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Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

lakshmidrip.github.io/DROP/

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Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

lakshmidrip.github.io/DROP/

Topics

java statistical-learning bond portfolio-optimization fx market-risk loans interest-rates asset-allocation treasury fixed-income transaction-cost-analytics cva-dva-fva-kva-xva asset-backed credit-risk counterparty-risk corporates municipals emerging-market inflation-linked

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Apache-2.0, Apache-2.0 licenses found

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Apache-2.0
LICENSE
Apache-2.0
LICENCE.txt
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Releases 319

DROP 6.81 Latest
Jun 12, 2025
+ 318 releases

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