Features:

	- Position Group Path Market Vertexes (1)
	- Position Group Path Sweep #1 (2, 3)
	- Position Group Path Sweep #2 (4, 5)
	- Position Group Path Sweep #3 (6, 7)
	- Position Group Path Sweep #4 (8, 9)
	- Position Group Path Sweep #5 (10, 11)
	- Position Group Path Sweep #6 (12, 13)
	- Position Group Path Sweep #7 (14, 15)


Bug Fixes/Clean-up:

Samples:

	- Collateralized Collateral/Funding/Netting (16, 17, 18)
	- Uncollateralized Collateral/Funding/Netting (19, 20, 21)
	- Zero Threshold Collateral/Funding/Netting (22, 23, 24)

ReleaseNotes/04_02_2018.txt

@@ -0,0 +1,20 @@
+
+Features:
+
+ - Position Group Path Market Vertexes (1)
+ - Position Group Path Sweep #1 (2, 3)
+ - Position Group Path Sweep #2 (4, 5)
+ - Position Group Path Sweep #3 (6, 7)
+ - Position Group Path Sweep #4 (8, 9)
+ - Position Group Path Sweep #5 (10, 11)
+ - Position Group Path Sweep #6 (12, 13)
+ - Position Group Path Sweep #7 (14, 15)
+
+
+Bug Fixes/Clean-up:
+
+Samples:
+
+ - Collateralized Collateral/Funding/Netting (16, 17, 18)
+ - Uncollateralized Collateral/Funding/Netting (19, 20, 21)
+ - Zero Threshold Collateral/Funding/Netting (22, 23, 24)

src/main/java/org/drip/coverage/analytics/CashFlow.java

@@ -0,0 +1,111 @@
+
+package org.drip.coverage.analytics;
+
+import org.drip.sample.cashflow.AmortizingBondPeriods;
+import org.drip.sample.cashflow.DepositPeriods;
+import org.drip.sample.cashflow.EOSBondPeriods;
+import org.drip.sample.cashflow.FRAMarketPeriods;
+import org.drip.sample.cashflow.FRAStandardPeriods;
+import org.drip.sample.cashflow.FixFloatInAdvanceIMMPeriods;
+import org.drip.sample.cashflow.FixFloatInAdvancePeriods;
+import org.drip.sample.cashflow.FixFloatInArrearsIMMPeriods;
+import org.drip.sample.cashflow.FixFloatInArrearsPeriods;
+import org.drip.sample.cashflow.FixedCouponBondPeriods;
+import org.drip.sample.cashflow.FloatingCouponBondPeriods;
+import org.drip.sample.cashflow.ForwardRateFuturePeriods;
+import org.drip.sample.cashflow.InAdvanceLongTenorPeriods;
+import org.drip.sample.cashflow.InAdvanceShortTenorPeriods;
+import org.drip.sample.cashflow.InArrearsLongTenorPeriods;
+import org.drip.sample.cashflow.InArrearsShortTenorPeriods;
+
+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.
+ */
+
+/**
+ * CashFlow holds the JUnit Code Coverage Tests for the Cash Flow Analytics Module.
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class CashFlow
+{
+ @Test public void codeCoverageTest() throws Exception
+ {
+ AmortizingBondPeriods.main (null);
+
+ DepositPeriods.main (null);
+
+ EOSBondPeriods.main (null);
+
+ FixedCouponBondPeriods.main (null);
+
+ FixFloatInAdvanceIMMPeriods.main (null);
+
+ FixFloatInAdvancePeriods.main (null);
+
+ FixFloatInArrearsIMMPeriods.main (null);
+
+ FixFloatInArrearsPeriods.main (null);
+
+ FloatingCouponBondPeriods.main (null);
+
+ ForwardRateFuturePeriods.main (null);
+
+ FRAMarketPeriods.main (null);
+
+ FRAStandardPeriods.main (null);
+
+ InAdvanceLongTenorPeriods.main (null);
+
+ InAdvanceShortTenorPeriods.main (null);
+
+ InArrearsLongTenorPeriods.main (null);
+
+ InArrearsShortTenorPeriods.main (null);
+ }
+}

src/main/java/org/drip/coverage/analytics/Date.java

@@ -0,0 +1,78 @@
+
+package org.drip.coverage.analytics;
+
+import org.drip.sample.date.CalendarAPI;
+import org.drip.sample.date.DateRollAPI;
+import org.drip.sample.date.DayCountAPI;
+import org.drip.sample.date.FliegelvanFlandernJulian;
+import org.drip.sample.date.IMMRollAPI;
+
+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.
+ */
+
+/**
+ * Date holds the JUnit Code Coverage Tests for the Date Analytics Module.
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class Date
+{
+ @Test public void codeCoverageTest() throws Exception
+ {
+ CalendarAPI.main (null);
+
+ DateRollAPI.main (null);
+
+ DayCountAPI.main (null);
+
+ FliegelvanFlandernJulian.main (null);
+
+ IMMRollAPI.main (null);
+ }
+}

src/main/java/org/drip/coverage/analytics/package-info.java

@@ -0,0 +1,8 @@
+
+/**
+ * Analytics Module Code Coverage Estimation Suite
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+package org.drip.coverage.analytics;

src/main/java/org/drip/coverage/dynamics/HJM.java

@@ -0,0 +1,78 @@
+
+package org.drip.coverage.dynamics;
+
+import org.drip.sample.hjm.G2PlusPlusDynamics;
+import org.drip.sample.hjm.MultiFactorDynamics;
+import org.drip.sample.hjm.MultiFactorQMDynamics;
+import org.drip.sample.hjm.PrincipalComponentDynamics;
+import org.drip.sample.hjm.PrincipalComponentQMDynamics;
+
+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.
+ */
+
+/**
+ * HJM holds the JUnit Code Coverage Tests for the HJM Dynamics Module.
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class HJM
+{
+ @Test public void codeCoverageTest() throws Exception
+ {
+ G2PlusPlusDynamics.main (null);
+
+ MultiFactorDynamics.main (null);
+
+ MultiFactorQMDynamics.main (null);
+
+ PrincipalComponentDynamics.main (null);
+
+ PrincipalComponentQMDynamics.main (null);
+ }
+}

src/main/java/org/drip/coverage/dynamics/HullWhite.java

@@ -0,0 +1,75 @@
+
+package org.drip.coverage.dynamics;
+
+import org.drip.sample.hullwhite.EvolutionMetrics;
+import org.drip.sample.hullwhite.ShortRateDynamics;
+import org.drip.sample.hullwhite.TrinomialTreeCalibration;
+import org.drip.sample.hullwhite.TrinomialTreeEvolution;
+
+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.
+ */
+
+/**
+ * HullWhite holds the JUnit Code Coverage Tests for the Hull White Dynamics Module.
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class HullWhite
+{
+ @Test public void codeCoverageTest() throws Exception
+ {
+ EvolutionMetrics.main (null);
+
+ ShortRateDynamics.main (null);
+
+ TrinomialTreeCalibration.main (null);
+
+ TrinomialTreeEvolution.main (null);
+ }
+}