Features:

- Margin Plus Trade Payment Regression (1) - Trade Regression Path Coordinator Shell (2) - Variation Margin Trade Payment Generator (3) - Vertex Generating Coordinate Market Path (4) - Trade Regression Path Coordinator Constructor (5, 6, 7) - Sparse Variation Margin Estimate #1 (8, 9) - Sparse Variation Margin Estimate #2 (10, 11, 12) - Dense Exposure Date Trade Payment (13, 14) - Adjusted Variation Margin Vertex Shell (15) - Adjusted Variation Margin Vertex Before (16) - Adjusted Variation Margin Vertex After (17, 18) - Variation Margin Vertex Constructor Annotation (19, 20, 21) - Andersen Pykhtin Sokol Path Shell (22) - Andersen Pykhtin Sokol Path Trade (23) - Path Variation Margin Exposure Trajectory (24) - Andersen Pykhtin Sokol Path Constructor (26, 27, 28) - Andersen Pykhtin Sokol Path #1 (29, 30) - Andersen Pykhtin Sokol Path #2 (31, 32) - Andersen Pykhtin Sokol Path #3 (33, 34) - Andersen Pykhtin Sokol Path #4 (35, 36) - Andersen Pykhtin Sokol Path #5 (37, 38) - Andersen Pykhtin Sokol Path #6 (39, 40) Bug Fixes/Clean-up: - Variation Margin Estimate Vertex Switch (25) - Andersen Pykhtin Sokol 2017 VM (41) - Period Cumulative Trade Payment Fix (43, 44, 45) - Variation Margin Vertex Estimate Addition (52) Samples: - Path Trade Flow Adjustment Shell (42) - Path Trade Flow Adjustment #1 (46, 47) - Path Trade Flow Adjustment #2 (48, 49) - Path Trade Flow Adjustment #3 (50, 51) - Path Trade Flow Adjustment #4 (53, 54) - Path Trade Flow Adjustment #5 (55, 56) - Path Trade Flow Adjustment #6 (57, 58) - Path Trade Flow Adjustment #7 (59, 60)
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diff --git a/ReleaseNotes/06_11_2018.txt b/ReleaseNotes/06_11_2018.txt
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+
+Features:
+
+ - Margin Plus Trade Payment Regression (1)
+ - Trade Regression Path Coordinator Shell (2)
+ - Variation Margin Trade Payment Generator (3)
+ - Vertex Generating Coordinate Market Path (4)
+ - Trade Regression Path Coordinator Constructor (5, 6, 7)
+ - Sparse Variation Margin Estimate #1 (8, 9)
+ - Sparse Variation Margin Estimate #2 (10, 11, 12)
+ - Dense Exposure Date Trade Payment (13, 14)
+ - Adjusted Variation Margin Vertex Shell (15)
+ - Adjusted Variation Margin Vertex Before (16)
+ - Adjusted Variation Margin Vertex After (17, 18)
+ - Variation Margin Vertex Constructor Annotation (19, 20, 21)
+ - Andersen Pykhtin Sokol Path Shell (22)
+ - Andersen Pykhtin Sokol Path Trade (23)
+ - Path Variation Margin Exposure Trajectory (24)
+ - Andersen Pykhtin Sokol Path Constructor (26, 27, 28)
+ - Andersen Pykhtin Sokol Path #1 (29, 30)
+ - Andersen Pykhtin Sokol Path #2 (31, 32)
+ - Andersen Pykhtin Sokol Path #3 (33, 34)
+ - Andersen Pykhtin Sokol Path #4 (35, 36)
+ - Andersen Pykhtin Sokol Path #5 (37, 38)
+ - Andersen Pykhtin Sokol Path #6 (39, 40)
+
+
+Bug Fixes/Clean-up:
+
+ - Variation Margin Estimate Vertex Switch (25)
+ - Andersen Pykhtin Sokol 2017 VM (41)
+ - Period Cumulative Trade Payment Fix (43, 44, 45)
+ - Variation Margin Vertex Estimate Addition (52)
+
+
+Samples:
+
+ - Path Trade Flow Adjustment Shell (42)
+ - Path Trade Flow Adjustment #1 (46, 47)
+ - Path Trade Flow Adjustment #2 (48, 49)
+ - Path Trade Flow Adjustment #3 (50, 51)
+ - Path Trade Flow Adjustment #4 (53, 54)
+ - Path Trade Flow Adjustment #5 (55, 56)
+ - Path Trade Flow Adjustment #6 (57, 58)
+ - Path Trade Flow Adjustment #7 (59, 60)
diff --git a/src/main/java/org/drip/exposure/regressiontrade/AndersenPykhtinSokolPath.java b/src/main/java/org/drip/exposure/regressiontrade/AndersenPykhtinSokolPath.java
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+
+package org.drip.exposure.regressiontrade;
+
+/*
+ * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
+ */
+
+/*!
+ * Copyright (C) 2018 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.
+ */
+
+/**
+ * AndersenPykhtinSokolPath holds the holds the Sparse Path Adjusted/Unadjusted Exposures along with Dense
+ * Trade Payments. Adjustments are applied in accordance with the ANdersen, Pykhtin, and Sokol (2017a)
+ * Regression Scheme. The References are:
+ * 
+ * - Andersen, L. B. G., M. Pykhtin, and A. Sokol (2017): Re-thinking Margin Period of Risk,
+ * https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2902737, eSSRN.
+ * 
+ * - Andersen, L. B. G., M. Pykhtin, and A. Sokol (2017): Credit Exposure in the Presence of Initial Margin,
+ * https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2806156, eSSRN.
+ * 
+ * - Albanese, C., and L. Andersen (2014): Accounting for OTC Derivatives: Funding Adjustments and the
+ * Re-Hypothecation Option, eSSRN, https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2482955.
+ * 
+ * - Burgard, C., and M. Kjaer (2017): Derivatives Funding, Netting, and Accounting, eSSRN,
+ * https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2534011.
+ * 
+ * - Pykhtin, M. (2009): Modeling Counter-party Credit Exposure in the Presence of Margin Agreements,
+ * http://www.risk-europe.com/protected/michael-pykhtin.pdf.
+ * 
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class AndersenPykhtinSokolPath
+{
+ private org.drip.exposure.mpor.TradePayment[] _denseTradePaymentArray = null;
+
+ private java.util.Map<java.lang.Integer, org.drip.exposure.regressiontrade.VariationMarginEstimateVertex>
+ _variationMarginEstimateTrajectory = new java.util.TreeMap<java.lang.Integer,
+ org.drip.exposure.regressiontrade.VariationMarginEstimateVertex>();
+
+ /**
+ * AndersenPykhtinSokolPath Constructor
+ * 
+ * @param denseTradePaymentArray The Dense Trade Payment Array
+ * 
+ * @throws java.lang.Exception Thrown if the Inputs are Invalid
+ */
+
+ public AndersenPykhtinSokolPath (
+ final org.drip.exposure.mpor.TradePayment[] denseTradePaymentArray)
+ throws java.lang.Exception
+ {
+ if (null == (_denseTradePaymentArray = denseTradePaymentArray) ||
+ 0 == _denseTradePaymentArray.length)
+ {
+ throw new java.lang.Exception ("AndersenPykhtinSokolPath Constructor => Invalid Inputs");
+ }
+ }
+
+ /**
+ * Add the Variation Margin Estimate corresponding to the Vertex
+ * 
+ * @param vertexDate The Vertex Date
+ * @param unadjustedVariationMarginEstimate The Unadjusted Variation Margin Estimate
+ * @param adjustedVariationMarginEstimate The Adjusted Variation Margin Estimate
+ * 
+ * @return TRUE - The Variation Margin Estimate successfully added to the Vertex
+ */
+
+ public boolean addVariationMarginEstimateVertex (
+ final int vertexDate,
+ final double unadjustedVariationMarginEstimate,
+ final double adjustedVariationMarginEstimate)
+ {
+ try
+ {
+ _variationMarginEstimateTrajectory.put (
+ vertexDate,
+ new org.drip.exposure.regressiontrade.VariationMarginEstimateVertex (
+ unadjustedVariationMarginEstimate,
+ adjustedVariationMarginEstimate
+ )
+ );
+
+ return true;
+ }
+ catch (java.lang.Exception e)
+ {
+ e.printStackTrace();
+ }
+
+ return false;
+ }
+
+ /**
+ * Retrieve the Path-wise Variation Margin Estimate Trajectory
+ * 
+ * @return The Path-wise Variation Margin Estimate Trajectory
+ */
+
+ public java.util.Map<java.lang.Integer, org.drip.exposure.regressiontrade.VariationMarginEstimateVertex>
+ variationMarginEstimateTrajectory()
+ {
+ return _variationMarginEstimateTrajectory;
+ }
+
+ /**
+ * Retrieve the Path-wise Dense Trade Payment Array
+ * 
+ * @return The Path-wise Dense Trade Payment Array
+ */
+
+ public org.drip.exposure.mpor.TradePayment[] denseTradePaymentArray()
+ {
+ return _denseTradePaymentArray;
+ }
+}