hsloot / cvalr

Credit derivative valuation in R
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[BENCH] Add benchmarks for `expected_pcds_equation` and `expected_cdo_equation` #29

Closed hsloot closed 3 years ago

hsloot commented 3 years ago

Summary

Add continuous integration benchmarks with the bench-package for the methods expected_pcds_equation and expected_cdo_equation; see https://github.com/r-lib/bench#continuous-benchmarking.