Coverage report: 76%

Files Functions Classes

coverage.py v7.12.0, created at 2025-11-27 14:36 +0000

File   statements missing excluded   coverage
rivapy / __init__.py   16 4 0   75%
rivapy / credit / __init__.py   1 0 0   100%
rivapy / credit / creditmetrics.py   121 0 0   100%
rivapy / instruments / __init__.py   30 0 0   100%
rivapy / instruments / _logger.py   2 0 0   100%
rivapy / instruments / bond_specifications.py   519 188 0   64%
rivapy / instruments / cds_specification.py   17 12 0   29%
rivapy / instruments / components.py   405 139 0   66%
rivapy / instruments / deposit_specifications.py   68 21 0   69%
rivapy / instruments / energy_futures_specifications.py   35 10 0   71%
rivapy / instruments / factory.py   12 6 0   50%
rivapy / instruments / fra_specifications.py   217 25 0   88%
rivapy / instruments / ir_swap_specification.py   451 87 0   81%
rivapy / instruments / ppa_specification.py   80 56 0   30%
rivapy / instruments / specification_from_csv.py   173 2 0   99%
rivapy / instruments / specifications.py   81 51 1   37%
rivapy / marketdata / __init__.py   236 125 0   47%
rivapy / marketdata / _logger.py   2 0 0   100%
rivapy / marketdata / bootstrapping.py   216 12 0   94%
rivapy / marketdata / curves.py   601 176 0   71%
rivapy / marketdata / factory.py   12 2 0   83%
rivapy / marketdata / fixing_table.py   48 22 0   54%
rivapy / marketdata_tools / __init__.py   13 1 0   92%
rivapy / marketdata_tools / factory.py   14 8 0   43%
rivapy / marketdata_tools / pfc_shaper.py   361 31 0   91%
rivapy / marketdata_tools / pfc_shifter.py   146 6 0   96%
rivapy / models / __init__.py   25 1 0   96%
rivapy / models / base_model.py   20 4 0   80%
rivapy / models / factory.py   14 8 0   43%
rivapy / models / heston.py   56 2 0   96%
rivapy / models / local_vol.py   117 68 0   42%
rivapy / models / lucia_schwartz.py   90 13 0   86%
rivapy / models / ornstein_uhlenbeck.py   109 40 0   63%
rivapy / models / residual_demand_fwd_model.py   336 186 0   45%
rivapy / models / residual_demand_model.py   202 144 0   29%
rivapy / models / scott_chesney.py   23 19 0   17%
rivapy / models / stoch_local_vol.py   50 1 0   98%
rivapy / numerics / kernel_regression.py   26 9 0   65%
rivapy / pricing / __init__.py   24 9 0   62%
rivapy / pricing / _logger.py   2 0 0   100%
rivapy / pricing / analytics.py   19 1 0   95%
rivapy / pricing / bond_pricing.py   194 23 0   88%
rivapy / pricing / deposit_pricing.py   43 12 0   72%
rivapy / pricing / factory.py   14 8 0   43%
rivapy / pricing / fra_pricing.py   56 7 0   88%
rivapy / pricing / interest_rate_swap_pricing.py   331 114 0   66%
rivapy / pricing / pricing_data.py   424 303 0   29%
rivapy / pricing / pricing_request.py   302 181 0   40%
rivapy / sample_data / __init__.py   0 0 0   100%
rivapy / sample_data / dummy_power_spot_price.py   16 0 0   100%
rivapy / tools / __init__.py   11 0 0   100%
rivapy / tools / _converter.py   90 82 0   9%
rivapy / tools / _logger.py   2 0 0   100%
rivapy / tools / _validators.py   100 63 0   37%
rivapy / tools / datetime_grid.py   141 92 0   35%
rivapy / tools / datetools.py   517 48 0   91%
rivapy / tools / enums.py   414 26 0   94%
rivapy / tools / factory.py   14 8 0   43%
rivapy / tools / holidays_compat.py   27 17 0   37%
rivapy / tools / interfaces.py   79 28 0   65%
rivapy / tools / interpolate.py   197 38 0   81%
rivapy / tools / scheduler.py   71 18 0   75%
tests / __init__.py   0 0 0   100%
tests / setup_logging.py   39 15 0   62%
tests / test_bonds.py   206 2 0   99%
tests / test_bonds_new.py   0 0 0   100%
tests / test_bootstrap.py   1019 39 0   96%
tests / test_components.py   51 1 0   98%
tests / test_creditmetrics.py   66 1 0   98%
tests / test_curves.py   117 1 0   99%
tests / test_datetools.py   504 3 0   99%
tests / test_deposits.py   105 1 0   99%
tests / test_fras.py   97 1 0   99%
tests / test_instrument_factories.py   5 1 0   80%
tests / test_instruments.py   51 17 0   67%
tests / test_interpolate.py   141 1 0   99%
tests / test_ir_swap.py   473 9 0   98%
tests / test_market_data_factories.py   23 3 0   87%
tests / test_marketdata.py   93 19 0   80%
tests / test_models.py   210 53 0   75%
tests / test_pfc.py   166 2 0   99%
tests / test_ppa_hedge.py   48 42 0   12%
Total   11447 2768 1   76%

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