Test Summary

104

tests
0

failures
0

ignored
7h25m1.82s

duration
100%

successful

Packages

Package Tests Failures Ignored Duration Success rate
org.drip.coverage.analytics 2 0 0 13.465s 100%
org.drip.coverage.dynamics 4 0 0 24.692s 100%
org.drip.coverage.execution 9 0 0 3.124s 100%
org.drip.coverage.function 2 0 0 0.156s 100%
org.drip.coverage.json 1 0 0 0.063s 100%
org.drip.coverage.learning 2 0 0 0.015s 100%
org.drip.coverage.measure 4 0 0 7.093s 100%
org.drip.coverage.optimization 2 0 0 0.359s 100%
org.drip.coverage.portfolioconstruction 7 0 0 2.062s 100%
org.drip.coverage.product 34 0 0 1h2m46.35s 100%
org.drip.coverage.quant 2 0 0 0.062s 100%
org.drip.coverage.regression 1 0 0 15.543s 100%
org.drip.coverage.sequence 3 0 0 2m38.54s 100%
org.drip.coverage.service 3 0 0 27.353s 100%
org.drip.coverage.spline 2 0 0 1.422s 100%
org.drip.coverage.state 9 0 0 6h13m54.35s 100%
org.drip.coverage.template 5 0 0 2m4.77s 100%
org.drip.coverage.treasury 4 0 0 13.560s 100%
org.drip.coverage.xva 8 0 0 1m48.85s 100%

Classes

Class Tests Failures Ignored Duration Success rate
org.drip.coverage.analytics.CashFlow 1 0 0 10.466s 100%
org.drip.coverage.analytics.Date 1 0 0 2.999s 100%
org.drip.coverage.dynamics.HJM 1 0 0 8.280s 100%
org.drip.coverage.dynamics.HullWhite 1 0 0 0.438s 100%
org.drip.coverage.dynamics.LMM 1 0 0 15.896s 100%
org.drip.coverage.dynamics.SABR 1 0 0 0.078s 100%
org.drip.coverage.execution.ATHL 1 0 0 0.047s 100%
org.drip.coverage.execution.Almgren2003 1 0 0 0.796s 100%
org.drip.coverage.execution.Almgren2009 1 0 0 0.453s 100%
org.drip.coverage.execution.Almgren2012 1 0 0 0.094s 100%
org.drip.coverage.execution.AlmgrenChriss 1 0 0 0.250s 100%
org.drip.coverage.execution.Execution 1 0 0 1.297s 100%
org.drip.coverage.execution.LVaR 1 0 0 0.016s 100%
org.drip.coverage.execution.Principal 1 0 0 0.109s 100%
org.drip.coverage.execution.Trend 1 0 0 0.062s 100%
org.drip.coverage.function.RdToR1 1 0 0 0.078s 100%
org.drip.coverage.function.SemiDefinite 1 0 0 0.078s 100%
org.drip.coverage.json.JSON 1 0 0 0.063s 100%
org.drip.coverage.learning.Classifier 1 0 0 0s 100%
org.drip.coverage.learning.CoveringNumber 1 0 0 0.015s 100%
org.drip.coverage.measure.GovvieMC 1 0 0 6.701s 100%
org.drip.coverage.measure.Measure 1 0 0 0.172s 100%
org.drip.coverage.measure.Numeraire 1 0 0 0.032s 100%
org.drip.coverage.measure.RNG 1 0 0 0.188s 100%
org.drip.coverage.optimization.DescentVerifier 1 0 0 0.125s 100%
org.drip.coverage.optimization.Optimizer 1 0 0 0.234s 100%
org.drip.coverage.portfolioconstruction.ALM 1 0 0 0.046s 100%
org.drip.coverage.portfolioconstruction.AssetAllocation 1 0 0 0.312s 100%
org.drip.coverage.portfolioconstruction.AssetAllocationExcel 1 0 0 0.344s 100%
org.drip.coverage.portfolioconstruction.BlackLitterman 1 0 0 0.391s 100%
org.drip.coverage.portfolioconstruction.EfficientFrontier 1 0 0 0.672s 100%
org.drip.coverage.portfolioconstruction.HeLitterman 1 0 0 0.219s 100%
org.drip.coverage.portfolioconstruction.Idzorek 1 0 0 0.078s 100%
org.drip.coverage.product.Agency 1 0 0 4.749s 100%
org.drip.coverage.product.AssetBacked 1 0 0 0.109s 100%
org.drip.coverage.product.Bloomberg 1 0 0 15.911s 100%
org.drip.coverage.product.Bond 1 0 0 36.632s 100%
org.drip.coverage.product.BondAPI 1 0 0 9m19.51s 100%
org.drip.coverage.product.BondEOS 1 0 0 49.957s 100%
org.drip.coverage.product.BondFixed 1 0 0 31.836s 100%
org.drip.coverage.product.BondFloat 1 0 0 0.703s 100%
org.drip.coverage.product.BondMetrics 1 0 0 16m12.59s 100%
org.drip.coverage.product.BondSink 1 0 0 5m16.13s 100%
org.drip.coverage.product.BondSwap 1 0 0 14m4.38s 100%
org.drip.coverage.product.CMA 1 0 0 0.672s 100%
org.drip.coverage.product.CMS 1 0 0 0.796s 100%
org.drip.coverage.product.CapFloor 1 0 0 3.968s 100%
org.drip.coverage.product.Corporate 1 0 0 10.075s 100%
org.drip.coverage.product.Credit 1 0 0 3.687s 100%
org.drip.coverage.product.CreditOption 1 0 0 1.516s 100%
org.drip.coverage.product.Cross 1 0 0 2m9.63s 100%
org.drip.coverage.product.Dual 1 0 0 34.414s 100%
org.drip.coverage.product.FRA 1 0 0 11.966s 100%
org.drip.coverage.product.FedFund 1 0 0 23.494s 100%
org.drip.coverage.product.FixFloat 1 0 0 2.874s 100%
org.drip.coverage.product.FixFloatOption 1 0 0 1.953s 100%
org.drip.coverage.product.FloatFloat 1 0 0 4.468s 100%
org.drip.coverage.product.ForwardRateFutures 1 0 0 28.197s 100%
org.drip.coverage.product.Loan 1 0 0 4m14.80s 100%
org.drip.coverage.product.Municipal 1 0 0 6.670s 100%
org.drip.coverage.product.OIS 1 0 0 35.914s 100%
org.drip.coverage.product.OISAPI 1 0 0 0.281s 100%
org.drip.coverage.product.Option 1 0 0 1.500s 100%
org.drip.coverage.product.Preferred 1 0 0 0.156s 100%
org.drip.coverage.product.SecuritySuite 1 0 0 6m16.13s 100%
org.drip.coverage.product.StochasticVolatility 1 0 0 0.672s 100%
org.drip.coverage.product.XCCY 1 0 0 0.016s 100%
org.drip.coverage.quant.Matrix 1 0 0 0.031s 100%
org.drip.coverage.quant.Numerical 1 0 0 0.031s 100%
org.drip.coverage.regression.Regression 1 0 0 15.543s 100%
org.drip.coverage.sequence.EfronStein 1 0 0 2m15.33s 100%
org.drip.coverage.sequence.Sequence 1 0 0 13.544s 100%
org.drip.coverage.sequence.Statistics 1 0 0 9.669s 100%
org.drip.coverage.service.Algo 1 0 0 23.885s 100%
org.drip.coverage.service.Env 1 0 0 0s 100%
org.drip.coverage.service.Service 1 0 0 3.468s 100%
org.drip.coverage.spline.Spline 1 0 0 0.203s 100%
org.drip.coverage.spline.Stretch 1 0 0 1.219s 100%
org.drip.coverage.state.FX 1 0 0 0.015s 100%
org.drip.coverage.state.Forward 1 0 0 58.346s 100%
org.drip.coverage.state.ForwardVolatility 1 0 0 1.281s 100%
org.drip.coverage.state.Funding 1 0 0 11.575s 100%
org.drip.coverage.state.Govvie 1 0 0 0.500s 100%
org.drip.coverage.state.IntexFeed 1 0 0 6h12m7.06s 100%
org.drip.coverage.state.MultiCurve 1 0 0 6.405s 100%
org.drip.coverage.state.Overnight 1 0 0 27.321s 100%
org.drip.coverage.state.Sensitivity 1 0 0 1.843s 100%
org.drip.coverage.template.ForwardRateFutures 1 0 0 0.515s 100%
org.drip.coverage.template.IRS 1 0 0 2.125s 100%
org.drip.coverage.template.State 1 0 0 9.842s 100%
org.drip.coverage.template.StateBump 1 0 0 1m52.15s 100%
org.drip.coverage.template.UST 1 0 0 0.140s 100%
org.drip.coverage.treasury.Sovereign 1 0 0 3.187s 100%
org.drip.coverage.treasury.Treasury 1 0 0 4.249s 100%
org.drip.coverage.treasury.TreasuryFutures 1 0 0 2.874s 100%
org.drip.coverage.treasury.TreasuryFuturesAPI 1 0 0 3.250s 100%
org.drip.coverage.xva.Burgard2011 1 0 0 0.156s 100%
org.drip.coverage.xva.Burgard2012 1 0 0 15.355s 100%
org.drip.coverage.xva.Netting 1 0 0 17.590s 100%
org.drip.coverage.xva.Piterbarg2010 1 0 0 6.811s 100%
org.drip.coverage.xva.Piterbarg2012 1 0 0 0.031s 100%
org.drip.coverage.xva.XVA 1 0 0 33.242s 100%
org.drip.coverage.xva.XVADigest 1 0 0 35.601s 100%
org.drip.coverage.xva.XVAStrategy 1 0 0 0.063s 100%