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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.

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Join the chat at https://gitter.im/lakshmiDRIPDROP

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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

lakshmidrip7977@gmail.com

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