Skip to content

test-suite: add joint stochastic process tests - #3004

Open
losterbr wants to merge 1 commit into
lballabio:masterfrom
losterbr:joint-stochastic-process-tests
Open

losterbr wants to merge 1 commit into
lballabio:masterfrom
losterbr:joint-stochastic-process-tests

Conversation

@losterbr

@losterbr losterbr commented Nov 1, 2026 •

Copy link
Copy Markdown
Contributor

PR title

Add tests for JointStochasticProcess

Summary

  • Add a test implementation of the abstract JointStochasticProcess hooks and simple component processes.
  • Cover combined process methods, covariance and diffusion, evolution, correlation caching and invalidation, state-dependent correlation, constructor/time preconditions, zero volatility, and rank-deficient factors.
  • Register the new test source in CMake, Automake, and Visual Studio project files.

Notes for Maintainer

-This was previously neither used nor tested in existing code base. An alternative would be to remove this file.

Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant