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Lakshmi Krishnamurthy
@lakshmiDRIP

Installation

Installation is as simple as building a jar and dropping into the classpath. There are no other dependencies.

Samples

Java Samples | Excel Samples | Test Data

Documentation

Javadoc API | DROP Specifications | Release Notes | User guide is a work in progress!

Misc

JUnit Tests | Jacoco Coverage | Jacoco Session | Credit Attributions | Version Specifications

Contact

lakshmidrip7977@gmail.com

codecov.io codecov.io codecov.io codecov.io

Lakshmi Krishnamurthy
@lakshmiDRIP

DROP

v4.02 1 February 2019

<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

DROP implements libraries for single products (fixed income, FX, and asset backed), portfolios (optimal portfolios, XVA, and Exposure analytics), and numerical support (linear algebra, numerical optimizer, and algorithm support).

DROP is composed of three modules.

  • Analytics Core Module => Fixed Income Analytics, Asset Back Analytics, Exposure and Margin Analytics, and XVA Analytics.
  • Portfolio Core Module => Portfolio Contruction, along with Execution/Transaction Cost Models.
  • Numerical Core Module => Spline Builder, Statistical Learning, Numerical Optimizer, and Algorithm Support Libraries.

Pointers

Travis CircleCI CircleCI Build status
Git
Dependency Status Waffle.io - Columns and their card count
Stack Overflow Git
Join the chat at https://gitter.im/lakshmiDRIPDROP

Codacy Badge Codacy Badge codecov.io Coverage Status Coverity Status
Documentation Status Javadoc Other

Average time to resolve an issue Percentage of issues still open

Installation

Installation is as simple as building a jar and dropping into the classpath. There are no other dependencies.

Samples

Java Samples | Excel Samples | Test Data

Documentation

Javadoc API | DROP Specifications | Release Notes | User guide is a work in progress!

Misc

JUnit Tests | Jacoco Coverage | Jacoco Session | Credit Attributions | Version Specifications

Contact

lakshmidrip7977@gmail.com

codecov.io codecov.io codecov.io codecov.io

Lakshmi Krishnamurthy
@lakshmiDRIP

DROP

v4.04 14 February 2019

<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

DROP implements libraries for single products (fixed income, FX, and asset backed), portfolios (optimal portfolios, XVA, and Exposure analytics), and numerical support (linear algebra, numerical optimizer, and algorithm support).

DROP is composed of three modules.

  • Analytics Core Module => Fixed Income Analytics, Asset Back Analytics, Exposure and Margin Analytics, and XVA Analytics.
  • Portfolio Core Module => Portfolio Contruction, along with Execution/Transaction Cost Models.
  • Numerical Core Module => Spline Builder, Statistical Learning, Numerical Optimizer, and Algorithm Support Libraries.

Pointers

Travis CircleCI CircleCI Build status
Git
Dependency Status Waffle.io - Columns and their card count
Stack Overflow Git
Join the chat at https://gitter.im/lakshmiDRIPDROP

Codacy Badge Codacy Badge codecov.io Coverage Status Coverity Status
Documentation Status Javadoc Other

Average time to resolve an issue Percentage of issues still open

Installation

Installation is as simple as building a jar and dropping into the classpath. There are no other dependencies.

Samples

Java Samples | Excel Samples | Test Data

Documentation

Javadoc API | DROP Specifications | Release Notes | User guide is a work in progress!

Misc

JUnit Tests | Jacoco Coverage | Jacoco Session | Credit Attributions | Version Specifications

Contact

lakshmidrip7977@gmail.com

codecov.io codecov.io codecov.io codecov.io

Lakshmi Krishnamurthy
@lakshmiDRIP

DROP

v4.06 23 February 2019

<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

DROP implements libraries for single products (fixed income, FX, and asset backed), portfolios (optimal portfolios, XVA, and Exposure analytics), and numerical support (linear algebra, numerical optimizer, and algorithm support).

DROP is composed of three modules.

  • Analytics Core Module => Fixed Income Analytics, Asset Back Analytics, Exposure and Margin Analytics, and XVA Analytics.
  • Portfolio Core Module => Portfolio Contruction, along with Execution/Transaction Cost Models.
  • Numerical Core Module => Model Validation, Spline Builder, Statistical Learning, Numerical Optimizer, and Algorithm Support Libraries.

Pointers

Travis CircleCI CircleCI Build status
Git
Dependency Status Waffle.io - Columns and their card count
Stack Overflow Git
Join the chat at https://gitter.im/lakshmiDRIPDROP

Codacy Badge Codacy Badge codecov.io Coverage Status Coverity Status
Documentation Status Javadoc Other

Average time to resolve an issue Percentage of issues still open

Installation

Installation is as simple as building a jar and dropping into the classpath. There are no other dependencies.

Samples

Java Samples | Excel Samples | Test Data

Documentation

Javadoc API | DROP Specifications | Release Notes | User guide is a work in progress!

Misc

JUnit Tests | Jacoco Coverage | Jacoco Session | Credit Attributions | Version Specifications

Contact

lakshmidrip7977@gmail.com

codecov.io codecov.io codecov.io codecov.io

Lakshmi Krishnamurthy
@lakshmiDRIP

DROP

v4.10 19 March 2019

<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

DROP implements libraries for single products (fixed income, FX, and asset backed), portfolios (optimal portfolios, XVA, and Exposure analytics), and numerical support (linear algebra, numerical optimizer, and algorithm support).

DROP is composed of three modules.

  • Analytics Core Module => Fixed Income Analytics, Asset Back Analytics, Exposure and Margin Analytics, and XVA Analytics.
  • Portfolio Core Module => Portfolio Contruction, along with Execution/Transaction Cost Models.
  • Numerical Core Module => Model Validation, Spline Builder, Statistical Learning, Numerical Optimizer, and Algorithm Support Libraries.

Pointers

Travis CircleCI CircleCI Build status
Git
Dependency Status Waffle.io - Columns and their card count
Stack Overflow Git
Join the chat at https://gitter.im/lakshmiDRIPDROP

Codacy Badge Codacy Badge codecov.io Coverage Status Coverity Status
Documentation Status Javadoc Other

Average time to resolve an issue Percentage of issues still open

Installation

Installation is as simple as building a jar and dropping into the classpath. There are no other dependencies.

Samples

Java Samples | Excel Samples | Test Data

Documentation

Javadoc API | DROP Specifications | Release Notes | User guide is a work in progress!

Misc

JUnit Tests | Jacoco Coverage | Jacoco Session | Credit Attributions | Version Specifications

Contact

lakshmidrip7977@gmail.com

codecov.io codecov.io codecov.io codecov.io

Lakshmi Krishnamurthy
@lakshmiDRIP

DROP

v4.12 6 April 2019

<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

DROP implements libraries for single products (fixed income, FX, and asset backed), portfolios (optimal portfolios, XVA, and Exposure analytics), and numerical support (linear algebra, numerical optimizer, and algorithm support).

DROP is composed of three modules.

  • Analytics Core Module => Fixed Income Analytics, Asset Back Analytics, Exposure and Margin Analytics, and XVA Analytics.
  • Portfolio Core Module => Portfolio Contruction, along with Execution/Transaction Cost Models.
  • Numerical Core Module => Model Validation, Spline Builder, Statistical Learning, Numerical Optimizer, and Algorithm Support Libraries.

Pointers

Travis CircleCI CircleCI Build status
Git
Dependency Status Waffle.io - Columns and their card count
Stack Overflow Git
Join the chat at https://gitter.im/lakshmiDRIPDROP

Codacy Badge Codacy Badge codecov.io Coverage Status Coverity Status
Documentation Status Javadoc Other

Average time to resolve an issue Percentage of issues still open

| analytics | README | Git | Fixed Income Analytics | Analytics |
| assetbacked | README | Git | Fixed Income Analytics | Analytics |
| dynamics | README | Git | Fixed Income Analytics | Analytics |
| execution | README | Git | Transaction Cost Analytics | Portfolio |
| exposure | README | Git | Exposure Analytics | Analytics |
| feed | README | Git | Algorithm Support | Numerical |
| function | README | Git | Numerical Optimizer | Numerical |
| historical | README | Git | Algorithm Support | Numerical |
| json | README | Git | Algorithm Support | Numerical |
| learning | README | Git | Statistical Learning | Numerical |
| market | [RE

Installation

Installation is as simple as building a jar and dropping into the classpath. There are no other dependencies.

Samples

Java Samples | Excel Samples | Test Data

Documentation

Javadoc API | DROP Specifications | Release Notes | User guide is a work in progress!

Misc

JUnit Tests | Jacoco Coverage | Jacoco Session | Credit Attributions | Version Specifications

Contact

lakshmidrip7977@gmail.com

codecov.io codecov.io codecov.io codecov.io

Lakshmi Krishnamurthy
@lakshmiDRIP

DROP

v4.14 17 April 2019

<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

DROP implements libraries for single products (fixed income, FX, and asset backed), portfolios (optimal portfolios, XVA, and Exposure analytics), and numerical support (linear algebra, numerical optimizer, and algorithm support).

DROP is composed of three modules.

  • Analytics Core Module => Fixed Income Analytics, Asset Back Analytics, Exposure and Margin Analytics, and XVA Analytics.
  • Portfolio Core Module => Portfolio Contruction, along with Execution/Transaction Cost Models.
  • Numerical Core Module => Model Validation, Spline Builder, Statistical Learning, Numerical Optimizer, and Algorithm Support Libraries.

Pointers

Travis CircleCI CircleCI Build status
Git
Dependency Status Waffle.io - Columns and their card count
Stack Overflow Git
Join the chat at https://gitter.im/lakshmiDRIPDROP

Codacy Badge Codacy Badge codecov.io Coverage Status Coverity Status
Documentation Status Javadoc Other

Average time to resolve an issue Percentage of issues still open

| analytics | README | Git | Fixed Income Analytics | Analytics |
| assetbacked | README | Git | Fixed Income Analytics | Analytics |
| dynamics | README | Git | Fixed Income Analytics | Analytics |
| execution | README | Git | Transaction Cost Analytics | Portfolio |
| exposure | README | Git | Exposure Analytics | Analytics |
| feed | README | Git | Algorithm Support | Numerical |
| function | README | Git | Numerical Optimizer | Numerical |
| historical | README | Git | Algorithm Support | Numerical |
| json | README | Git | Algorithm Support | Numerical |
| learning | README | Git | Statistical Learning | Numerical |
| market | [RE

Installation

Installation is as simple as building a jar and dropping into the classpath. There are no other dependencies.

Samples

Java Samples | Excel Samples | Test Data

Documentation

Javadoc API | DROP Specifications | Release Notes | User guide is a work in progress!

Misc

JUnit Tests | Jacoco Coverage | Jacoco Session | Credit Attributions | Version Specifications

Contact

lakshmidrip7977@gmail.com

codecov.io codecov.io codecov.io codecov.io

Lakshmi Krishnamurthy
@lakshmiDRIP

DROP

v4.16 27 April 2019

<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

DROP implements libraries for single products (fixed income, FX, and asset backed), portfolios (optimal portfolios, XVA, and Exposure analytics), and numerical support (linear algebra, numerical optimizer, and algorithm support).

DROP is composed of three modules.

  • Analytics Core Module => Fixed Income Analytics, Asset Back Analytics, Exposure and Margin Analytics, and XVA Analytics.
  • Portfolio Core Module => Portfolio Contruction, along with Execution/Transaction Cost Models.
  • Numerical Core Module => Model Validation, Spline Builder, Statistical Learning, Numerical Optimizer, and Algorithm Support Libraries.

Pointers

Travis CircleCI CircleCI Build status
Git
Dependency Status Waffle.io - Columns and their card count
Stack Overflow Git
Join the chat at https://gitter.im/lakshmiDRIPDROP

Codacy Badge Codacy Badge codecov.io Coverage Status Coverity Status
Documentation Status Javadoc Other

Average time to resolve an issue Percentage of issues still open

| analytics | README | Git | Fixed Income Analytics | Analytics |
| assetbacked | README | Git | Fixed Income Analytics | Analytics |
| dynamics | README | Git | Fixed Income Analytics | Analytics |
| execution | README | Git | Transaction Cost Analytics | Portfolio |
| exposure | README | Git | Exposure Analytics | Analytics |
| feed | README | Git | Algorithm Support | Numerical |
| function | README | Git | Numerical Optimizer | Numerical |
| historical | README | Git | Algorithm Support | Numerical |
| json | README | Git | Algorithm Support | Numerical |
| learning | README | Git | Statistical Learning | Numerical |
| market | [RE

Installation

Installation is as simple as building a jar and dropping into the classpath. There are no other dependencies.

Samples

Java Samples | Excel Samples | Test Data

Documentation

Javadoc API | DROP Specifications | Release Notes | User guide is a work in progress!

Misc

JUnit Tests | Jacoco Coverage | Jacoco Session | Credit Attributions | Version Specifications

Contact

lakshmidrip7977@gmail.com

codecov.io codecov.io codecov.io codecov.io

Lakshmi Krishnamurthy
@lakshmiDRIP

DROP

v4.36 13 October 2019

<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

DROP implements libraries for single products (fixed income, FX, and asset backed), portfolios (optimal portfolios, XVA, and Exposure analytics), and numerical support (linear algebra, numerical optimizer, and algorithm support).

DROP is composed of three modules.

  • Analytics Core Module => Fixed Income Analytics, Asset Back Analytics, Exposure and Margin Analytics, and XVA Analytics.
  • Portfolio Core Module => Portfolio Contruction, along with Execution/Transaction Cost Models.
  • Numerical Core Module => Model Validation, Spline Builder, Statistical Learning, Numerical Optimizer, and Algorithm Support Libraries.

Pointers

Travis CircleCI CircleCI Build status
Git
Dependency Status Waffle.io - Columns and their card count
Stack Overflow Git
Join the chat at https://gitter.im/lakshmiDRIPDROP

Codacy Badge Codacy Badge codecov.io Coverage Status Coverity Status
Documentation Status Javadoc Other

Average time to resolve an issue Percentage of issues still open

Installation

Installation is as simple as building a jar and dropping into the classpath. There are no other dependencies.

Samples

Java Samples | Excel Samples | Test Data

Documentation

Javadoc API | DROP Specifications | Release Notes | User guide is a work in progress!

Misc

JUnit Tests | Jacoco Coverage | Jacoco Session | Credit Attributions | Version Specifications

Contact

lakshmidrip7977@gmail.com

codecov.io codecov.io codecov.io codecov.io

Lakshmi Krishnamurthy
@lakshmiDRIP

DROP

v4.38 19 October 2019

<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

DROP implements libraries for single products (fixed income, FX, and asset backed), portfolios (optimal portfolios, XVA, and Exposure analytics), and numerical support (linear algebra, numerical optimizer, and algorithm support).

DROP is composed of three modules.

  • Analytics Core Module => Fixed Income Analytics, Asset Back Analytics, Exposure and Margin Analytics, and XVA Analytics.
  • Portfolio Core Module => Portfolio Contruction, along with Execution/Transaction Cost Models.
  • Numerical Core Module => Model Validation, Spline Builder, Statistical Learning, Numerical Optimizer, and Algorithm Support Libraries.

Pointers

Travis CircleCI CircleCI Build status
Git
Dependency Status Waffle.io - Columns and their card count
Stack Overflow Git
Join the chat at https://gitter.im/lakshmiDRIPDROP

Codacy Badge Codacy Badge codecov.io Coverage Status Coverity Status
Documentation Status Javadoc Other

Average time to resolve an issue Percentage of issues still open

[!

Installation

Installation is as simple as building a jar and dropping into the classpath. There are no other dependencies.

Samples

Java Samples | Excel Samples | Test Data

Documentation

Javadoc API | DROP Specifications | Release Notes | User guide is a work in progress!

Misc

JUnit Tests | Jacoco Coverage | Jacoco Session | Credit Attributions | Version Specifications

Contact

lakshmidrip7977@gmail.com

codecov.io codecov.io codecov.io codecov.io

Lakshmi Krishnamurthy
@lakshmiDRIP

DROP

v4.40 27 October 2019

<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

DROP implements libraries for single products (fixed income, FX, and asset backed), portfolios (optimal portfolios, XVA, and Exposure analytics), and numerical support (linear algebra, numerical optimizer, and algorithm support).

DROP is composed of three modules.

  • Analytics Core Module => Fixed Income Analytics, Asset Back Analytics, Exposure and Margin Analytics, and XVA Analytics.
  • Portfolio Core Module => Portfolio Contruction, along with Execution/Transaction Cost Models.
  • Numerical Core Module => Model Validation, Spline Builder, Statistical Learning, Numerical Optimizer, and Algorithm Support Libraries.

Pointers

Travis CircleCI CircleCI Build status
Git
Dependency Status Waffle.io - Columns and their card count
Stack Overflow Git
Join the chat at https://gitter.im/lakshmiDRIPDROP

Codacy Badge Codacy Badge codecov.io Coverage Status Coverity Status
Documentation Status Javadoc Other

Installation

Installation is as simple as building a jar and dropping into the classpath. There are no other dependencies.

Samples

Java Samples | Excel Samples | Test Data

Documentation

Javadoc API | DROP Specifications | Release Notes | User guide is a work in progress!

Misc

JUnit Tests | Jacoco Coverage | Jacoco Session | Credit Attributions | Version Specifications

Contact

lakshmidrip7977@gmail.com

codecov.io codecov.io codecov.io codecov.io

Lakshmi Krishnamurthy
@lakshmiDRIP

DROP

v4.42 3 November 2019

<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

DROP implements libraries for single products (fixed income, FX, and asset backed), portfolios (optimal portfolios, XVA, and Exposure analytics), and numerical support (linear algebra, numerical optimizer, and algorithm support).

DROP is composed of three modules.

  • Analytics Core Module => Fixed Income Analytics, Asset Back Analytics, Exposure and Margin Analytics, and XVA Analytics.
  • Portfolio Core Module => Portfolio Contruction, along with Execution/Transaction Cost Models.
  • Numerical Core Module => Model Validation, Spline Builder, Statistical Learning, Numerical Optimizer, and Algorithm Support Libraries.

Pointers

Travis CircleCI CircleCI Build status
Git
Dependency Status Waffle.io - Columns and their card count
Stack Overflow Git
Join the chat at https://gitter.im/lakshmiDRIPDROP

Codacy Badge Codacy Badge codecov.io Coverage Status Coverity Status
Documentation Status Javadoc Other

Installation

Installation is as simple as building a jar and dropping into the classpath. There are no other dependencies.

Samples

Java Samples | Excel Samples | Test Data

Documentation

Javadoc API | DROP Specifications | Release Notes | User guide is a work in progress!

Misc

JUnit Tests | Jacoco Coverage | Jacoco Session | Credit Attributions | Version Specifications

Contact

lakshmidrip7977@gmail.com

codecov.io codecov.io codecov.io codecov.io

Lakshmi Krishnamurthy
@lakshmiDRIP

DROP

v4.44 10 November 2019

<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

DROP implements libraries for single products (fixed income, FX, and asset backed), portfolios (optimal portfolios, XVA, and Exposure analytics), and numerical support (linear algebra, numerical optimizer, and algorithm support).

DROP is composed of three modules.

  • Analytics Core Module => Fixed Income Analytics, Asset Back Analytics, Exposure and Margin Analytics, and XVA Analytics.
  • Portfolio Core Module => Portfolio Contruction, along with Execution/Transaction Cost Models.
  • Numerical Core Module => Model Validation, Spline Builder, Statistical Learning, Numerical Optimizer, and Algorithm Support Libraries.

Pointers

Travis CircleCI CircleCI Build status
Git
Dependency Status Waffle.io - Columns and their card count
Stack Overflow Git
Join the chat at https://gitter.im/lakshmiDRIPDROP

Codacy Badge Codacy Badge codecov.io Coverage Status Coverity Status
Documentation Status Javadoc Other

[

Installation

Installation is as simple as building a jar and dropping into the classpath. There are no other dependencies.

Samples

Java Samples | Excel Samples | Test Data

Documentation

Javadoc API | DROP Specifications | Release Notes | User guide is a work in progress!

Misc

JUnit Tests | Jacoco Coverage | Jacoco Session | Credit Attributions | Version Specifications

Contact

lakshmidrip7977@gmail.com

codecov.io codecov.io codecov.io codecov.io

Lakshmi Krishnamurthy
@lakshmiDRIP

DROP

v4.46 17 November 2019

<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

DROP implements libraries for single products (fixed income, FX, and asset backed), portfolios (optimal portfolios, XVA, and Exposure analytics), and numerical support (linear algebra, numerical optimizer, and algorithm support).

DROP is composed of three modules.

  • Analytics Core Module => Fixed Income Analytics, Asset Back Analytics, Exposure and Margin Analytics, and XVA Analytics.
  • Portfolio Core Module => Portfolio Contruction, along with Execution/Transaction Cost Models.
  • Numerical Core Module => Model Validation, Spline Builder, Statistical Learning, Numerical Optimizer, and Algorithm Support Libraries.

Pointers

Travis CircleCI CircleCI Build status
Git
Dependency Status Waffle.io - Columns and their card count
Stack Overflow Git
Join the chat at https://gitter.im/lakshmiDRIPDROP

Codacy Badge Codacy Badge codecov.io Coverage Status Coverity Status
Documentation Status Javadoc Other

Average time to resolve an issue Percentage of issues still open

Installation

Installation is as simple as building a jar and dropping into the classpath. There are no other dependencies.

Samples

Java Samples | Excel Samples | Test Data

Documentation

Javadoc API | DROP Specifications | Release Notes | User guide is a work in progress!

Misc

JUnit Tests | Jacoco Coverage | Jacoco Session | Credit Attributions | Version Specifications

Contact

lakshmidrip7977@gmail.com

codecov.io codecov.io codecov.io codecov.io

Lakshmi Krishnamurthy
@lakshmiDRIP

DROP

v4.48 23 November 2019

<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

DROP implements libraries for single products (fixed income, FX, and asset backed), portfolios (optimal portfolios, XVA, and Exposure analytics), and numerical support (linear algebra, numerical optimizer, and algorithm support).

DROP is composed of three modules.

  • Analytics Core Module => Fixed Income Analytics, Asset Back Analytics, Exposure and Margin Analytics, and XVA Analytics.
  • Portfolio Core Module => Portfolio Contruction, along with Execution/Transaction Cost Models.
  • Numerical Core Module => Model Validation, Spline Builder, Statistical Learning, Numerical Optimizer, and Algorithm Support Libraries.

Pointers

Travis CircleCI CircleCI Build status
Git
Dependency Status Waffle.io - Columns and their card count
Stack Overflow Git
Join the chat at https://gitter.im/lakshmiDRIPDROP

Codacy Badge Codacy Badge codecov.io Coverage Status Coverity Status
Documentation Status Javadoc Other

Installation

Installation is as simple as building a jar and dropping into the classpath. There are no other dependencies.

Samples

Java Samples | Excel Samples | Test Data

Documentation

Javadoc API | DROP Specifications | Release Notes | User guide is a work in progress!

Misc

JUnit Tests | Jacoco Coverage | Jacoco Session | Credit Attributions | Version Specifications

Contact

lakshmidrip7977@gmail.com

codecov.io codecov.io codecov.io codecov.io

Lakshmi Krishnamurthy
@lakshmiDRIP

DROP

v4.50 30 November 2019

<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

DROP implements libraries for single products (fixed income, FX, and asset backed), portfolios (optimal portfolios, XVA, and Exposure analytics), and numerical support (linear algebra, numerical optimizer, and algorithm support).

DROP is composed of three modules.

  • Analytics Core Module => Fixed Income Analytics, Asset Back Analytics, Exposure and Margin Analytics, and XVA Analytics.
  • Portfolio Core Module => Portfolio Contruction, along with Execution/Transaction Cost Models.
  • Numerical Core Module => Model Validation, Spline Builder, Statistical Learning, Numerical Optimizer, and Algorithm Support Libraries.

Pointers

Travis CircleCI CircleCI Build status
Git
Dependency Status Waffle.io - Columns and their card count
Stack Overflow Git
Join the chat at https://gitter.im/lakshmiDRIPDROP

Codacy Badge Codacy Badge codecov.io Coverage Status Coverity Status
Documentation Status Javadoc Other

Average time to resolve an issue Percentage of issues still open

| analytics | README | Git | Fixed Income Analytics | Analytics |
| assetbacked | README | Git | Fixed Income Analytics | Analytics |
| dynamics | README | Git | Fixed Income Analytics | Analytics |
| execution | README | Git | Transaction Cost Analytics | Portfolio |
| exposure | README | Git | Exposure Analytics | Analytics |
| feed | README | Git | Algorithm Support | Numerical |
| function | README | Git | Numerical Optimizer | Numerical |
| historical | README | Git | Algorithm Support | Numerical |
| json | README | Git | Algorithm Support | Numerical |
| learning | README | Git | Statistical Learning | Numerical |
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Installation

Installation is as simple as building a jar and dropping into the classpath. There are no other dependencies.

Samples

Java Samples | Excel Samples | Test Data

Documentation

Javadoc API | DROP Specifications | Release Notes | User guide is a work in progress!

Misc

JUnit Tests | Jacoco Coverage | Jacoco Session | Credit Attributions | Version Specifications

Contact

lakshmidrip7977@gmail.com

codecov.io codecov.io codecov.io codecov.io

Lakshmi Krishnamurthy
@lakshmiDRIP

DROP

v4.52 7 December 2019

<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

DROP implements libraries for single products (fixed income, FX, and asset backed), portfolios (optimal portfolios, XVA, and Exposure analytics), and numerical support (linear algebra, numerical optimizer, and algorithm support).

DROP is composed of three modules.

  • Analytics Core Module => Fixed Income Analytics, Asset Back Analytics, Exposure and Margin Analytics, and XVA Analytics.
  • Portfolio Core Module => Portfolio Contruction, along with Execution/Transaction Cost Models.
  • Numerical Core Module => Model Validation, Spline Builder, Statistical Learning, Numerical Optimizer, and Algorithm Support Libraries.

Pointers

Travis CircleCI CircleCI Build status
Git
Dependency Status Waffle.io - Columns and their card count
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Join the chat at https://gitter.im/lakshmiDRIPDROP

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Installation

Installation is as simple as building a jar and dropping into the classpath. There are no other dependencies.

Samples

Java Samples | Excel Samples | Test Data

Documentation

Javadoc API | DROP Specifications | Release Notes | User guide is a work in progress!

Misc

JUnit Tests | Jacoco Coverage | Jacoco Session | Credit Attributions | Version Specifications

Contact

lakshmidrip7977@gmail.com

codecov.io codecov.io codecov.io codecov.io