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)

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!

Licence

Apache 2.0

Contact

lakshmi7977@gmail.com