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Releases: lakshmiDRIP/DROP

DROP 6.30

02 Jun 02:07
@lakshmiDRIP lakshmiDRIP
6.30
7de1c76
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DROP 6.30

DROP

v6.30 1 June 2024

DROP implements libraries targeting analytics/risk, transaction cost analytics, asset liability analytics, capital, exposure, and margin analytics, valuation adjustment analytics, and portfolio construction analytics within and across fixed income, credit, commodity, equity, FX, and structured products. It also includes auxiliary libraries for graph algorithms, numerical analysis, numerical optimization, spline builder, model validation, statistical learning, and computational support

DROP is composed of three modules.

  • Product Core Module => Fixed Income Product Analytics, Loan Analytics, and Transaction Cost Analytics.
  • Portfolio Core Module => Portfolio Contruction and Asset Liability, along with Exposure, Margin, XVA, and Capital Analytics.
  • Computation Core Module => Algorithm/Computation Support, Function Analysis, Model Validation, Numerical Analysis, Numerical Optimizer, Spline Builder, Graph Algorithms, and Statistical Learning.

Pointers

Travis CircleCI CircleCI Build status
Git
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

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Repo Structure

Module, Library, and Project Layout

Project Home Issues Library Module
alm README Git Asset Liability Analytics Portfolio
analytics README Git Fixed Income Analytics Product
capital README Git Capital Analytics Portfolio
dynamics README Git Fixed Income Analytics Product
execution README Git Transaction Cost Analytics Product
exposure README Git Exposure Analytics Portfolio
feed README Git Computation Support Computational
function README Git Numerical Analysis Computational
graph README Git Numerical Analysis Computational
historical README Git Computation Support Computational
json README Git Computation Support Computational
learning README Git Statistical Learning Computational
loan README Git Loan Analytics Product
market README [Git](...
Read more
Assets 5
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DROP 6.29

01 Jun 19:54
@lakshmiDRIP lakshmiDRIP
6.29
63ed5d2
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DROP 6.29

DROP

v6.29 1 June 2024

DROP implements libraries targeting analytics/risk, transaction cost analytics, asset liability analytics, capital, exposure, and margin analytics, valuation adjustment analytics, and portfolio construction analytics within and across fixed income, credit, commodity, equity, FX, and structured products. It also includes auxiliary libraries for graph algorithms, numerical analysis, numerical optimization, spline builder, model validation, statistical learning, and computational support

DROP is composed of three modules.

  • Product Core Module => Fixed Income Product Analytics, Loan Analytics, and Transaction Cost Analytics.
  • Portfolio Core Module => Portfolio Contruction and Asset Liability, along with Exposure, Margin, XVA, and Capital Analytics.
  • Computation Core Module => Algorithm/Computation Support, Function Analysis, Model Validation, Numerical Analysis, Numerical Optimizer, Spline Builder, Graph Algorithms, and Statistical Learning.

Pointers

Travis CircleCI CircleCI Build status
Git
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

Awesome

Repo Structure

Module, Library, and Project Layout

Project Home Issues Library Module
alm README Git Asset Liability Analytics Portfolio
analytics README Git Fixed Income Analytics Product
capital README Git Capital Analytics Portfolio
dynamics README Git Fixed Income Analytics Product
execution README Git Transaction Cost Analytics Product
exposure README Git Exposure Analytics Portfolio
feed README Git Computation Support Computational
function README Git Numerical Analysis Computational
graph README Git Numerical Analysis Computational
historical README Git Computation Support Computational
json README Git Computation Support Computational
learning README Git Statistical Learning Computational
loan README Git Loan Analytics Product
market README [Git](...
Read more
Assets 5
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DROP 6.28

28 May 01:51
@lakshmiDRIP lakshmiDRIP
6.28
d1ea49d
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DROP 6.28

DROP

v6.28 27 May 2024

DROP implements libraries targeting analytics/risk, transaction cost analytics, asset liability analytics, capital, exposure, and margin analytics, valuation adjustment analytics, and portfolio construction analytics within and across fixed income, credit, commodity, equity, FX, and structured products. It also includes auxiliary libraries for graph algorithms, numerical analysis, numerical optimization, spline builder, model validation, statistical learning, and computational support

DROP is composed of three modules.

  • Product Core Module => Fixed Income Product Analytics, Loan Analytics, and Transaction Cost Analytics.
  • Portfolio Core Module => Portfolio Contruction and Asset Liability, along with Exposure, Margin, XVA, and Capital Analytics.
  • Computation Core Module => Algorithm/Computation Support, Function Analysis, Model Validation, Numerical Analysis, Numerical Optimizer, Spline Builder, Graph Algorithms, and Statistical Learning.

Pointers

Travis CircleCI CircleCI Build status
Git
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

Awesome

Repo Structure

Module, Library, and Project Layout

Project Home Issues Library Module
alm README Git Asset Liability Analytics Portfolio
analytics README Git Fixed Income Analytics Product
capital README Git Capital Analytics Portfolio
dynamics README Git Fixed Income Analytics Product
execution README Git Transaction Cost Analytics Product
exposure README Git Exposure Analytics Portfolio
feed README Git Computation Support Computational
function README Git Numerical Analysis Computational
graph README Git Numerical Analysis Computational
historical README Git Computation Support Computational
json README Git Computation Support Computational
learning README Git Statistical Learning Computational
loan README Git Loan Analytics Product
market README [Git](...
Read more
Assets 5
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DROP 6.27

27 May 18:17
@lakshmiDRIP lakshmiDRIP
6.27
9b19c5b
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DROP 6.27

DROP

v6.27 27 May 2024

DROP implements libraries targeting analytics/risk, transaction cost analytics, asset liability analytics, capital, exposure, and margin analytics, valuation adjustment analytics, and portfolio construction analytics within and across fixed income, credit, commodity, equity, FX, and structured products. It also includes auxiliary libraries for graph algorithms, numerical analysis, numerical optimization, spline builder, model validation, statistical learning, and computational support

DROP is composed of three modules.

  • Product Core Module => Fixed Income Product Analytics, Loan Analytics, and Transaction Cost Analytics.
  • Portfolio Core Module => Portfolio Contruction and Asset Liability, along with Exposure, Margin, XVA, and Capital Analytics.
  • Computation Core Module => Algorithm/Computation Support, Function Analysis, Model Validation, Numerical Analysis, Numerical Optimizer, Spline Builder, Graph Algorithms, and Statistical Learning.

Pointers

Travis CircleCI CircleCI Build status
Git
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

Awesome

Repo Structure

Module, Library, and Project Layout

Project Home Issues Library Module
alm README Git Asset Liability Analytics Portfolio
analytics README Git Fixed Income Analytics Product
capital README Git Capital Analytics Portfolio
dynamics README Git Fixed Income Analytics Product
execution README Git Transaction Cost Analytics Product
exposure README Git Exposure Analytics Portfolio
feed README Git Computation Support Computational
function README Git Numerical Analysis Computational
graph README Git Numerical Analysis Computational
historical README Git Computation Support Computational
json README Git Computation Support Computational
learning README Git Statistical Learning Computational
loan README Git Loan Analytics Product
market README [Git](...
Read more
Assets 5
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DROP 6.26

26 May 08:23
@lakshmiDRIP lakshmiDRIP
6.26
17384fc
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DROP 6.26

DROP

v6.26 26 May 2024

DROP implements libraries targeting analytics/risk, transaction cost analytics, asset liability analytics, capital, exposure, and margin analytics, valuation adjustment analytics, and portfolio construction analytics within and across fixed income, credit, commodity, equity, FX, and structured products. It also includes auxiliary libraries for graph algorithms, numerical analysis, numerical optimization, spline builder, model validation, statistical learning, and computational support

DROP is composed of three modules.

  • Product Core Module => Fixed Income Product Analytics, Loan Analytics, and Transaction Cost Analytics.
  • Portfolio Core Module => Portfolio Contruction and Asset Liability, along with Exposure, Margin, XVA, and Capital Analytics.
  • Computation Core Module => Algorithm/Computation Support, Function Analysis, Model Validation, Numerical Analysis, Numerical Optimizer, Spline Builder, Graph Algorithms, and Statistical Learning.

Pointers

Travis CircleCI CircleCI Build status
Git
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

Awesome

Repo Structure

Module, Library, and Project Layout

Project Home Issues Library Module
alm README Git Asset Liability Analytics Portfolio
analytics README Git Fixed Income Analytics Product
capital README Git Capital Analytics Portfolio
dynamics README Git Fixed Income Analytics Product
execution README Git Transaction Cost Analytics Product
exposure README Git Exposure Analytics Portfolio
feed README Git Computation Support Computational
function README Git Numerical Analysis Computational
graph README Git Numerical Analysis Computational
historical README Git Computation Support Computational
json README Git Computation Support Computational
learning README Git Statistical Learning Computational
loan README Git Loan Analytics Product
market README [Git](...
Read more
Assets 5
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DROP 6.25

26 May 03:52
@lakshmiDRIP lakshmiDRIP
6.25
3ede8df
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DROP 6.25

DROP

v6.25 25 May 2024

DROP implements libraries targeting analytics/risk, transaction cost analytics, asset liability analytics, capital, exposure, and margin analytics, valuation adjustment analytics, and portfolio construction analytics within and across fixed income, credit, commodity, equity, FX, and structured products. It also includes auxiliary libraries for graph algorithms, numerical analysis, numerical optimization, spline builder, model validation, statistical learning, and computational support

DROP is composed of three modules.

  • Product Core Module => Fixed Income Product Analytics, Loan Analytics, and Transaction Cost Analytics.
  • Portfolio Core Module => Portfolio Contruction and Asset Liability, along with Exposure, Margin, XVA, and Capital Analytics.
  • Computation Core Module => Algorithm/Computation Support, Function Analysis, Model Validation, Numerical Analysis, Numerical Optimizer, Spline Builder, Graph Algorithms, and Statistical Learning.

Pointers

Travis CircleCI CircleCI Build status
Git
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

Awesome

Repo Structure

Module, Library, and Project Layout

Project Home Issues Library Module
alm README Git Asset Liability Analytics Portfolio
analytics README Git Fixed Income Analytics Product
capital README Git Capital Analytics Portfolio
dynamics README Git Fixed Income Analytics Product
execution README Git Transaction Cost Analytics Product
exposure README Git Exposure Analytics Portfolio
feed README Git Computation Support Computational
function README Git Numerical Analysis Computational
graph README Git Numerical Analysis Computational
historical README Git Computation Support Computational
json README Git Computation Support Computational
learning README Git Statistical Learning Computational
loan README Git Loan Analytics Product
market README [Git](...
Read more
Assets 5
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DROP 6.24

26 May 01:32
@lakshmiDRIP lakshmiDRIP
6.24
cd66e09
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DROP 6.24

DROP

v6.24 25 May 2024

DROP implements libraries targeting analytics/risk, transaction cost analytics, asset liability analytics, capital, exposure, and margin analytics, valuation adjustment analytics, and portfolio construction analytics within and across fixed income, credit, commodity, equity, FX, and structured products. It also includes auxiliary libraries for graph algorithms, numerical analysis, numerical optimization, spline builder, model validation, statistical learning, and computational support

DROP is composed of three modules.

  • Product Core Module => Fixed Income Product Analytics, Loan Analytics, and Transaction Cost Analytics.
  • Portfolio Core Module => Portfolio Contruction and Asset Liability, along with Exposure, Margin, XVA, and Capital Analytics.
  • Computation Core Module => Algorithm/Computation Support, Function Analysis, Model Validation, Numerical Analysis, Numerical Optimizer, Spline Builder, Graph Algorithms, and Statistical Learning.

Pointers

Travis CircleCI CircleCI Build status
Git
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

Awesome

Repo Structure

Module, Library, and Project Layout

Project Home Issues Library Module
alm README Git Asset Liability Analytics Portfolio
analytics README Git Fixed Income Analytics Product
capital README Git Capital Analytics Portfolio
dynamics README Git Fixed Income Analytics Product
execution README Git Transaction Cost Analytics Product
exposure README Git Exposure Analytics Portfolio
feed README Git Computation Support Computational
function README Git Numerical Analysis Computational
graph README Git Numerical Analysis Computational
historical README Git Computation Support Computational
json README Git Computation Support Computational
learning README Git Statistical Learning Computational
loan README Git Loan Analytics Product
market README [Git](...
Read more
Assets 5
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DROP 6.23

25 Mar 01:48
@lakshmiDRIP lakshmiDRIP
6.23
5273a8b
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DROP 6.23

DROP

v6.23 24 March 2024

DROP implements libraries targeting analytics/risk, transaction cost analytics, asset liability analytics, capital, exposure, and margin analytics, valuation adjustment analytics, and portfolio construction analytics within and across fixed income, credit, commodity, equity, FX, and structured products. It also includes auxiliary libraries for graph algorithms, numerical analysis, numerical optimization, spline builder, model validation, statistical learning, and computational support

DROP is composed of three modules.

  • Product Core Module => Fixed Income Product Analytics, Loan Analytics, and Transaction Cost Analytics.
  • Portfolio Core Module => Portfolio Contruction and Asset Liability, along with Exposure, Margin, XVA, and Capital Analytics.
  • Computation Core Module => Algorithm/Computation Support, Function Analysis, Model Validation, Numerical Analysis, Numerical Optimizer, Spline Builder, Graph Algorithms, and Statistical Learning.

Pointers

Travis CircleCI CircleCI Build status
Git
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

Awesome

Repo Structure

Module, Library, and Project Layout

Project Home Issues Library Module
alm README Git Asset Liability Analytics Portfolio
analytics README Git Fixed Income Analytics Product
capital README Git Capital Analytics Portfolio
dynamics README Git Fixed Income Analytics Product
execution README Git Transaction Cost Analytics Product
exposure README Git Exposure Analytics Portfolio
feed README Git Computation Support Computational
function README Git Numerical Analysis Computational
graph README Git Numerical Analysis Computational
historical README Git Computation Support Computational
json README Git Computation Support Computational
learning README Git Statistical Learning Computational
loan README Git Loan Analytics Product
market README [Git...
Read more
Assets 5
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DROP 6.22

24 Mar 23:06
@lakshmiDRIP lakshmiDRIP
6.22
fe3cb92
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DROP 6.22

DROP

v6.22 24 March 2024

DROP implements libraries targeting analytics/risk, transaction cost analytics, asset liability analytics, capital, exposure, and margin analytics, valuation adjustment analytics, and portfolio construction analytics within and across fixed income, credit, commodity, equity, FX, and structured products. It also includes auxiliary libraries for graph algorithms, numerical analysis, numerical optimization, spline builder, model validation, statistical learning, and computational support

DROP is composed of three modules.

  • Product Core Module => Fixed Income Product Analytics, Loan Analytics, and Transaction Cost Analytics.
  • Portfolio Core Module => Portfolio Contruction and Asset Liability, along with Exposure, Margin, XVA, and Capital Analytics.
  • Computation Core Module => Algorithm/Computation Support, Function Analysis, Model Validation, Numerical Analysis, Numerical Optimizer, Spline Builder, Graph Algorithms, and Statistical Learning.

Pointers

Travis CircleCI CircleCI Build status
Git
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

Awesome

Repo Structure

Module, Library, and Project Layout

Project Home Issues Library Module
alm README Git Asset Liability Analytics Portfolio
analytics README Git Fixed Income Analytics Product
capital README Git Capital Analytics Portfolio
dynamics README Git Fixed Income Analytics Product
execution README Git Transaction Cost Analytics Product
exposure README Git Exposure Analytics Portfolio
feed README Git Computation Support Computational
function README Git Numerical Analysis Computational
graph README Git Numerical Analysis Computational
historical README Git Computation Support Computational
json README Git Computation Support Computational
learning README Git Statistical Learning Computational
loan README Git Loan Analytics Product
market README [Git...
Read more
Assets 5
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DROP 6.21

17 Mar 23:26
@lakshmiDRIP lakshmiDRIP
6.21
267ae54
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DROP 6.21

DROP

v6.21 17 March 2024

DROP implements libraries targeting analytics/risk, transaction cost analytics, asset liability analytics, capital, exposure, and margin analytics, valuation adjustment analytics, and portfolio construction analytics within and across fixed income, credit, commodity, equity, FX, and structured products. It also includes auxiliary libraries for graph algorithms, numerical analysis, numerical optimization, spline builder, model validation, statistical learning, and computational support

DROP is composed of three modules.

  • Product Core Module => Fixed Income Product Analytics, Loan Analytics, and Transaction Cost Analytics.
  • Portfolio Core Module => Portfolio Contruction and Asset Liability, along with Exposure, Margin, XVA, and Capital Analytics.
  • Computation Core Module => Algorithm/Computation Support, Function Analysis, Model Validation, Numerical Analysis, Numerical Optimizer, Spline Builder, Graph Algorithms, and Statistical Learning.

Pointers

Travis CircleCI CircleCI Build status
Git
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

Awesome

Repo Structure

Module, Library, and Project Layout

Project Home Issues Library Module
alm README Git Asset Liability Analytics Portfolio
analytics README Git Fixed Income Analytics Product
capital README Git Capital Analytics Portfolio
dynamics README Git Fixed Income Analytics Product
execution README Git Transaction Cost Analytics Product
exposure README Git Exposure Analytics Portfolio
feed README Git Computation Support Computational
function README Git Numerical Analysis Computational
graph README Git Numerical Analysis Computational
historical README Git Computation Support Computational
json README Git Computation Support Computational
learning README Git Statistical Learning Computational
loan README Git Loan Analytics Product
market README [Git...
Read more
Assets 5
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