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Add fitting of forward and discount factor#63

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lsbardel merged 10 commits into
mainfrom
ls-discount
May 22, 2026
Merged

Add fitting of forward and discount factor#63
lsbardel merged 10 commits into
mainfrom
ls-discount

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codecov-commenter commented May 17, 2026

Codecov Report

❌ Patch coverage is 58.86288% with 246 lines in your changes missing coverage. Please review.
✅ Project coverage is 80.10%. Comparing base (b4e755f) to head (36d6b55).

Files with missing lines Patch % Lines
quantflow/options/surface.py 59.00% 66 Missing ⚠️
quantflow/rates/options.py 35.61% 47 Missing ⚠️
quantflow/options/parity.py 46.15% 42 Missing ⚠️
quantflow/rates/vasicek.py 40.35% 34 Missing ⚠️
quantflow/rates/nelson_siegel.py 76.19% 20 Missing ⚠️
quantflow/data/yahoo.py 52.94% 16 Missing ⚠️
quantflow/rates/yield_curve.py 74.50% 13 Missing ⚠️
quantflow/utils/price.py 73.68% 5 Missing ⚠️
quantflow/data/fmp.py 72.72% 3 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##             main      #63      +/-   ##
==========================================
- Coverage   84.47%   80.10%   -4.38%     
==========================================
  Files          64       70       +6     
  Lines        3652     4051     +399     
==========================================
+ Hits         3085     3245     +160     
- Misses        567      806     +239     

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@lsbardel lsbardel merged commit 097f82b into main May 22, 2026
6 checks passed
@lsbardel lsbardel deleted the ls-discount branch May 22, 2026 09:32
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2 participants