Releases: lakshmiDRIP/DROP
DROP 3.27
DROP
v3.27 13 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 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
DROP 3.26
DROP
v3.26 8 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 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
DROP 3.25
DROP
v3.25 31 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 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
DROP 3.24
DROP
v3.24 25 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:
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!
Misc
Contact
DROP 3.23
DROP
v3.23 22 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!
- [Credits] (https://lakshmidrip.github.io/DROP/credits.html)
Contact
3.22 DROP
DROP
v3.22 18 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
[](https://sourceforge.net/projects/lakshmidrop/files/3.22/3.22 DROP.zip/download)
DROP Release 3.21
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
DROP 3.20
DROP
v3.20 1 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)
Build 
License 
Notice 
Coverage Analysis 
Curation 
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!