Drip

v2.63 2 March 2017

DRIP aims to collect 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:

• DRIP Fixed Income
• DRIP Asset Allocation
• DRIP Numerical Optimizer
• DRIP Statistical Learning

Installation

Installation is as simple as building a jar and dropping into the classpath. There are no other dependencies.

DRIP Core Technical Specifications

• Asset Allocation Library
• Fixed Income Analytics
• Transaction Cost Analytics
• XVA Analytics

DRIP Supporting Technical Specifications

• Spline Builder Library
• Numerical Optimization Library
• Statistical Learning Library
• Machine Learning Library

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.

Additional Documentation

• DRIP GitHub Source
• DRIP API Javadoc
• DRIP Release Notes
• DRIP Technical Specifications
• DRIP External Specifications
• User guide is a work in progress!

Licence

Apache 2.0

Contact

lakshmi@synergicdesign.com