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Euribor
Overall Test Results
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Report generated 11-04-2023 12:42:36
Tag: Euribor
3 tests |
Summary
Test Results
Evidence
Overview
Test Outcomes
Test Performance
Functional Coverage Overview
Features
Key Statistics
Number of Scenarios
3
Total Number of Test Cases
3
Tests Started
Apr 11, 2023 10:42:17
Tests Finished
Apr 11, 2023 10:42:18
Total Duration
175ms
Fastest Test
24ms
Slowest Test
40ms
Average Execution Time
31ms
Total Execution Time
93ms
Functional Coverage Details
Features
Feature
Scenarios
Test Cases
% Pass
Result
Coverage
Bootstrapping yield curve
3
3
100%
Tags
Deposit 3
Swap 1
Piecewise Ycurve 2
Bond 1
Yield Curve 3
Euribor 3
Eonia 1
Fra 1
Bootstrap 3
Context
Windows 3
Key Statistics
Number of Scenarios
3
Total Duration
175ms
Total Number of Test Cases
3
Fastest Test
24ms
Number of Manual Test Cases
0
Slowest Test
40ms
Tests Started
Apr 11, 2023 10:42:17
Average Execution Time
31ms
Tests Finished
Apr 11, 2023 10:42:18
Total Execution Time
93ms
Automated Tests
feature
Scenario
Context
Steps
Started
Total Duration
Result
Bootstrapping yield curve
Yield curve construction with Eonia and Euribor
windows
3
10:42:17
029ms
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 3
Swap 1
Piecewise Ycurve 2
Bond 1
Yield Curve 3
Euribor 3
Eonia 1
Fra 1
Bootstrap 3
Context
Windows 3
Evidence
Scenario
Title
Details
Yield curve construction with Eonia and Euribor
Calculation details
Download Evidence
Yield curve construction with euribor and fra and swap instruments
Calculation details
Download Evidence
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