Task: Build the cross-gamma ladder

Table of Contents

This page documents a task in the Build the sensitivity ladders story. It captures the goal, current status, acceptance, and any notes or results.

1. Goal

A party runs a cross-gamma ladder that names both factors of every pair and reads its figures from the sensitivity report, not from a file the engine does not write.

2. Status

Field Value
State BACKLOG
Parent story Build the sensitivity ladders
Now Not yet started.
Waiting on - The rates gamma ladder, whose document it extends.
Next Start when the market data lands.
Last touched 2026-11-03

3. Acceptance

  • The configuration sets ComputeGamma and lists the CrossGammaFilter pairs the ladder covers, and the ladder covers no pair outside that list.
  • The ladder states that crossgamma.csv is unavailable at 1.8.17.0, so no reader waits for it.
  • Every row names both factors and both shift sizes, and the pair is part of the stored key.
  • A test proves the ladder has a row for each filter pair the run produced and no row for a pair it did not.

4. Plan

(Implementation strategy. Written when work starts; key decisions are distilled into the parent story's * Decisions at close, but the plan itself stays — it is the historical record of what we did.)

5. Measurements

Every number this task claims about a tree, with the command that produced it and the commit it was measured at. A number without both is not a measurement, because a clean-up record describes a tree and trunk moves under a branch: a consumer count, a gate's component count and a suite's size all change with no code changing, and the reader of a bare number cannot tell which tree it came from. Where the raw output matters, put it in an evidence/ file beside the task and name that file in the Command column.

What Value Command Commit
       

6. Notes

7. Test Scenarios

Manual QA scenarios (scaffolded via compass add test_scenario) that verify this task. Link new ones here as they're created; the scenario doc itself links back via its "Verifies task" field.

Scenario State Notes
     

8. PRs

PR Title
   

9. Review

Comment summary File Decision Notes
       

10. Result

11. See also

Emacs 29.3 (Org mode 9.6.15)