Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
v3.80 2 November 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.
Analytics | Asset Backed | Dynamics | Execution | Exposure | Feed | Function | Historical | JSON | Learning
Installation is as simple as building a jar and dropping into the classpath. There are no other dependencies.
Java Samples | Excel Samples | Test Data
Javadoc API | DROP Specifications | Reference Specifications | Release Notes | User guide is a work in progress!
JUnit Tests | Jacoco Coverage | Jacoco Session | Credit Attributions | Version Specifications