DROP Release 3.21

lakshmiDRIP released this 15 Dec 03:26

· 1846 commits to master since this release

DROP

v3.21 14 December 2017

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 libraries:

[Asset Allocation] (https://lakshmidrip.github.io/DROP/AssetAllocationModule.html)
[Fixed Income Analytics] (https://lakshmidrip.github.io/DROP/FixedIncomeModule.html)
[Numerical Optimization] (https://lakshmidrip.github.io/DROP/NumericalOptimizerModule.html)
[Statistical Learning] (https://lakshmidrip.github.io/DROP/StatisticalLearningModule.html)

Pointers

Installation

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

Samples

The Java sample suite is also available as part of the development load.
The Excel samples are present on their own folder.
Test data is present in the Daemons folder.

Documentation

The API Javadoc is available as part of the main development load.
DROP Technical Specifications are in their corresponding folders
Dated Release Notes in the ReleaseNotes Folder
External Reference Publications in the corresponding folder
User guide is a work in progress!

Contact

[email protected]

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