DROP 3.28
DROP
v3.28 16 January 2018
DROP implements the model libraries and provides systems for fixed income valuation and adjustments, asset allocation and transaction cost analytics, and supporting libraries in numerical optimization and statistical learning.
DROP is composed of four main modules.
- Asset Allocation Module => Asset Allocation Library | Transaction Cost Analytics Library
- Fixed Income Analytics Module => Fixed Income Analytics Library | Asset Backed Analytics Library | XVA Analytics Library
- Numerical Optimization Module
- Statistical Learning Module
Pointers
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 | Reference Specifications | Release Notes | User guide is a work in progress!
Misc
JUnit Tests | Jacoco Coverage | Jacoco Session | Credit Attributions | Version Specifications
Contact
