Skip to content

DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV Metrics, Stochastic Evolution and Optio…

License

Notifications You must be signed in to change notification settings

lakshmiDRIP/DROP-Fixed-Income

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

4 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

v3.75 23 September 2018

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.

Pointers

Travis CircleCI CircleCI Build status
Git
Dependency Status Waffle.io - Columns and their card count
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

Project Modules

Analytics | Asset Backed | Dynamics | Execution | Exposure | Function | Feed

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

[email protected]

codecov.io codecov.io codecov.io codecov.io

About

DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV Metrics, Stochastic Evolution and Optio…

Topics

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published