Features:

Bug Fixes/Clean-up:

Samples:

	- Asset Backed Product Code Coverage (1, 2)
	- ATHL Execution Code Coverage #1 (3, 4)
	- ATHL Execution Code Coverage #2 (5, 6)
	- ATHL Execution Code Coverage #3 (7, 8)
	- Black Litterman Portfolio Construction Code Coverage #1 (9, 10)
	- Black Litterman Portfolio Construction Code Coverage #2 (11, 12)
	- Black Litterman Portfolio Construction Code Coverage #3 (13, 14)
	- Black Litterman Portfolio Construction Code Coverage #4 (15, 16)
	- Black Litterman Portfolio Construction Code Coverage #5 (17)
	- Pricing Commands Product Code Coverage #1 (18, 19)
	- Pricing Commands Product Code Coverage #2 (20, 21)
	- Pricing Commands Product Code Coverage #3 (22, 23)
	- Bond Product Code Coverage #1 (24, 25)
	- Bond Product Code Coverage #2 (26, 27)
	- Bond Product Code Coverage #3 (28, 29)
	- Bond Product Code Coverage #4 (30)
	- Bond API Product Code Coverage #1 (31, 32)
	- Bond API Product Code Coverage #2 (33)

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

@@ -0,0 +1,80 @@
+
+package org.drip.coverage.execution;
+
+import org.drip.sample.athl.EquityMarketImpactDRI;
+import org.drip.sample.athl.EquityMarketImpactIBM;
+import org.drip.sample.athl.OptimalTrajectoryDRI;
+import org.drip.sample.athl.OptimalTrajectoryIBM;
+import org.drip.sample.athl.OptimalTrajectoryTradeAnalysis;
+import org.drip.sample.athl.OptimalTrajectoryVolatilityAnalysis;
+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.
+ */
+
+/**
+ * ATHL holds the JUnit Code Coverage Tests for the ATHL Execution Module.
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class ATHL
+{
+	@Test public void codeCoverageTest() throws Exception
+	{
+		EquityMarketImpactDRI.main (null);
+
+		EquityMarketImpactIBM.main (null);
+
+		OptimalTrajectoryDRI.main (null);
+
+		OptimalTrajectoryIBM.main (null);
+
+		OptimalTrajectoryTradeAnalysis.main (null);
+
+		OptimalTrajectoryVolatilityAnalysis.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/AssetBacked.java

@@ -0,0 +1,69 @@
+
+package org.drip.coverage.product;
+
+import org.drip.sample.assetbacked.ConstantPaymentBond;
+import org.drip.sample.assetbacked.PrepayableConstantPaymentBond;
+
+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.
+ */
+
+/**
+ * AssetBacked holds the JUnit Code Coverage Tests for the Asset Backed Product Module.
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class AssetBacked
+{
+	@Test public void codeCoverageTest() throws Exception
+	{
+		ConstantPaymentBond.main (null);
+
+		PrepayableConstantPaymentBond.main (null);
+    }
+}

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

@@ -0,0 +1,81 @@
+
+package org.drip.coverage.product;
+
+import org.drip.sample.bloomberg.CDSO;
+import org.drip.sample.bloomberg.CDSW;
+import org.drip.sample.bloomberg.SWPM;
+import org.drip.sample.bloomberg.SWPMOIS;
+import org.drip.sample.bloomberg.SWPM_NEW;
+import org.drip.sample.bloomberg.YAS;
+
+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.
+ */
+
+/**
+ * Bloomberg holds the JUnit Code Coverage Tests for the Bloomberg Pricing Commands for the Product Module.
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class Bloomberg
+{
+	@Test public void codeCoverageTest() throws Exception
+	{
+		CDSO.main (null);
+
+		CDSW.main (null);
+
+		SWPM_NEW.main (null);
+
+		SWPM.main (null);
+
+		SWPMOIS.main (null);
+
+		YAS.main (null);
+    }
+}