Skip to content

Commit

Permalink
Features:
Browse files Browse the repository at this point in the history
	- Hypothesis Gap Test Outcome Instance (1)
	- Hypothesis Gap Test Outcome Constructor (2, 3, 4)
	- Hypothesis Gap Test Outcome Leading (5, 6, 7)
	- DPA Hypothesis Gap Test #1 (8, 9)
	- DPA Hypothesis Gap Test #2 (10, 11)
	- DPA Hypothesis Gap Test #3 (12, 13)
	- DPA Hypothesis Gap Test #4 (14, 15)


Bug Fixes/Clean-up:

	- Anfuso, Karyampas, and Nawroth 2013 (16)


Samples:

	- AFN Weighted Gap Distribution #1 (17, 18)
	- AFN Weighted Gap Distribution #2 (19, 20)
	- AFN Weighted Gap Distribution #3 (21, 22)
	- AFN Weighted Gap Distribution #4 (23, 24)
	- AFN Weighted Gap Distribution #5 (25, 26)
	- AFN Weighted Gap Distribution #6 (27, 28)
	- AFN Weighted Gap Distribution #7 (29, 30)
	- AFN Weighted Gap Distribution #8 (31, 32)
	- AFN Weighted Gap Distribution #9 (33, 34)
	- AFN Weighted Gap Distribution #10 (35, 36)
	- AFN Weighted Gap Distribution #11 (37, 38)
	- AFN Weighted Gap Distribution #12 (39, 40)
	- AFN Weighted Gap Distribution #13 (41, 42)
	- AFN Weighted Gap Distribution #14 (43, 44)
	- AFN Weighted Gap Distribution #15 (45, 46)
	- AFN Weighted Gap Distribution #16 (47, 48)
	- AFN Weighted Gap Distribution #17 (49, 50)
	- AFN Weighted Gap Distribution #18 (51, 52)
	- AFN Weighted Gap Distribution #19 (53, 54)
	- AFN Weighted Gap Distribution #20 (55, 56)
	- AFN Weighted Gap Distribution #21 (57, 58)
	- AFN Weighted Gap Distribution #22 (59, 60)
  • Loading branch information
lakshmiDRIP committed Feb 14, 2019
1 parent 9559f0c commit 9fc581b
Show file tree
Hide file tree
Showing 7,454 changed files with 40,390 additions and 17,237 deletions.
The diff you're trying to view is too large. We only load the first 3000 changed files.
2 changes: 1 addition & 1 deletion AssetAllocationLibrary.html
Original file line number Diff line number Diff line change
Expand Up @@ -29,7 +29,7 @@ <h1>DROP</h1>
<section>
<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

<p><strong>v4.03</strong> <em>11 February 2019</em></p>
<p><strong>v4.04</strong> <em>14 February 2019</em></p>

<p>DROP Asset Allocation Library is a component of the <a href="https://lakshmidrip.github.io/DROP/AssetAllocationModule.html">DROP Asset Allocation Module</a>. It is composed of:</p>

Expand Down
4 changes: 2 additions & 2 deletions AssetAllocationModule.html
Original file line number Diff line number Diff line change
Expand Up @@ -29,7 +29,7 @@ <h1>DROP</h1>
<section>
<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

<p><strong>v4.03</strong> <em>11 February 2019</em></p>
<p><strong>v4.04</strong> <em>14 February 2019</em></p>

<p>DROP Asset Allocation Module is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, and Transaction Costs.</p>

Expand Down Expand Up @@ -57,7 +57,7 @@ <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>DROP Supporting Technical Specifications</h2>

<ul>
<li><a href="https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal/ModelValidation/ModelValidation_v4.05.pdf">Model Validation Library</a></li>
<li><a href="https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal/ModelValidation/ModelValidation_v4.06.pdf">Model Validation Library</a></li>
<li><a href="https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal/SplineBuilder/SplineBuilder_v3.14.pdf">Spline Builder Library</a></li>
<li><a href="https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal/NumericalOptimizer/NumericalOptimization_v3.92.pdf">Numerical Optimization Library</a></li>
<li><a href="https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal/StatisticalLearning/StatisticalLearningLibrary_v3.93.pdf">Statistical Learning Library</a></li>
Expand Down
2 changes: 1 addition & 1 deletion AssetBackedLibrary.html
Original file line number Diff line number Diff line change
Expand Up @@ -29,7 +29,7 @@ <h1>DROP</h1>
<section>
<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

<p><strong>v4.03</strong> <em>11 February 2019</em></p>
<p><strong>v4.04</strong> <em>14 February 2019</em></p>

<p>DROP Asset Backed Analytics Library is a component of the <a href="https://lakshmidrip.github.io/DROP/FixedIncomeModule.html">DROP Fixed Income Module</a>. It is composed of:</p>

Expand Down
Binary file not shown.
2 changes: 1 addition & 1 deletion ExposureLibrary.html
Original file line number Diff line number Diff line change
Expand Up @@ -29,7 +29,7 @@ <h1>DROP</h1>
<section>
<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

<p><strong>v4.03</strong> <em>11 February 2019</em></p>
<p><strong>v4.04</strong> <em>14 February 2019</em></p>

<p>DROP Exposure Analytics Library is a component of the <a href="https://lakshmidrip.github.io/DROP/FixedIncomeModule.html">DROP Fixed Income Module</a>. It is composed of:</p>

Expand Down
2 changes: 1 addition & 1 deletion FixedIncomeLibrary.html
Original file line number Diff line number Diff line change
Expand Up @@ -29,7 +29,7 @@ <h1>DROP</h1>
<section>
<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

<p><strong>v4.03</strong> <em>11 February 2019</em></p>
<p><strong>v4.04</strong> <em>14 February 2019</em></p>

<p>DROP Fixed Income Analytics Library is a component of the <a href="https://lakshmidrip.github.io/DROP/FixedIncomeModule.html">DROP Fixed Income Module</a>. It is composed of:</p>

Expand Down
4 changes: 2 additions & 2 deletions FixedIncomeModule.html
Original file line number Diff line number Diff line change
Expand Up @@ -29,7 +29,7 @@ <h1>DROP</h1>
<section>
<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

<p><strong>v4.03</strong> <em>11 February 2019</em></p>
<p><strong>v4.04</strong> <em>14 February 2019</em></p>

<p>DROP Fixed Income is a collection of Java libraries 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.</p>

Expand Down Expand Up @@ -59,7 +59,7 @@ <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>DROP Supporting Technical Specifications</h2>

<ul>
<li><a href="https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal/ModelValidation/ModelValidation_v4.05.pdf">Model Validation Library</a></li>
<li><a href="https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal/ModelValidation/ModelValidation_v4.06.pdf">Model Validation Library</a></li>
<li><a href="https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal/SplineBuilder/SplineBuilder_v3.14.pdf">Spline Builder Library</a></li>
<li><a href="https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal/NumericalOptimizer/NumericalOptimization_v3.92.pdf">Numerical Optimization Library</a></li>
<li><a href="https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal/StatisticalLearning/StatisticalLearningLibrary_v3.93.pdf">Statistical Learning Library</a></li>
Expand Down
4,552 changes: 2,377 additions & 2,175 deletions Javadoc/allclasses-index.html

Large diffs are not rendered by default.

Loading

0 comments on commit 9fc581b

Please sign in to comment.