commit f846f6d to get more accurate results

@@            Coverage Diff             @@
##             main      #29      +/-   ##
==========================================
- Coverage   98.97%   98.84%   -0.13%     
==========================================
  Files          39       41       +2     
  Lines        1756     1908     +152     
==========================================
+ Hits         1738     1886     +148     
- Misses         18       22       +4     
Files Changed Coverage Δ
src/DiffFusion.jl 100.00% <ø> (ø)
src/serialisation/RebuildModels.jl 97.32% <97.32%> (ø)
src/serialisation/RebuildTermstructures.jl 97.50% <97.50%> (ø)

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@sschlenkrich sschlenkrich merged commit b9773c5 into frame-consulting:main Sep 17, 2023
@sschlenkrich sschlenkrich deleted the wip/rebuild branch September 17, 2023 10:25
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3 participants