Features:

	- XVA Topology Book Market Parameters (1)
	- Book Market Parameters Overnight Labels (2)
	- Book Market Parameters CSA Labels (3)
	- Book Market Parameters Bank Hazard (4)
	- Book Market Parameters CPTY Hazard (5)
	- Book Market Parameters Bank Senior (6)
	- Book Market Parameters Bank Subordinate (7)
	- Book Market Parameters CPTY Recovery (8)
	- Bank Senior Funding Label Map (9, 10)
	- Counter Party Funding Label Map (11, 12)
	- Bank Subordinate Funding Label Map (13, 14)
	- Book Market Parameters Senior Funding (15)
	- Book Market Parameters Subordinate Funding (16)
	- Book Market Parameters CPTY Funding (17)
	- XVA Topology Book Market Constructor (18, 19, 20)
	- Book Topology - Market Parameters #1 (21, 22)
	- Book Topology - Market Parameters #2 (23, 24)
	- Book Topology - Market Parameters #3 (25, 26)
	- Book Topology - Market Parameters #4 (27, 28)
	- Book Topology - Market Parameters #5 (29, 30)
	- Book Topology - Market Parameters #6 (31, 32)
	- Book Topology - Market Parameters #7 (33, 34)
	- Book Topology - Market Parameters #8 (35, 36)
	- Book Topology - Market Parameters #9 (37, 38)


Bug Fixes/Clean-up:

Samples:

	- Book Group Layout Topology #1 (39, 40)
	- Book Group Layout Topology #2 (41, 42)
	- Book Group Layout Topology #3 (43, 44)
	- Book Group Layout Topology #4 (45, 46)
	- Book Group Layout Topology #5 (47, 48)
	- Book Group Layout Topology #6 (49, 50)
	- Book Group Layout Topology #7 (51, 52)
	- Book Group Layout Topology #8 (53, 54)

ReleaseNotes/03_19_2018.txt

@@ -0,0 +1,41 @@
+
+Features:
+
+	- XVA Topology Book Market Parameters (1)
+	- Book Market Parameters Overnight Labels (2)
+	- Book Market Parameters CSA Labels (3)
+	- Book Market Parameters Bank Hazard (4)
+	- Book Market Parameters CPTY Hazard (5)
+	- Book Market Parameters Bank Senior (6)
+	- Book Market Parameters Bank Subordinate (7)
+	- Book Market Parameters CPTY Recovery (8)
+	- Bank Senior Funding Label Map (9, 10)
+	- Counter Party Funding Label Map (11, 12)
+	- Bank Subordinate Funding Label Map (13, 14)
+	- Book Market Parameters Senior Funding (15)
+	- Book Market Parameters Subordinate Funding (16)
+	- Book Market Parameters CPTY Funding (17)
+	- XVA Topology Book Market Constructor (18, 19, 20)
+	- Book Topology - Market Parameters #1 (21, 22)
+	- Book Topology - Market Parameters #2 (23, 24)
+	- Book Topology - Market Parameters #3 (25, 26)
+	- Book Topology - Market Parameters #4 (27, 28)
+	- Book Topology - Market Parameters #5 (29, 30)
+	- Book Topology - Market Parameters #6 (31, 32)
+	- Book Topology - Market Parameters #7 (33, 34)
+	- Book Topology - Market Parameters #8 (35, 36)
+	- Book Topology - Market Parameters #9 (37, 38)
+
+
+Bug Fixes/Clean-up:
+
+Samples:
+
+	- Book Group Layout Topology #1 (39, 40)
+	- Book Group Layout Topology #2 (41, 42)
+	- Book Group Layout Topology #3 (43, 44)
+	- Book Group Layout Topology #4 (45, 46)
+	- Book Group Layout Topology #5 (47, 48)
+	- Book Group Layout Topology #6 (49, 50)
+	- Book Group Layout Topology #7 (51, 52)
+	- Book Group Layout Topology #8 (53, 54)

src/main/java/org/drip/analytics/support/CaseInsensitiveHashMap.java

@@ -52,7 +52,7 @@
  */
 
 /**
- * CaseInsensitiveMap implements a case insensitive key in a hash map
+ * CaseInsensitiveHashMap implements a Case Insensitive Key in a Hash Map
  * 
  * @author Michael Beer
  */

src/main/java/org/drip/analytics/support/CaseInsensitiveTreeMap.java

@@ -52,7 +52,7 @@
  */
 
 /**
- * CaseInsensitiveMap implements a case insensitive key in a hash map
+ * CaseInsensitiveTreeMap implements a Case Insensitive Key in a Tree Map
  * 
  * @author Michael Beer
  */

src/main/java/org/drip/analytics/support/Helper.java

@@ -54,7 +54,7 @@
  */
 
 /**
- * AnalyticsHelper contains the collection of the analytics related utility functions used by the modules.
+ * Helper contains the collection of the analytics related utility functions used by the modules.
  * 	The following are the functionality that it exposes:
  * 	- Yield to Discount Factor, and vice versa.
  * 	- Map Bloomberg Day Count Codes to Credit Analytics Day Count Codes

src/main/java/org/drip/sample/xvatopology/BookGroupLayout.java

@@ -0,0 +1,181 @@
+
+package org.drip.sample.xvatopology;
+
+import java.util.Map;
+
+import org.drip.quant.common.FormatUtil;
+import org.drip.quant.common.StringUtil;
+import org.drip.service.env.EnvManager;
+import org.drip.state.identifier.CSALabel;
+import org.drip.state.identifier.OvernightLabel;
+import org.drip.xva.proto.CollateralGroupSpecification;
+import org.drip.xva.proto.PositionGroupSpecification;
+import org.drip.xva.settings.BrokenDateScheme;
+import org.drip.xva.settings.CloseOutScheme;
+import org.drip.xva.settings.PositionReplicationScheme;
+import org.drip.xva.topology.CollateralGroup;
+import org.drip.xva.topology.PositionGroup;
+
+/*
+ * -*- 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.
+ */
+
+/**
+ * BookGroupLayout represents the Directed Graph of all the Encompassing Book Groups. The References are:
+ *  
+ *  - Burgard, C., and M. Kjaer (2014): PDE Representations of Derivatives with Bilateral Counter-party Risk
+ *  	and Funding Costs, Journal of Credit Risk, 7 (3) 1-19.
+ *  
+ *  - Burgard, C., and M. Kjaer (2014): In the Balance, Risk, 24 (11) 72-75.
+ *  
+ *  - Gregory, J. (2009): Being Two-faced over Counter-party Credit Risk, Risk 20 (2) 86-90.
+ *  
+ *  - Albanese, C., L. Andersen, and, S. Iabichino (2015): The FVA Puzzle: Accounting, Risk Management, and
+ *  	Collateral Trading <b>https://papers.ssrn.com/sol3/paper.cfm?abstract_id_2517301</b><br><br>
+ * 
+ *  - Piterbarg, V. (2010): Funding Beyond Discounting: Collateral Agreements and Derivatives Pricing, Risk
+ *  	21 (2) 97-102.
+ * 
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class BookGroupLayout
+{
+
+	private static final String ThreeDigitRandom()
+	{
+		return FormatUtil.FormatDouble (Math.random(), 3, 0, 1000.);
+	}
+
+	private static final PositionGroup[] PositionGroupArray (
+		final int count)
+		throws Exception
+	{
+		PositionGroup[] positionGroupArray = new PositionGroup[count];
+
+		for (int i = 0; i < count; ++i)
+		{
+			positionGroupArray[i] = new PositionGroup (
+				StringUtil.GUID(),
+				"POSITIONGROUP" + ThreeDigitRandom(),
+				new PositionGroupSpecification (
+					StringUtil.GUID(),
+					"POSITIONGROUPSPEC"
+				)
+			);
+		}
+
+		return positionGroupArray;
+	}
+
+	private static final CollateralGroup CollGroup (
+		final String currency,
+		final int count)
+		throws Exception
+	{
+		CollateralGroup collateralGroup = new CollateralGroup (
+			StringUtil.GUID(),
+			"COLLATERALGROUP" + ThreeDigitRandom(),
+			CollateralGroupSpecification.ZeroThreshold (
+				"COLLATERALGROUPSPEC",
+				OvernightLabel.Create (currency),
+				CSALabel.ISDA (currency),
+				PositionReplicationScheme.ALBANESE_ANDERSEN_VERTEX,
+				BrokenDateScheme.SQUARE_ROOT_OF_TIME,
+				0.,
+				CloseOutScheme.ISDA_92
+			)
+		);
+
+		PositionGroup[] positionGroupArray = PositionGroupArray (count);
+
+		for (PositionGroup positionGroup : positionGroupArray)
+			collateralGroup.addPositionGroup (positionGroup);
+
+		return collateralGroup;
+	}
+
+	private static final void DumpCollateralGroup (
+		final CollateralGroup collateralGroup)
+	{
+		System.out.println (
+			"\t" +
+			collateralGroup.name() + " | " +
+			collateralGroup.id() + " ||"
+		);
+
+		for (Map.Entry<String, PositionGroup> positionGroupEntry :
+			collateralGroup.positionGroupMap().entrySet())
+		{
+			PositionGroup positionGroup = positionGroupEntry.getValue();
+
+			System.out.println (
+				"\t\t" +
+				positionGroup.name() + " | " +
+				positionGroup.id() + " ||"
+			);
+		}
+	}
+
+	public static final void main (
+		final String[] args)
+		throws Exception
+	{
+		EnvManager.InitEnv ("");
+
+		String currency = "USD";
+		int positionGroupCount = 3;
+
+		CollateralGroup collateralGroup = CollGroup (
+			currency,
+			positionGroupCount
+		);
+
+		DumpCollateralGroup (collateralGroup);
+
+		System.out.println();
+
+		EnvManager.TerminateEnv();
+	}
+}

src/main/java/org/drip/sample/xvatopology/package-info.java

@@ -0,0 +1,8 @@
+
+/**
+ * Aggregation Group Based XVA Topology
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+package org.drip.sample.xvatopology;