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Bug Fixes/Clean-up:

Samples:

	- Bond EOS Product Code Coverage #1 (1, 2)
	- Bond EOS Product Code Coverage #2 (3, 4)
	- Bond EOS Product Code Coverage #3 (5, 6)
	- Bond EOS Product Code Coverage #4 (7, 8)
	- Bond EOS Product Code Coverage #5 (9, 10)
	- Bond EOS Product Code Coverage #6 (11, 12)
	- Bond EOS Product Code Coverage #7 (13, 14)
	- Bond EOS Product Code Coverage #8 (15, 16)
	- Bond EOS Product Code Coverage #9 (17, 18)
	- Bond EOS Product Code Coverage #10 (19, 20)
	- Bond EOS Product Code Coverage #11 (21, 22)
	- Bond EOS Product Code Coverage #12 (23, 24)
	- Bond EOS Product Code Coverage #13 (25, 26)
	- Bond EOS Product Code Coverage #14 (27, 28)
	- Bond EOS Product Code Coverage #15 (29, 30)
	- Bond EOS Product Code Coverage #16 (31, 32)
	- Bond EOS Product Code Coverage #17 (33, 34)
	- Bond EOS Product Code Coverage #18 (35, 36)
	- Bond EOS Product Code Coverage #19 (37, 38)
	- Bond EOS Product Code Coverage #20 (39, 40)
	- Bond EOS Product Code Coverage #21 (41, 42)
	- Bond EOS Product Code Coverage #22 (43, 44)
	- Bond EOS Product Code Coverage #23 (45, 46)
	- Bond EOS Product Code Coverage #24 (47, 48)
	- Bond EOS Product Code Coverage #25 (49, 50)
	- Bond EOS Product Code Coverage #26 (51, 52)
	- Bond EOS Product Code Coverage #27 (53, 54)
	- Bond EOS Product Code Coverage #28 (55, 56)
	- Bond EOS Product Code Coverage #29 (57, 58)
	- Bond EOS Product Code Coverage #30 (59, 60)
	- Bond EOS Product Code Coverage #31 (61, 62)
	- Bond EOS Product Code Coverage #32 (63, 64)
	- Bond EOS Product Code Coverage #33 (65, 66)
	- Bond EOS Product Code Coverage #34 (67, 68)
	- Bond EOS Product Code Coverage #35 (69, 70)
	- Bond EOS Product Code Coverage #36 (71, 72)
	- Bond EOS Product Code Coverage #37 (73, 74)
	- Bond EOS Product Code Coverage #38 (75, 76)
	- Bond EOS Product Code Coverage #39 (77, 78)
	- Bond EOS Product Code Coverage #40 (79, 80)
	- Bond EOS Product Code Coverage #41 (81, 82)
	- Bond EOS Product Code Coverage #42 (83, 84)
	- Bond EOS Product Code Coverage #43 (85, 86)
	- Bond EOS Product Code Coverage #44 (87, 88)
	- Bond EOS Product Code Coverage #45 (89, 90)
	- Bond EOS Product Code Coverage #46 (91, 92)
	- Bond EOS Product Code Coverage #47 (93, 94)
	- Bond EOS Product Code Coverage #48 (95, 96)
	- Bond EOS Product Code Coverage #49 (97, 98)
	- Bond EOS Product Code Coverage #50 (99, 100)
	- Bond EOS Product Code Coverage #51 (101, 102)
	- Bond EOS Product Code Coverage #52 (103, 104)
	- Bond EOS Product Code Coverage #53 (105, 106)
	- Bond EOS Product Code Coverage #54 (107, 108)
	- Bond EOS Product Code Coverage #55 (109, 110)
	- Bond EOS Product Code Coverage #56 (111, 112)
	- Bond EOS Product Code Coverage #57 (113, 114)
	- Bond EOS Product Code Coverage #58 (115, 116)
	- Bond EOS Product Code Coverage #59 (117, 118)
	- Bond EOS Product Code Coverage #60 (119, 120)
	- Bond EOS Product Code Coverage #61 (121, 122)
	- Bond EOS Product Code Coverage #62 (123, 124)
	- Bond EOS Product Code Coverage #63 (125, 126)
	- Bond EOS Product Code Coverage #64 (127, 128)
	- Bond EOS Product Code Coverage #65 (129, 130)
	- Bond EOS Product Code Coverage #66 (131, 132)
	- Bond EOS Product Code Coverage #67 (133, 134)
	- Bond EOS Product Code Coverage #68 (135, 136)
	- Bond EOS Product Code Coverage #69 (137, 138)
	- Bond EOS Product Code Coverage #70 (139, 140)
	- Bond EOS Product Code Coverage #71 (163, 142)
	- Bond EOS Product Code Coverage #72 (143, 144)
	- Bond EOS Product Code Coverage #73 (145, 146)
	- Bond EOS Product Code Coverage #74 (147, 148)
	- Bond EOS Product Code Coverage #75 (149, 150)
	- Bond EOS Product Code Coverage #76 (151, 152)
	- Bond EOS Product Code Coverage #77 (153, 154)
	- Bond EOS Product Code Coverage #78 (155, 156)
	- Bond EOS Product Code Coverage #79 (157, 158)
	- Bond EOS Product Code Coverage #80 (159, 160)
	- Bond EOS Product Code Coverage #81 (161, 162)
	- Bond EOS Product Code Coverage #82 (163, 164)
	- Bond EOS Product Code Coverage #83 (165, 166)
	- Bond EOS Product Code Coverage #84 (167, 168)
	- Bond EOS Product Code Coverage #85 (169, 170)
	- Bond EOS Product Code Coverage #86 (171, 172)
	- Bond EOS Product Code Coverage #87 (173, 174)
	- Bond EOS Product Code Coverage #88 (175, 176)
	- Bond EOS Product Code Coverage #89 (177, 178)
	- Bond EOS Product Code Coverage #90 (179, 180)
	- Bond EOS Product Code Coverage #91 (181, 182)
	- Bond EOS Product Code Coverage #92 (183, 184)
	- Bond EOS Product Code Coverage #93 (185, 186)
	- Bond EOS Product Code Coverage #94 (187, 188)
	- Bond EOS Product Code Coverage #95 (189, 190)
	- Bond EOS Product Code Coverage #96 (191, 192)
	- Bond EOS Product Code Coverage #97 (193, 194)
	- Bond EOS Product Code Coverage #98 (195, 196)
	- Bond EOS Product Code Coverage #99 (197, 198)
	- Bond EOS Product Code Coverage #100 (199, 200)
	- Bond EOS Product Code Coverage #101 (101, 102)
	- Bond EOS Product Code Coverage #102 (101, 102)
	- Bond EOS Product Code Coverage #103 (101, 102)
	- Bond EOS Product Code Coverage #104 (101, 102)
	- Bond EOS Product Code Coverage #105 (101, 102)
	- Bond EOS Product Code Coverage #106 (101, 102)
	- Bond EOS Product Code Coverage #107 (101, 102)
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@Lakshmik
Lakshmik committed Dec 9, 2017
1 parent e536313 commit 10f7415
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Showing 24 changed files with 143 additions and 968 deletions.
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25 changes: 25 additions & 0 deletions ReleaseNotes/11_28_2017.txt
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Features:

Bug Fixes/Clean-up:

Samples:

- Asset Backed Product Code Coverage (1, 2)
- ATHL Execution Code Coverage #1 (3, 4)
- ATHL Execution Code Coverage #2 (5, 6)
- ATHL Execution Code Coverage #3 (7, 8)
- Black Litterman Portfolio Construction Code Coverage #1 (9, 10)
- Black Litterman Portfolio Construction Code Coverage #2 (11, 12)
- Black Litterman Portfolio Construction Code Coverage #3 (13, 14)
- Black Litterman Portfolio Construction Code Coverage #4 (15, 16)
- Black Litterman Portfolio Construction Code Coverage #5 (17)
- Pricing Commands Product Code Coverage #1 (18, 19)
- Pricing Commands Product Code Coverage #2 (20, 21)
- Pricing Commands Product Code Coverage #3 (22, 23)
- Bond Product Code Coverage #1 (24, 25)
- Bond Product Code Coverage #2 (26, 27)
- Bond Product Code Coverage #3 (28, 29)
- Bond Product Code Coverage #4 (30)
- Bond API Product Code Coverage #1 (31, 32)
- Bond API Product Code Coverage #2 (33)
114 changes: 114 additions & 0 deletions ReleaseNotes/11_29_2017.txt
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@@ -0,0 +1,114 @@

Features:

Bug Fixes/Clean-up:

Samples:

- Bond EOS Product Code Coverage #1 (1, 2)
- Bond EOS Product Code Coverage #2 (3, 4)
- Bond EOS Product Code Coverage #3 (5, 6)
- Bond EOS Product Code Coverage #4 (7, 8)
- Bond EOS Product Code Coverage #5 (9, 10)
- Bond EOS Product Code Coverage #6 (11, 12)
- Bond EOS Product Code Coverage #7 (13, 14)
- Bond EOS Product Code Coverage #8 (15, 16)
- Bond EOS Product Code Coverage #9 (17, 18)
- Bond EOS Product Code Coverage #10 (19, 20)
- Bond EOS Product Code Coverage #11 (21, 22)
- Bond EOS Product Code Coverage #12 (23, 24)
- Bond EOS Product Code Coverage #13 (25, 26)
- Bond EOS Product Code Coverage #14 (27, 28)
- Bond EOS Product Code Coverage #15 (29, 30)
- Bond EOS Product Code Coverage #16 (31, 32)
- Bond EOS Product Code Coverage #17 (33, 34)
- Bond EOS Product Code Coverage #18 (35, 36)
- Bond EOS Product Code Coverage #19 (37, 38)
- Bond EOS Product Code Coverage #20 (39, 40)
- Bond EOS Product Code Coverage #21 (41, 42)
- Bond EOS Product Code Coverage #22 (43, 44)
- Bond EOS Product Code Coverage #23 (45, 46)
- Bond EOS Product Code Coverage #24 (47, 48)
- Bond EOS Product Code Coverage #25 (49, 50)
- Bond EOS Product Code Coverage #26 (51, 52)
- Bond EOS Product Code Coverage #27 (53, 54)
- Bond EOS Product Code Coverage #28 (55, 56)
- Bond EOS Product Code Coverage #29 (57, 58)
- Bond EOS Product Code Coverage #30 (59, 60)
- Bond EOS Product Code Coverage #31 (61, 62)
- Bond EOS Product Code Coverage #32 (63, 64)
- Bond EOS Product Code Coverage #33 (65, 66)
- Bond EOS Product Code Coverage #34 (67, 68)
- Bond EOS Product Code Coverage #35 (69, 70)
- Bond EOS Product Code Coverage #36 (71, 72)
- Bond EOS Product Code Coverage #37 (73, 74)
- Bond EOS Product Code Coverage #38 (75, 76)
- Bond EOS Product Code Coverage #39 (77, 78)
- Bond EOS Product Code Coverage #40 (79, 80)
- Bond EOS Product Code Coverage #41 (81, 82)
- Bond EOS Product Code Coverage #42 (83, 84)
- Bond EOS Product Code Coverage #43 (85, 86)
- Bond EOS Product Code Coverage #44 (87, 88)
- Bond EOS Product Code Coverage #45 (89, 90)
- Bond EOS Product Code Coverage #46 (91, 92)
- Bond EOS Product Code Coverage #47 (93, 94)
- Bond EOS Product Code Coverage #48 (95, 96)
- Bond EOS Product Code Coverage #49 (97, 98)
- Bond EOS Product Code Coverage #50 (99, 100)
- Bond EOS Product Code Coverage #51 (101, 102)
- Bond EOS Product Code Coverage #52 (103, 104)
- Bond EOS Product Code Coverage #53 (105, 106)
- Bond EOS Product Code Coverage #54 (107, 108)
- Bond EOS Product Code Coverage #55 (109, 110)
- Bond EOS Product Code Coverage #56 (111, 112)
- Bond EOS Product Code Coverage #57 (113, 114)
- Bond EOS Product Code Coverage #58 (115, 116)
- Bond EOS Product Code Coverage #59 (117, 118)
- Bond EOS Product Code Coverage #60 (119, 120)
- Bond EOS Product Code Coverage #61 (121, 122)
- Bond EOS Product Code Coverage #62 (123, 124)
- Bond EOS Product Code Coverage #63 (125, 126)
- Bond EOS Product Code Coverage #64 (127, 128)
- Bond EOS Product Code Coverage #65 (129, 130)
- Bond EOS Product Code Coverage #66 (131, 132)
- Bond EOS Product Code Coverage #67 (133, 134)
- Bond EOS Product Code Coverage #68 (135, 136)
- Bond EOS Product Code Coverage #69 (137, 138)
- Bond EOS Product Code Coverage #70 (139, 140)
- Bond EOS Product Code Coverage #71 (163, 142)
- Bond EOS Product Code Coverage #72 (143, 144)
- Bond EOS Product Code Coverage #73 (145, 146)
- Bond EOS Product Code Coverage #74 (147, 148)
- Bond EOS Product Code Coverage #75 (149, 150)
- Bond EOS Product Code Coverage #76 (151, 152)
- Bond EOS Product Code Coverage #77 (153, 154)
- Bond EOS Product Code Coverage #78 (155, 156)
- Bond EOS Product Code Coverage #79 (157, 158)
- Bond EOS Product Code Coverage #80 (159, 160)
- Bond EOS Product Code Coverage #81 (161, 162)
- Bond EOS Product Code Coverage #82 (163, 164)
- Bond EOS Product Code Coverage #83 (165, 166)
- Bond EOS Product Code Coverage #84 (167, 168)
- Bond EOS Product Code Coverage #85 (169, 170)
- Bond EOS Product Code Coverage #86 (171, 172)
- Bond EOS Product Code Coverage #87 (173, 174)
- Bond EOS Product Code Coverage #88 (175, 176)
- Bond EOS Product Code Coverage #89 (177, 178)
- Bond EOS Product Code Coverage #90 (179, 180)
- Bond EOS Product Code Coverage #91 (181, 182)
- Bond EOS Product Code Coverage #92 (183, 184)
- Bond EOS Product Code Coverage #93 (185, 186)
- Bond EOS Product Code Coverage #94 (187, 188)
- Bond EOS Product Code Coverage #95 (189, 190)
- Bond EOS Product Code Coverage #96 (191, 192)
- Bond EOS Product Code Coverage #97 (193, 194)
- Bond EOS Product Code Coverage #98 (195, 196)
- Bond EOS Product Code Coverage #99 (197, 198)
- Bond EOS Product Code Coverage #100 (199, 200)
- Bond EOS Product Code Coverage #101 (101, 102)
- Bond EOS Product Code Coverage #102 (101, 102)
- Bond EOS Product Code Coverage #103 (101, 102)
- Bond EOS Product Code Coverage #104 (101, 102)
- Bond EOS Product Code Coverage #105 (101, 102)
- Bond EOS Product Code Coverage #106 (101, 102)
- Bond EOS Product Code Coverage #107 (101, 102)
8 changes: 4 additions & 4 deletions ...g/drip/sample/bondeos/PimpriChichwad.java → .../drip/sample/bondeos/PimpriChinchwad.java
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*/

/**
* PimpriChichwad demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation
* for PimpriChichwad.
* PimpriChinchwad demonstrates EOS Fixed Coupon Multi-flavor Pricing and Relative Value Measure Generation
* for PimpriChinchwad.
*
* @author Lakshmi Krishnamurthy
*/

public class PimpriChichwad {
public class PimpriChinchwad {

private static final MergedDiscountForwardCurve FundingCurve (
final JulianDate dtSpot,
Expand Down Expand Up @@ -515,7 +515,7 @@ public static final void main (
double dblCoupon = 0.05000;
double dblCleanPrice = 1.0668605;
int iFreq = 2;
String strCUSIP = "PimpriChichwad";
String strCUSIP = "PimpriChinchwad";
String strDayCount = "30/360";
int[] aiExerciseDate = new int[] {
DateUtil.CreateFromYMD (2022, 5, 1).julian(),
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80 changes: 0 additions & 80 deletions src/test/java/org/drip/coverage/execution/ATHL.java
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84 changes: 0 additions & 84 deletions src/test/java/org/drip/coverage/execution/Almgren2003.java
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