Versions
Description
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.
Repository
https://github.com/lakshmiDRIP/DROP.git
Project Slug
dripdrop
Last Built
2 months, 4 weeks ago failed
Maintainers
Home Page
https://lakshmidrip.github.io/DROP/
Badge
Tags
asset-allocation, bond, corporates, counterparty-risk, credit-risk, cva, dva, emerging-market, fixed-income, fva, fx, inflation-linked, interest-rates, kva, loans, market-risk, municipals, portfolio-construction, portfolio-optimization, statistical-learning, transaction-cost-analysis, treasury, xva
Short URLs
dripdrop.readthedocs.io
dripdrop.rtfd.io
Default Version
latest
'latest' Version
master
