/DRIP

Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries

Primary LanguageJavaApache License 2.0Apache-2.0

DRIP

v3.03 6 August 2017

DRIP aims to collects the models and provides libraries for fixed income valuation and adjustments, asset allocation and transaction cost analytics, and supporting libraries in numerical optimization and statistical learning.

DRIP is composed of four main libraries:

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 developement 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.
  • DRIP 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