Features:

Bug Fixes/Clean-up:

Samples:

	- Dual Product Code Coverage #1 (1, 2)
	- Dual Product Code Coverage #2 (3, 4)
	- Dual Product Code Coverage #3 (5, 6)
	- Dual Product Code Coverage #4 (7, 8)
	- Dual Product Code Coverage #5 (9)
	- Efficient Frontier Portfolio Construction Code Coverage #1 (10, 11)
	- Efficient Frontier Portfolio Construction Code Coverage #2 (12, 13)
	- Efron Stein Sequence Code Coverage #1 (14, 15)
	- Efron Stein Sequence Code Coverage #2 (16, 17)
	- Efron Stein Sequence Code Coverage #3 (18, 19)
	- Efron Stein Sequence Code Coverage #4 (20, 21)
	- Env Service Code Coverage (22)
	- Execution Execution Code Coverage #1 (23, 24)
	- Execution Execution Code Coverage #2 (25, 26)
	- Execution Execution Code Coverage #3 (27)
	- Fed Fund Product Code Coverage #1 (28, 29)
	- Fed Fund Product Code Coverage #2 (30)
	- Fix Float Product Code Coverage #1 (31, 32)
	- Fix Float Product Code Coverage #2 (33, 34)
	- Fix Float Product Code Coverage #3 (35, 36)
	- Fix Float Product Code Coverage #4 (37, 38)
	- Fix Float Product Code Coverage #5 (39, 40)
	- Fix Float Product Code Coverage #6 (41)
	- Fix Float Option Product Code Coverage (42, 43)
	- Float Float Product Code Coverage (44, 45)
	- Forward State Code Coverage #1 (46, 47)
	- Forward State Code Coverage #2 (48, 49)
	- Forward State Code Coverage #3 (50, 51)
	- Forward State Code Coverage #4 (52, 53)
	- Forward State Code Coverage #5 (54, 55)
	- Forward State Code Coverage #6 (56, 57)
	- Forward State Code Coverage #7 (58)

src/main/java/org/drip/sample/bondmetrics/Ulhasnagar.java

@@ -189,7 +189,7 @@ public static final void main (
 		double dblSpreadDurationMultiplier = 5.;
 
 		JulianDate dtEffective = DateUtil.CreateFromYMD (
-			2018,
+			2015,
 			2,
 			15
 		);

src/test/java/org/drip/coverage/execution/Almgren2012.java

@@ -0,0 +1,87 @@
+
+package org.drip.coverage.execution;
+
+import org.drip.sample.almgren2012.AdaptiveStaticInitialHoldings;
+import org.drip.sample.almgren2012.AdaptiveStaticInitialTradeRate;
+import org.drip.sample.almgren2012.AdaptiveZeroInitialHoldings;
+import org.drip.sample.almgren2012.AdaptiveZeroInitialTradeRate;
+import org.drip.sample.almgren2012.RollingHorizonOptimalHoldings;
+import org.drip.sample.almgren2012.RollingHorizonOptimalTradeRate;
+import org.drip.sample.almgren2012.StaticOptimalTrajectoryHoldings;
+import org.drip.sample.almgren2012.StaticOptimalTrajectoryTradeRate;
+
+import org.junit.Test;
+
+/*
+ * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
+ */
+
+/*!
+ * Copyright (C) 2018 Lakshmi Krishnamurthy
+ * Copyright (C) 2017 Lakshmi Krishnamurthy
+ * 
+ *  This file is part of DRIP, a free-software/open-source library for buy/side financial/trading model
+ *  	libraries targeting analysts and developers
+ *  	https://lakshmidrip.github.io/DRIP/
+ *  
+ *  DRIP is composed of four main libraries:
+ *  
+ *  - DRIP Fixed Income - https://lakshmidrip.github.io/DRIP-Fixed-Income/
+ *  - DRIP Asset Allocation - https://lakshmidrip.github.io/DRIP-Asset-Allocation/
+ *  - DRIP Numerical Optimizer - https://lakshmidrip.github.io/DRIP-Numerical-Optimizer/
+ *  - DRIP Statistical Learning - https://lakshmidrip.github.io/DRIP-Statistical-Learning/
+ * 
+ *  - DRIP Fixed Income: Library for Instrument/Trading Conventions, Treasury Futures/Options,
+ *  	Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA
+ *  	Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV
+ *  	Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM
+ *  	Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.
+ * 
+ *  - DRIP Asset Allocation: Library for model libraries for MPT framework, Black Litterman Strategy
+ *  	Incorporator, Holdings Constraint, and Transaction Costs.
+ * 
+ *  - DRIP Numerical Optimizer: Library for Numerical Optimization and Spline Functionality.
+ * 
+ *  - DRIP Statistical Learning: Library for Statistical Evaluation and Machine Learning.
+ * 
+ *  Licensed under the Apache License, Version 2.0 (the "License");
+ *   	you may not use this file except in compliance with the License.
+ *   
+ *  You may obtain a copy of the License at
+ *  	http://www.apache.org/licenses/LICENSE-2.0
+ *  
+ *  Unless required by applicable law or agreed to in writing, software
+ *  	distributed under the License is distributed on an "AS IS" BASIS,
+ *  	WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ *  
+ *  See the License for the specific language governing permissions and
+ *  	limitations under the License.
+ */
+
+/**
+ * Almgren2012 holds the JUnit Code Coverage Tests for the Almgren2012 Execution Module.
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class Almgren2012
+{
+	@Test public void codeCoverageTest() throws Exception
+	{
+		AdaptiveStaticInitialHoldings.main (null);
+
+		AdaptiveStaticInitialTradeRate.main (null);
+
+		AdaptiveZeroInitialHoldings.main (null);
+
+		AdaptiveZeroInitialTradeRate.main (null);
+
+		RollingHorizonOptimalHoldings.main (null);
+
+		RollingHorizonOptimalTradeRate.main (null);
+
+		StaticOptimalTrajectoryHoldings.main (null);
+
+		StaticOptimalTrajectoryTradeRate.main (null);
+	}
+}

src/test/java/org/drip/coverage/portfolioconstruction/BlackLitterman.java

@@ -0,0 +1,90 @@
+
+package org.drip.coverage.portfolioconstruction;
+
+import org.drip.sample.blacklitterman.DaJagannathan2005a;
+import org.drip.sample.blacklitterman.DaJagannathan2005b;
+import org.drip.sample.blacklitterman.DaJagannathan2005c;
+import org.drip.sample.blacklitterman.DaJagannathan2005d;
+import org.drip.sample.blacklitterman.DaJagannathan2005e;
+import org.drip.sample.blacklitterman.IdzorekAndrogue2003;
+import org.drip.sample.blacklitterman.OToole2013;
+import org.drip.sample.blacklitterman.Soontornkit2010;
+import org.drip.sample.blacklitterman.Yamabe2016;
+
+import org.junit.Test;
+
+/*
+ * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
+ */
+
+/*!
+ * Copyright (C) 2018 Lakshmi Krishnamurthy
+ * Copyright (C) 2017 Lakshmi Krishnamurthy
+ * 
+ *  This file is part of DRIP, a free-software/open-source library for buy/side financial/trading model
+ *  	libraries targeting analysts and developers
+ *  	https://lakshmidrip.github.io/DRIP/
+ *  
+ *  DRIP is composed of four main libraries:
+ *  
+ *  - DRIP Fixed Income - https://lakshmidrip.github.io/DRIP-Fixed-Income/
+ *  - DRIP Asset Allocation - https://lakshmidrip.github.io/DRIP-Asset-Allocation/
+ *  - DRIP Numerical Optimizer - https://lakshmidrip.github.io/DRIP-Numerical-Optimizer/
+ *  - DRIP Statistical Learning - https://lakshmidrip.github.io/DRIP-Statistical-Learning/
+ * 
+ *  - DRIP Fixed Income: Library for Instrument/Trading Conventions, Treasury Futures/Options,
+ *  	Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA
+ *  	Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV
+ *  	Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM
+ *  	Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.
+ * 
+ *  - DRIP Asset Allocation: Library for model libraries for MPT framework, Black Litterman Strategy
+ *  	Incorporator, Holdings Constraint, and Transaction Costs.
+ * 
+ *  - DRIP Numerical Optimizer: Library for Numerical Optimization and Spline Functionality.
+ * 
+ *  - DRIP Statistical Learning: Library for Statistical Evaluation and Machine Learning.
+ * 
+ *  Licensed under the Apache License, Version 2.0 (the "License");
+ *   	you may not use this file except in compliance with the License.
+ *   
+ *  You may obtain a copy of the License at
+ *  	http://www.apache.org/licenses/LICENSE-2.0
+ *  
+ *  Unless required by applicable law or agreed to in writing, software
+ *  	distributed under the License is distributed on an "AS IS" BASIS,
+ *  	WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ *  
+ *  See the License for the specific language governing permissions and
+ *  	limitations under the License.
+ */
+
+/**
+ * BlackLitterman holds the JUnit Code Coverage Tests for the Black Litterman Portfolio Construction Module.
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class BlackLitterman
+{
+	@Test public void codeCoverageTest() throws Exception
+	{
+		DaJagannathan2005a.main (null);
+
+		DaJagannathan2005b.main (null);
+
+		DaJagannathan2005c.main (null);
+
+		DaJagannathan2005d.main (null);
+
+		DaJagannathan2005e.main (null);
+
+		IdzorekAndrogue2003.main (null);
+
+		OToole2013.main (null);
+
+		Soontornkit2010.main (null);
+
+		Yamabe2016.main (null);
+    }
+}

src/test/java/org/drip/coverage/product/CapFloor.java

@@ -0,0 +1,78 @@
+
+package org.drip.coverage.product;
+
+import org.drip.sample.capfloor.FRAStdCapFloor;
+import org.drip.sample.capfloor.FRAStdCapFloorAnalysis;
+import org.drip.sample.capfloor.FRAStdCapModels;
+// import org.drip.sample.capfloor.FRAStdCapMonteCarlo;
+import org.drip.sample.capfloor.FRAStdCapSequence;
+
+import org.junit.Test;
+
+/*
+ * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
+ */
+
+/*!
+ * Copyright (C) 2018 Lakshmi Krishnamurthy
+ * Copyright (C) 2017 Lakshmi Krishnamurthy
+ * 
+ *  This file is part of DRIP, a free-software/open-source library for buy/side financial/trading model
+ *  	libraries targeting analysts and developers
+ *  	https://lakshmidrip.github.io/DRIP/
+ *  
+ *  DRIP is composed of four main libraries:
+ *  
+ *  - DRIP Fixed Income - https://lakshmidrip.github.io/DRIP-Fixed-Income/
+ *  - DRIP Asset Allocation - https://lakshmidrip.github.io/DRIP-Asset-Allocation/
+ *  - DRIP Numerical Optimizer - https://lakshmidrip.github.io/DRIP-Numerical-Optimizer/
+ *  - DRIP Statistical Learning - https://lakshmidrip.github.io/DRIP-Statistical-Learning/
+ * 
+ *  - DRIP Fixed Income: Library for Instrument/Trading Conventions, Treasury Futures/Options,
+ *  	Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA
+ *  	Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV
+ *  	Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM
+ *  	Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.
+ * 
+ *  - DRIP Asset Allocation: Library for model libraries for MPT framework, Black Litterman Strategy
+ *  	Incorporator, Holdings Constraint, and Transaction Costs.
+ * 
+ *  - DRIP Numerical Optimizer: Library for Numerical Optimization and Spline Functionality.
+ * 
+ *  - DRIP Statistical Learning: Library for Statistical Evaluation and Machine Learning.
+ * 
+ *  Licensed under the Apache License, Version 2.0 (the "License");
+ *   	you may not use this file except in compliance with the License.
+ *   
+ *  You may obtain a copy of the License at
+ *  	http://www.apache.org/licenses/LICENSE-2.0
+ *  
+ *  Unless required by applicable law or agreed to in writing, software
+ *  	distributed under the License is distributed on an "AS IS" BASIS,
+ *  	WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ *  
+ *  See the License for the specific language governing permissions and
+ *  	limitations under the License.
+ */
+
+/**
+ * CapFloor holds the JUnit Code Coverage Tests for the IR Volatility Product Service Module.
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class CapFloor
+{
+	@Test public void codeCoverageTest() throws Exception
+	{
+		FRAStdCapFloor.main (null);
+
+		FRAStdCapFloorAnalysis.main (null);
+
+		FRAStdCapModels.main (null);
+
+		// FRAStdCapMonteCarlo.main (null);
+
+		FRAStdCapSequence.main (null);
+    }
+}

src/test/java/org/drip/coverage/product/CreditOption.java

@@ -0,0 +1,69 @@
+
+package org.drip.coverage.product;
+
+import org.drip.sample.creditoption.CDSPayerReceiver;
+import org.drip.sample.creditoption.CDSPayerReceiverAnalysis;
+
+import org.junit.Test;
+
+/*
+ * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
+ */
+
+/*!
+ * Copyright (C) 2018 Lakshmi Krishnamurthy
+ * Copyright (C) 2017 Lakshmi Krishnamurthy
+ * 
+ *  This file is part of DRIP, a free-software/open-source library for buy/side financial/trading model
+ *  	libraries targeting analysts and developers
+ *  	https://lakshmidrip.github.io/DRIP/
+ *  
+ *  DRIP is composed of four main libraries:
+ *  
+ *  - DRIP Fixed Income - https://lakshmidrip.github.io/DRIP-Fixed-Income/
+ *  - DRIP Asset Allocation - https://lakshmidrip.github.io/DRIP-Asset-Allocation/
+ *  - DRIP Numerical Optimizer - https://lakshmidrip.github.io/DRIP-Numerical-Optimizer/
+ *  - DRIP Statistical Learning - https://lakshmidrip.github.io/DRIP-Statistical-Learning/
+ * 
+ *  - DRIP Fixed Income: Library for Instrument/Trading Conventions, Treasury Futures/Options,
+ *  	Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA
+ *  	Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV
+ *  	Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM
+ *  	Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.
+ * 
+ *  - DRIP Asset Allocation: Library for model libraries for MPT framework, Black Litterman Strategy
+ *  	Incorporator, Holdings Constraint, and Transaction Costs.
+ * 
+ *  - DRIP Numerical Optimizer: Library for Numerical Optimization and Spline Functionality.
+ * 
+ *  - DRIP Statistical Learning: Library for Statistical Evaluation and Machine Learning.
+ * 
+ *  Licensed under the Apache License, Version 2.0 (the "License");
+ *   	you may not use this file except in compliance with the License.
+ *   
+ *  You may obtain a copy of the License at
+ *  	http://www.apache.org/licenses/LICENSE-2.0
+ *  
+ *  Unless required by applicable law or agreed to in writing, software
+ *  	distributed under the License is distributed on an "AS IS" BASIS,
+ *  	WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ *  
+ *  See the License for the specific language governing permissions and
+ *  	limitations under the License.
+ */
+
+/**
+ * CreditOption holds the JUnit Code Coverage Tests for the Credit Option Product Module.
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class CreditOption
+{
+	@Test public void codeCoverageTest() throws Exception
+	{
+		CDSPayerReceiver.main (null);
+
+		CDSPayerReceiverAnalysis.main (null);
+    }
+}