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Add more views, dots and specialised model functions #59

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sschlenkrich
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This PR adds updates scenario valuation methods to avoid some allocations.

  • add ScalarValue payoff
  • add (log_)compounding_factor methods
  • add (log_)zero_bonds methods

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codecov-commenter commented Dec 30, 2023

Codecov Report

Attention: 9 lines in your changes are missing coverage. Please review.

Comparison is base (628bfe6) 98.74% compared to head (257cc49) 98.17%.

Files Patch % Lines
src/models/Model.jl 63.63% 4 Missing ⚠️
src/paths/PathMethods.jl 92.45% 4 Missing ⚠️
src/models/rates/SwapRateVolatility.jl 92.30% 1 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##             main      #59      +/-   ##
==========================================
- Coverage   98.74%   98.17%   -0.58%     
==========================================
  Files          61       61              
  Lines        3195     3287      +92     
==========================================
+ Hits         3155     3227      +72     
- Misses         40       60      +20     

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@sschlenkrich sschlenkrich merged commit a03c0c8 into frame-consulting:main Dec 30, 2023
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@sschlenkrich sschlenkrich deleted the wip/add-views-and-dots branch December 30, 2023 06:16
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3 participants