Skip to content

Commit

Permalink
Features:
Browse files Browse the repository at this point in the history 
Bug Fixes/Clean-up:

Samples:

	- Forward Rate Futures Product Code Coverage #1 (1, 2)
	- Forward Rate Futures Product Code Coverage #2 (3, 4)
	- Forward Rate Futures Product Code Coverage #3 (5, 6)
	- Forward Rate Futures Product Code Coverage #4 (7, 8)
	- Forward Volatility State Code Coverage (9)
	- FRA Product Code Coverage #1 (10, 11)
	- FRA Product Code Coverage #2 (12, 13)
	- FRA Product Code Coverage #3 (14, 15)
	- Funding State Code Coverage #1 (16, 17)
	- Funding State Code Coverage #2 (18, 19)
	- Funding State Code Coverage #3 (20, 21)
	- Funding State Code Coverage #4 (22, 23)
	- FX State Code Coverage (24, 25)
	- Govvie State Code Coverage (26, 27)
	- GovvieMC Measure Code Coverage #1 (28, 29)
	- GovvieMC Measure Code Coverage #2 (30, 31)
	- GovvieMC Measure Code Coverage #3 (32, 33)
	- GovvieMC Measure Code Coverage #4 (34, 35)
	- GovvieMC Measure Code Coverage #5 (36, 37)
	- GovvieMC Measure Code Coverage #6 (38)
	- He Litterman Portfolio Construction Code Coverage #1 (39, 40)
	- He Litterman Portfolio Construction Code Coverage #2 (41, 42)
	- He Litterman Portfolio Construction Code Coverage #3 (43, 44)
	- HJM Dynamics Code Coverage #1 (45, 46)
	- HJM Dynamics Code Coverage #2 (47, 48)
	- HJM Dynamics Code Coverage #3 (49)
	- Hull White Dynamics Code Coverage #1 (50, 51)
	- Hull White Dynamics Code Coverage #2 (52, 53)
	- Idzorek Portfolio Construction Code Coverage #1 (54, 55)
	- Idzorek Portfolio Construction Code Coverage #2 (56, 57)
	- Idzorek Portfolio Construction Code Coverage #3 (58, 59)
	- Intex Feed State Code Coverage #1 (60, 61)
	- Intex Feed State Code Coverage #2 (62, 63)
	- Intex Feed State Code Coverage #3 (64, 65)
	- Intex Feed State Code Coverage #4 (66)
  • Loading branch information
@Lakshmik
Lakshmik committed Dec 15, 2017
1 parent 225fa9a commit 1ad8373
Show file tree
Hide file tree
Showing 7,728 changed files with 43,510 additions and 275,485 deletions.
The diff you're trying to view is too large. We only load the first 3000 changed files.
Binary file modified .gradle/3.5/fileContent/fileContent.lock
View file
Binary file not shown.
Binary file modified .gradle/3.5/taskHistory/fileHashes.bin
View file
Binary file not shown.
Binary file modified .gradle/3.5/taskHistory/fileSnapshots.bin
View file
Binary file not shown.
Binary file modified .gradle/3.5/taskHistory/jvmClassSignatures.bin
View file
Binary file not shown.
Binary file modified .gradle/3.5/taskHistory/taskHistory.bin
View file
Binary file not shown.
Binary file modified .gradle/3.5/taskHistory/taskHistory.lock
View file
Binary file not shown.
63 changes: 60 additions & 3 deletions Javadoc/allclasses-frame.html
View file

Large diffs are not rendered by default.

63 changes: 60 additions & 3 deletions Javadoc/allclasses-noframe.html
View file

Large diffs are not rendered by default.

4 changes: 2 additions & 2 deletions Javadoc/constant-values.html
View file
Original file line number Diff line number Diff line change
Expand Up @@ -2,9 +2,9 @@
<!-- NewPage -->
<html lang="en">
<head>
<!-- Generated by javadoc (1.8.0_112) on Fri Dec 01 16:59:12 EST 2017 -->
<!-- Generated by javadoc (1.8.0_112) on Thu Dec 14 20:31:08 EST 2017 -->
<title>Constant Field Values</title>
<meta name="date" content="2017-12-01">
<meta name="date" content="2017-12-14">
<link rel="stylesheet" type="text/css" href="stylesheet.css" title="Style">
<script type="text/javascript" src="script.js"></script>
</head>
Expand Down
4 changes: 2 additions & 2 deletions Javadoc/deprecated-list.html
View file
Original file line number Diff line number Diff line change
Expand Up @@ -2,9 +2,9 @@
<!-- NewPage -->
<html lang="en">
<head>
<!-- Generated by javadoc (1.8.0_112) on Fri Dec 01 17:00:34 EST 2017 -->
<!-- Generated by javadoc (1.8.0_112) on Thu Dec 14 20:32:11 EST 2017 -->
<title>Deprecated List</title>
<meta name="date" content="2017-12-01">
<meta name="date" content="2017-12-14">
<link rel="stylesheet" type="text/css" href="stylesheet.css" title="Style">
<script type="text/javascript" src="script.js"></script>
</head>
Expand Down
4 changes: 2 additions & 2 deletions Javadoc/help-doc.html
View file
Original file line number Diff line number Diff line change
Expand Up @@ -2,9 +2,9 @@
<!-- NewPage -->
<html lang="en">
<head>
<!-- Generated by javadoc (1.8.0_112) on Fri Dec 01 17:00:34 EST 2017 -->
<!-- Generated by javadoc (1.8.0_112) on Thu Dec 14 20:32:12 EST 2017 -->
<title>API Help</title>
<meta name="date" content="2017-12-01">
<meta name="date" content="2017-12-14">
<link rel="stylesheet" type="text/css" href="stylesheet.css" title="Style">
<script type="text/javascript" src="script.js"></script>
</head>
Expand Down
72 changes: 70 additions & 2 deletions Javadoc/index-files/index-1.html
View file
Original file line number Diff line number Diff line change
Expand Up @@ -2,9 +2,9 @@
<!-- NewPage -->
<html lang="en">
<head>
<!-- Generated by javadoc (1.8.0_112) on Fri Dec 01 17:00:33 EST 2017 -->
<!-- Generated by javadoc (1.8.0_112) on Thu Dec 14 20:32:10 EST 2017 -->
<title>A-Index</title>
<meta name="date" content="2017-12-01">
<meta name="date" content="2017-12-14">
<link rel="stylesheet" type="text/css" href="../stylesheet.css" title="Style">
<script type="text/javascript" src="../script.js"></script>
</head>
Expand Down Expand Up @@ -758,6 +758,12 @@ <h2 class="title">A</h2>
<dd>
<div class="block">Retrieve the Investor Age</div>
</dd>
<dt><a href="../org/drip/coverage/product/Agency.html" title="class in org.drip.coverage.product"><span class="typeNameLink">Agency</span></a> - Class in <a href="../org/drip/coverage/product/package-summary.html">org.drip.coverage.product</a></dt>
<dd>
<div class="block">Agency holds the JUnit Code Coverage Tests for the Agency Product Module.</div>
</dd>
<dt><span class="memberNameLink"><a href="../org/drip/coverage/product/Agency.html#Agency--">Agency()</a></span> - Constructor for class org.drip.coverage.product.<a href="../org/drip/coverage/product/Agency.html" title="class in org.drip.coverage.product">Agency</a></dt>
<dd>&nbsp;</dd>
<dt><span class="memberNameLink"><a href="../org/drip/state/identifier/RatingLabel.html#agency--">agency()</a></span> - Method in class org.drip.state.identifier.<a href="../org/drip/state/identifier/RatingLabel.html" title="class in org.drip.state.identifier">RatingLabel</a></dt>
<dd>
<div class="block">Retrieve the Ratings Agency</div>
Expand Down Expand Up @@ -907,6 +913,12 @@ <h2 class="title">A</h2>
</dd>
<dt><span class="memberNameLink"><a href="../org/drip/sample/stochasticvolatility/AlbrecherMayerSchoutensTistaert.html#AlbrecherMayerSchoutensTistaert--">AlbrecherMayerSchoutensTistaert()</a></span> - Constructor for class org.drip.sample.stochasticvolatility.<a href="../org/drip/sample/stochasticvolatility/AlbrecherMayerSchoutensTistaert.html" title="class in org.drip.sample.stochasticvolatility">AlbrecherMayerSchoutensTistaert</a></dt>
<dd>&nbsp;</dd>
<dt><a href="../org/drip/coverage/service/Algo.html" title="class in org.drip.coverage.service"><span class="typeNameLink">Algo</span></a> - Class in <a href="../org/drip/coverage/service/package-summary.html">org.drip.coverage.service</a></dt>
<dd>
<div class="block">Algo holds the JUnit Code Coverage Tests for the Algo Service Module.</div>
</dd>
<dt><span class="memberNameLink"><a href="../org/drip/coverage/service/Algo.html#Algo--">Algo()</a></span> - Constructor for class org.drip.coverage.service.<a href="../org/drip/coverage/service/Algo.html" title="class in org.drip.coverage.service">Algo</a></dt>
<dd>&nbsp;</dd>
<dt><a href="../org/drip/sample/bondsink/Aligarh.html" title="class in org.drip.sample.bondsink"><span class="typeNameLink">Aligarh</span></a> - Class in <a href="../org/drip/sample/bondsink/package-summary.html">org.drip.sample.bondsink</a></dt>
<dd>
<div class="block">Aligarh demonstrates Sink Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation for
Expand Down Expand Up @@ -941,6 +953,18 @@ <h2 class="title">A</h2>
<dd>
<div class="block">Indicate if Grand-fathering of the "Previous" is to be performed</div>
</dd>
<dt><a href="../org/drip/coverage/portfolioconstruction/ALM.html" title="class in org.drip.coverage.portfolioconstruction"><span class="typeNameLink">ALM</span></a> - Class in <a href="../org/drip/coverage/portfolioconstruction/package-summary.html">org.drip.coverage.portfolioconstruction</a></dt>
<dd>
<div class="block">ALM holds the JUnit Code Coverage Tests for the ALM Portfolio Construction Module.</div>
</dd>
<dt><span class="memberNameLink"><a href="../org/drip/coverage/portfolioconstruction/ALM.html#ALM--">ALM()</a></span> - Constructor for class org.drip.coverage.portfolioconstruction.<a href="../org/drip/coverage/portfolioconstruction/ALM.html" title="class in org.drip.coverage.portfolioconstruction">ALM</a></dt>
<dd>&nbsp;</dd>
<dt><a href="../org/drip/coverage/execution/Almgren2003.html" title="class in org.drip.coverage.execution"><span class="typeNameLink">Almgren2003</span></a> - Class in <a href="../org/drip/coverage/execution/package-summary.html">org.drip.coverage.execution</a></dt>
<dd>
<div class="block">Almgren2003 holds the JUnit Code Coverage Tests for the Almgren2003 Execution Module.</div>
</dd>
<dt><span class="memberNameLink"><a href="../org/drip/coverage/execution/Almgren2003.html#Almgren2003--">Almgren2003()</a></span> - Constructor for class org.drip.coverage.execution.<a href="../org/drip/coverage/execution/Almgren2003.html" title="class in org.drip.coverage.execution">Almgren2003</a></dt>
<dd>&nbsp;</dd>
<dt><span class="memberNameLink"><a href="../org/drip/execution/athl/DynamicsParameters.html#almgren2003--">almgren2003()</a></span> - Method in class org.drip.execution.athl.<a href="../org/drip/execution/athl/DynamicsParameters.html" title="class in org.drip.execution.athl">DynamicsParameters</a></dt>
<dd>
<div class="block">Generate an Instance of the Almgren 2003 Dynamics Parameters</div>
Expand All @@ -958,6 +982,24 @@ <h2 class="title">A</h2>
<dd>
<div class="block">Almgren2003Estimator Constructor</div>
</dd>
<dt><a href="../org/drip/coverage/execution/Almgren2009.html" title="class in org.drip.coverage.execution"><span class="typeNameLink">Almgren2009</span></a> - Class in <a href="../org/drip/coverage/execution/package-summary.html">org.drip.coverage.execution</a></dt>
<dd>
<div class="block">Almgren2009 holds the JUnit Code Coverage Tests for the Almgren2009 Execution Module.</div>
</dd>
<dt><span class="memberNameLink"><a href="../org/drip/coverage/execution/Almgren2009.html#Almgren2009--">Almgren2009()</a></span> - Constructor for class org.drip.coverage.execution.<a href="../org/drip/coverage/execution/Almgren2009.html" title="class in org.drip.coverage.execution">Almgren2009</a></dt>
<dd>&nbsp;</dd>
<dt><a href="../org/drip/coverage/execution/Almgren2012.html" title="class in org.drip.coverage.execution"><span class="typeNameLink">Almgren2012</span></a> - Class in <a href="../org/drip/coverage/execution/package-summary.html">org.drip.coverage.execution</a></dt>
<dd>
<div class="block">Almgren2012 holds the JUnit Code Coverage Tests for the Almgren2012 Execution Module.</div>
</dd>
<dt><span class="memberNameLink"><a href="../org/drip/coverage/execution/Almgren2012.html#Almgren2012--">Almgren2012()</a></span> - Constructor for class org.drip.coverage.execution.<a href="../org/drip/coverage/execution/Almgren2012.html" title="class in org.drip.coverage.execution">Almgren2012</a></dt>
<dd>&nbsp;</dd>
<dt><a href="../org/drip/coverage/execution/AlmgrenChriss.html" title="class in org.drip.coverage.execution"><span class="typeNameLink">AlmgrenChriss</span></a> - Class in <a href="../org/drip/coverage/execution/package-summary.html">org.drip.coverage.execution</a></dt>
<dd>
<div class="block">AlmgrenChriss holds the JUnit Code Coverage Tests for the Almgren Chriss Execution Module.</div>
</dd>
<dt><span class="memberNameLink"><a href="../org/drip/coverage/execution/AlmgrenChriss.html#AlmgrenChriss--">AlmgrenChriss()</a></span> - Constructor for class org.drip.coverage.execution.<a href="../org/drip/coverage/execution/AlmgrenChriss.html" title="class in org.drip.coverage.execution">AlmgrenChriss</a></dt>
<dd>&nbsp;</dd>
<dt><span class="memberNameLink"><a href="../org/drip/execution/parameters/PriceMarketImpactLinear.html#AlmgrenChriss-double-double-double-">AlmgrenChriss(double, double, double)</a></span> - Static method in class org.drip.execution.parameters.<a href="../org/drip/execution/parameters/PriceMarketImpactLinear.html" title="class in org.drip.execution.parameters">PriceMarketImpactLinear</a></dt>
<dd>
<div class="block">Construct a Standard PriceMarketImpactLinear Instance</div>
Expand Down Expand Up @@ -1501,6 +1543,26 @@ <h2 class="title">A</h2>
<dd>
<div class="block">Retrieve the Incremental Amount added to the Cash Account coming from the Asset</div>
</dd>
<dt><a href="../org/drip/coverage/portfolioconstruction/AssetAllocation.html" title="class in org.drip.coverage.portfolioconstruction"><span class="typeNameLink">AssetAllocation</span></a> - Class in <a href="../org/drip/coverage/portfolioconstruction/package-summary.html">org.drip.coverage.portfolioconstruction</a></dt>
<dd>
<div class="block">AssetAllocation holds the JUnit Code Coverage Tests for the Asset Allocation Portfolio Construction
Module.</div>
</dd>
<dt><span class="memberNameLink"><a href="../org/drip/coverage/portfolioconstruction/AssetAllocation.html#AssetAllocation--">AssetAllocation()</a></span> - Constructor for class org.drip.coverage.portfolioconstruction.<a href="../org/drip/coverage/portfolioconstruction/AssetAllocation.html" title="class in org.drip.coverage.portfolioconstruction">AssetAllocation</a></dt>
<dd>&nbsp;</dd>
<dt><a href="../org/drip/coverage/portfolioconstruction/AssetAllocationExcel.html" title="class in org.drip.coverage.portfolioconstruction"><span class="typeNameLink">AssetAllocationExcel</span></a> - Class in <a href="../org/drip/coverage/portfolioconstruction/package-summary.html">org.drip.coverage.portfolioconstruction</a></dt>
<dd>
<div class="block">AssetAllocationExcel holds the JUnit Code Coverage Tests for Excel Comparisons of Asset Allocation
Portfolio Construction Module.</div>
</dd>
<dt><span class="memberNameLink"><a href="../org/drip/coverage/portfolioconstruction/AssetAllocationExcel.html#AssetAllocationExcel--">AssetAllocationExcel()</a></span> - Constructor for class org.drip.coverage.portfolioconstruction.<a href="../org/drip/coverage/portfolioconstruction/AssetAllocationExcel.html" title="class in org.drip.coverage.portfolioconstruction">AssetAllocationExcel</a></dt>
<dd>&nbsp;</dd>
<dt><a href="../org/drip/coverage/product/AssetBacked.html" title="class in org.drip.coverage.product"><span class="typeNameLink">AssetBacked</span></a> - Class in <a href="../org/drip/coverage/product/package-summary.html">org.drip.coverage.product</a></dt>
<dd>
<div class="block">AssetBacked holds the JUnit Code Coverage Tests for the Asset Backed Product Module.</div>
</dd>
<dt><span class="memberNameLink"><a href="../org/drip/coverage/product/AssetBacked.html#AssetBacked--">AssetBacked()</a></span> - Constructor for class org.drip.coverage.product.<a href="../org/drip/coverage/product/AssetBacked.html" title="class in org.drip.coverage.product">AssetBacked</a></dt>
<dd>&nbsp;</dd>
<dt><a href="../org/drip/portfolioconstruction/asset/AssetBounds.html" title="class in org.drip.portfolioconstruction.asset"><span class="typeNameLink">AssetBounds</span></a> - Class in <a href="../org/drip/portfolioconstruction/asset/package-summary.html">org.drip.portfolioconstruction.asset</a></dt>
<dd>
<div class="block">AssetBounds holds the Upper/Lower Bounds on an Asset.</div>
Expand Down Expand Up @@ -1954,6 +2016,12 @@ <h2 class="title">A</h2>
<dd>
<div class="block">Retrieve the Asymptotic Euler Urgency Threshold</div>
</dd>
<dt><a href="../org/drip/coverage/execution/ATHL.html" title="class in org.drip.coverage.execution"><span class="typeNameLink">ATHL</span></a> - Class in <a href="../org/drip/coverage/execution/package-summary.html">org.drip.coverage.execution</a></dt>
<dd>
<div class="block">ATHL holds the JUnit Code Coverage Tests for the ATHL Execution Module.</div>
</dd>
<dt><span class="memberNameLink"><a href="../org/drip/coverage/execution/ATHL.html#ATHL--">ATHL()</a></span> - Constructor for class org.drip.coverage.execution.<a href="../org/drip/coverage/execution/ATHL.html" title="class in org.drip.coverage.execution">ATHL</a></dt>
<dd>&nbsp;</dd>
<dt><span class="memberNameLink"><a href="../org/drip/dynamics/sabr/ImpliedBlackVolatility.html#atmForwardRate--">atmForwardRate()</a></span> - Method in class org.drip.dynamics.sabr.<a href="../org/drip/dynamics/sabr/ImpliedBlackVolatility.html" title="class in org.drip.dynamics.sabr">ImpliedBlackVolatility</a></dt>
<dd>
<div class="block">Retrieve the ATM Forward Rate</div>
Expand Down
4 changes: 2 additions & 2 deletions Javadoc/index-files/index-10.html
View file
Original file line number Diff line number Diff line change
Expand Up @@ -2,9 +2,9 @@
<!-- NewPage -->
<html lang="en">
<head>
<!-- Generated by javadoc (1.8.0_112) on Fri Dec 01 17:00:34 EST 2017 -->
<!-- Generated by javadoc (1.8.0_112) on Thu Dec 14 20:32:11 EST 2017 -->
<title>J-Index</title>
<meta name="date" content="2017-12-01">
<meta name="date" content="2017-12-14">
<link rel="stylesheet" type="text/css" href="../stylesheet.css" title="Style">
<script type="text/javascript" src="../script.js"></script>
</head>
Expand Down
4 changes: 2 additions & 2 deletions Javadoc/index-files/index-11.html
View file
Original file line number Diff line number Diff line change
Expand Up @@ -2,9 +2,9 @@
<!-- NewPage -->
<html lang="en">
<head>
<!-- Generated by javadoc (1.8.0_112) on Fri Dec 01 17:00:34 EST 2017 -->
<!-- Generated by javadoc (1.8.0_112) on Thu Dec 14 20:32:11 EST 2017 -->
<title>K-Index</title>
<meta name="date" content="2017-12-01">
<meta name="date" content="2017-12-14">
<link rel="stylesheet" type="text/css" href="../stylesheet.css" title="Style">
<script type="text/javascript" src="../script.js"></script>
</head>
Expand Down
4 changes: 2 additions & 2 deletions Javadoc/index-files/index-12.html
View file
Original file line number Diff line number Diff line change
Expand Up @@ -2,9 +2,9 @@
<!-- NewPage -->
<html lang="en">
<head>
<!-- Generated by javadoc (1.8.0_112) on Fri Dec 01 17:00:34 EST 2017 -->
<!-- Generated by javadoc (1.8.0_112) on Thu Dec 14 20:32:11 EST 2017 -->
<title>L-Index</title>
<meta name="date" content="2017-12-01">
<meta name="date" content="2017-12-14">
<link rel="stylesheet" type="text/css" href="../stylesheet.css" title="Style">
<script type="text/javascript" src="../script.js"></script>
</head>
Expand Down
6 changes: 3 additions & 3 deletions Javadoc/index-files/index-13.html
View file
Original file line number Diff line number Diff line change
Expand Up @@ -2,9 +2,9 @@
<!-- NewPage -->
<html lang="en">
<head>
<!-- Generated by javadoc (1.8.0_112) on Fri Dec 01 17:00:34 EST 2017 -->
<!-- Generated by javadoc (1.8.0_112) on Thu Dec 14 20:32:11 EST 2017 -->
<title>M-Index</title>
<meta name="date" content="2017-12-01">
<meta name="date" content="2017-12-14">
<link rel="stylesheet" type="text/css" href="../stylesheet.css" title="Style">
<script type="text/javascript" src="../script.js"></script>
</head>
Expand Down Expand Up @@ -908,7 +908,7 @@ <h2 class="title">M</h2>
<dd>&nbsp;</dd>
<dt><span class="memberNameLink"><a href="../org/drip/sample/bondeos/Patna.html#main-java.lang.String:A-">main(String[])</a></span> - Static method in class org.drip.sample.bondeos.<a href="../org/drip/sample/bondeos/Patna.html" title="class in org.drip.sample.bondeos">Patna</a></dt>
<dd>&nbsp;</dd>
<dt><span class="memberNameLink"><a href="../org/drip/sample/bondeos/PimpriChichwad.html#main-java.lang.String:A-">main(String[])</a></span> - Static method in class org.drip.sample.bondeos.<a href="../org/drip/sample/bondeos/PimpriChichwad.html" title="class in org.drip.sample.bondeos">PimpriChichwad</a></dt>
<dt><span class="memberNameLink"><a href="../org/drip/sample/bondeos/PimpriChinchwad.html#main-java.lang.String:A-">main(String[])</a></span> - Static method in class org.drip.sample.bondeos.<a href="../org/drip/sample/bondeos/PimpriChinchwad.html" title="class in org.drip.sample.bondeos">PimpriChinchwad</a></dt>
<dd>&nbsp;</dd>
<dt><span class="memberNameLink"><a href="../org/drip/sample/bondeos/Pingdingshan.html#main-java.lang.String:A-">main(String[])</a></span> - Static method in class org.drip.sample.bondeos.<a href="../org/drip/sample/bondeos/Pingdingshan.html" title="class in org.drip.sample.bondeos">Pingdingshan</a></dt>
<dd>&nbsp;</dd>
Expand Down
4 changes: 2 additions & 2 deletions Javadoc/index-files/index-14.html
View file
Original file line number Diff line number Diff line change
Expand Up @@ -2,9 +2,9 @@
<!-- NewPage -->
<html lang="en">
<head>
<!-- Generated by javadoc (1.8.0_112) on Fri Dec 01 17:00:34 EST 2017 -->
<!-- Generated by javadoc (1.8.0_112) on Thu Dec 14 20:32:11 EST 2017 -->
<title>N-Index</title>
<meta name="date" content="2017-12-01">
<meta name="date" content="2017-12-14">
<link rel="stylesheet" type="text/css" href="../stylesheet.css" title="Style">
<script type="text/javascript" src="../script.js"></script>
</head>
Expand Down
Loading

0 comments on commit 1ad8373

Please sign in to comment.