Home > Requirements > Market Data > Yield Curves
Report generated 11-04-2023 10:42

Capability: Yield Curves

Feature Coverage By Scenario

Requirements Overview

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

Feature Coverage By Scenario

Test Outcomes

Test Performance

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

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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