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<!doctype html>
<html>
<head>
<meta charset="utf-8">
<meta http-equiv="X-UA-Compatible" content="chrome=1">
<title>Drip by lakshmiDRIP</title>
<link rel="stylesheet" href="stylesheets/styles.css">
<link rel="stylesheet" href="stylesheets/github-dark.css">
<script src="javascripts/scale.fix.js"></script>
<meta name="viewport" content="width=device-width, initial-scale=1, user-scalable=no">
<!--[if lt IE 9]>
<script src="//html5shiv.googlecode.com/svn/trunk/html5.js"></script>
<![endif]-->
</head>
<body>
<div class="wrapper">
<header>
<h1>Drip</h1>
<p>DRIP</p>
<p class="view"><a href="https://github.com/lakshmiDRIP/DRIP">View the Project on GitHub <small>lakshmiDRIP/DRIP</small></a></p>
<ul>
<li><a href="https://github.com/lakshmiDRIP/DRIP/zipball/master">Download <strong>ZIP File</strong></a></li>
<li><a href="https://github.com/lakshmiDRIP/DRIP/tarball/master">Download <strong>TAR Ball</strong></a></li>
<li><a href="https://github.com/lakshmiDRIP/DRIP">View On <strong>GitHub</strong></a></li>
</ul>
</header>
<section>
<p align="center"><img src="https://github.com/lakshmiDRIP/DRIP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>
<p><strong>v2.63</strong> <em>2 March 2017</em></p>
<p>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.</p>
<p>DRIP is composed of four main libraries:</p>
<ul>
<li><a href="https://lakshmidrip.github.io/DRIP-Fixed-Income">DRIP Fixed Income</a></li>
<li><a href="https://lakshmidrip.github.io/DRIP-Asset-Allocation">DRIP Asset Allocation</a></li>
<li><a href="https://lakshmidrip.github.io/DRIP-Numerical-Optimizer">DRIP Numerical Optimizer</a></li>
<li><a href="https://lakshmidrip.github.io/DRIP-Statistical-Learning">DRIP Statistical Learning</a></li>
</ul>
<h2>
<a id="installation" class="anchor" href="#installation" aria-hidden="true"><span aria-hidden="true" class="octicon octicon-link"></span></a>Installation</h2>
<p>Installation is as simple as building a jar and dropping into the classpath. There are no other dependencies.</p>
<h2>
<a id="drip-core-technical-specifications" class="anchor" href="#drip-core-technical-specifications" aria-hidden="true"><span aria-hidden="true" class="octicon octicon-link"></span></a>DRIP Core Technical Specifications</h2>
<ul>
<li><a href="https://github.com/lakshmiDRIP/DRIP/tree/master/Docs/DRIPSpecification/AssetAllocation/AssetAllocation_v2.56.pdf">Asset Allocation Library</a></li>
<li><a href="https://github.com/lakshmiDRIP/DRIP/tree/master/Docs/DRIPSpecification/FixedIncome/FixedIncomeAnalytics_v2.58.pdf">Fixed Income Analytics</a></li>
<li><a href="https://github.com/lakshmiDRIP/DRIP/tree/master/Docs/DRIPSpecification/TransactionCost/TransactionCostAnalytics_v2.57.pdf">Transaction Cost Analytics</a></li>
<li><a href="https://github.com/lakshmiDRIP/DRIP/tree/master/Docs/DRIPSpecification/XVA/XVAAnalytics_v2.62.pdf">XVA Analytics</a></li>
</ul>
<h2>
<a id="drip-supporting-technical-specifications" class="anchor" href="#drip-supporting-technical-specifications" aria-hidden="true"><span aria-hidden="true" class="octicon octicon-link"></span></a>DRIP Supporting Technical Specifications</h2>
<ul>
<li><a href="https://github.com/lakshmiDRIP/DRIP/tree/master/Docs/DRIPSpecification/SplineBuilder/SplineBuilder_v0.82.pdf">Spline Builder Library</a></li>
<li><a href="https://github.com/lakshmiDRIP/DRIP/tree/master/Docs/DRIPSpecification/NumericalOptimizer/NumericalOptimization_v2.05.pdf">Numerical Optimization Library</a></li>
<li><a href="https://github.com/lakshmiDRIP/DRIP/tree/master/Docs/DRIPSpecification/StatisticalLearning/StatisticalLearningLibrary_v0.80.pdf">Statistical Learning Library</a></li>
<li><a href="https://github.com/lakshmiDRIP/DRIP/tree/master/Docs/DRIPSpecification/MachineLearning/MachineLearningLibrary_v0.92.pdf">Machine Learning Library</a></li>
</ul>
<h2>
<a id="samples" class="anchor" href="#samples" aria-hidden="true"><span aria-hidden="true" class="octicon octicon-link"></span></a>Samples</h2>
<ul>
<li>The Java sample suite is also available as part of the development load.</li>
<li>The Excel samples are present on their own folder.</li>
<li>Test data is present in the Daemons folder.</li>
</ul>
<h2>
<a id="additional-documentation" class="anchor" href="#additional-documentation" aria-hidden="true"><span aria-hidden="true" class="octicon octicon-link"></span></a>Additional Documentation</h2>
<ul>
<li><a href="https://github.com/lakshmiDRIP/DRIP">DRIP GitHub Source</a></li>
<li><a href="Javadoc/index.html">DRIP API Javadoc</a></li>
<li><a href="https://github.com/lakshmiDRIP/DRIP/tree/master/ReleaseNotes">DRIP Release Notes</a></li>
<li><a href="https://github.com/lakshmiDRIP/DRIP/tree/master/Docs/DRIPSpecification">DRIP Technical Specifications</a></li>
<li><a href="https://github.com/lakshmiDRIP/DRIP/tree/master/Docs/External">DRIP External Specifications</a></li>
<li>User guide is a work in progress!</li>
</ul>
<h2>
<a id="licence" class="anchor" href="#licence" aria-hidden="true"><span aria-hidden="true" class="octicon octicon-link"></span></a>Licence</h2>
<p>Apache 2.0</p>
<h2>
<a id="contact" class="anchor" href="#contact" aria-hidden="true"><span aria-hidden="true" class="octicon octicon-link"></span></a>Contact</h2>
<p><a href="mailto:[email protected]">[email protected]</a></p>
</section>
</div>
<footer>
<p>Project maintained by <a href="https://github.com/lakshmiDRIP">lakshmiDRIP</a></p>
<p>Hosted on GitHub Pages — Theme by <a href="https://github.com/orderedlist">orderedlist</a></p>
</footer>
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