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Report generated 11-04-2023 12:42:36
Tag: Bootstrap
7 tests |
Summary
Test Results
Evidence
Overview
Test Outcomes
Test Performance
Functional Coverage Overview
Features
Key Statistics
Number of Scenarios
7
Total Number of Test Cases
7
Tests Started
Apr 11, 2023 10:42:17
Tests Finished
Apr 11, 2023 10:42:18
Total Duration
304ms
Fastest Test
24ms
Slowest Test
91ms
Average Execution Time
38ms
Total Execution Time
271ms
Functional Coverage Details
Features
Feature
Scenarios
Test Cases
% Pass
Result
Coverage
Bootstrapping yield curve
7
7
100%
Tags
Deposit 4
Swap 2
Piecewise Ycurve 2
Bond 2
Yield Curve 7
Euribor 3
Eonia 1
Fra 2
Bootstrap 7
Context
Windows 7
Key Statistics
Number of Scenarios
7
Total Duration
304ms
Total Number of Test Cases
7
Fastest Test
24ms
Number of Manual Test Cases
0
Slowest Test
91ms
Tests Started
Apr 11, 2023 10:42:17
Average Execution Time
38ms
Tests Finished
Apr 11, 2023 10:42:18
Total Execution Time
271ms
Automated Tests
feature
Scenario
Context
Steps
Started
Total Duration
Result
Bootstrapping yield curve
Yield curve construction with bonds without calendar
windows
3
10:42:17
091ms
SUCCESS
Bootstrapping yield curve
Yield curve construction with deposits without calendar
windows
3
10:42:17
027ms
SUCCESS
Bootstrapping yield curve
Yield curve construction with Eonia and Euribor
windows
3
10:42:17
029ms
SUCCESS
Bootstrapping yield curve
Yield curve construction with swaps
windows
3
10:42:17
034ms
SUCCESS
Bootstrapping yield curve
Yield curve construction with Forward Rate Agreements
windows
3
10:42:17
026ms
SUCCESS
Bootstrapping yield curve
Yield curve construction with deposit and bond instruments
windows
4
10:42:18
024ms
SUCCESS
Bootstrapping yield curve
Yield curve construction with euribor and fra and swap instruments
windows
5
10:42:18
040ms
SUCCESS
Manual Tests
No manual tests were recorded
Tags
Deposit 4
Swap 2
Piecewise Ycurve 2
Bond 2
Yield Curve 7
Euribor 3
Eonia 1
Fra 2
Bootstrap 7
Context
Windows 7
Evidence
Scenario
Title
Details
Yield curve construction with bonds without calendar
Calculation details
Download Evidence
Yield curve construction with deposits without calendar
Calculation details
Download Evidence
Yield curve construction with Eonia and Euribor
Calculation details
Download Evidence
Yield curve construction with swaps
Calculation details
Download Evidence
Yield curve construction with Forward Rate Agreements
Calculation details
Download Evidence
Yield curve construction with euribor and fra and swap instruments
Calculation details
Download Evidence
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