Coverage#
The test coverage of this library is extensive. There are over 900 unit tests with the following coverage report:
Module |
Lines |
Miss |
Cover |
|---|---|---|---|
__init__.py |
35 |
1 |
97% |
calendars.py |
166 |
0 |
100% |
curves.py |
314 |
1 |
99% |
defaults.py |
48 |
4 |
92% |
dual.py |
321 |
0 |
100% |
fx.py |
465 |
43 |
91% |
instruments.py |
1024 |
24 |
98% |
legs.py |
333 |
3 |
99% |
periods.py |
357 |
0 |
100% |
scheduling.py |
332 |
0 |
100% |
solver.py |
563 |
12 |
98% |
splines.py |
108 |
0 |
100% |
TOTAL |
7444 |
88 |
99% |
It should be noted that test coverage is not the same as hypothesis testing and ensuring that the results of combinations of input arguments has the desired effect. This is considered and attempted in various ways but the amount of possible combinations, for example when combining schedules, legs and derivatives is quite exhaustive and the disclaimer is that some edge cases may well be missed.
Style#
Rateslib uses black as a PEP8 compliant opinionated code styler.
Typing#
Rateslib strives to ultimately be fully explicitly typed, but this has not yet been implemented, and will form part of its phase 3 development.