Features:

Bug Fixes/Clean-up:

Samples:

	- JSON Module Code Coverage (1, 2)
	- LMM Dynamics Code Coverage #1 (3, 4)
	- LMM Dynamics Code Coverage #2 (5, 6)
	- LMM Dynamics Code Coverage #3 (7, 8)
	- LMM Dynamics Code Coverage #4 (9, 10)
	- Loan Product Code Coverage #1 (11, 12)
	- Loan Product Code Coverage #2 (13, 14)
	- Loan Product Code Coverage #3 (15, 16)
	- Loan Product Code Coverage #4 (17, 18)
	- Loan Product Code Coverage #5 (19, 20)
	- Loan Product Code Coverage #6 (21, 22)
	- Loan Product Code Coverage #7 (23, 24)
	- Loan Product Code Coverage #8 (25, 26)
	- Loan Product Code Coverage #9 (27, 28)
	- LVaR Execution Code Coverage (29, 30)
	- Matrix Quant Code Coverage #1 (31, 32)
	- Matrix Quant Code Coverage #2 (33, 34)
	- Matrix Quant Code Coverage #3 (35, 36)
	- Matrix Quant Code Coverage #4 (37)
	- Measure Module Code Coverage #1 (38, 39)
	- Measure Module Code Coverage #2 (40, 41)
	- Measure Module Code Coverage #3 (42, 43)
	- Multi-Curve State Code Coverage #1 (44, 45)
	- Multi-Curve State Code Coverage #2 (46, 47)
	- Multi-Curve State Code Coverage #3 (48, 49)
	- Multi-Curve State Code Coverage #4 (50, 51)
	- Municipal Product Code Coverage #1 (52, 53)
	- Municipal Product Code Coverage #2 (54, 55)
	- Municipal Product Code Coverage #3 (56, 57)

ReleaseNotes/12_11_2017.txt

@@ -0,0 +1,36 @@
+
+Features:
+
+Bug Fixes/Clean-up:
+
+Samples:
+
+ - JSON Module Code Coverage (1, 2)
+ - LMM Dynamics Code Coverage #1 (3, 4)
+ - LMM Dynamics Code Coverage #2 (5, 6)
+ - LMM Dynamics Code Coverage #3 (7, 8)
+ - LMM Dynamics Code Coverage #4 (9, 10)
+ - Loan Product Code Coverage #1 (11, 12)
+ - Loan Product Code Coverage #2 (13, 14)
+ - Loan Product Code Coverage #3 (15, 16)
+ - Loan Product Code Coverage #4 (17, 18)
+ - Loan Product Code Coverage #5 (19, 20)
+ - Loan Product Code Coverage #6 (21, 22)
+ - Loan Product Code Coverage #7 (23, 24)
+ - Loan Product Code Coverage #8 (25, 26)
+ - Loan Product Code Coverage #9 (27, 28)
+ - LVaR Execution Code Coverage (29, 30)
+ - Matrix Quant Code Coverage #1 (31, 32)
+ - Matrix Quant Code Coverage #2 (33, 34)
+ - Matrix Quant Code Coverage #3 (35, 36)
+ - Matrix Quant Code Coverage #4 (37)
+ - Measure Module Code Coverage #1 (38, 39)
+ - Measure Module Code Coverage #2 (40, 41)
+ - Measure Module Code Coverage #3 (42, 43)
+ - Multi-Curve State Code Coverage #1 (44, 45)
+ - Multi-Curve State Code Coverage #2 (46, 47)
+ - Multi-Curve State Code Coverage #3 (48, 49)
+ - Multi-Curve State Code Coverage #4 (50, 51)
+ - Municipal Product Code Coverage #1 (52, 53)
+ - Municipal Product Code Coverage #2 (54, 55)
+ - Municipal Product Code Coverage #3 (56, 57)

gradle.properties

@@ -1,2 +1,2 @@
 release.scope=patch
-release.version=3.20.0-SNAPSHOT
+release.version=3.21.0-SNAPSHOT

src/test/java/org/drip/coverage/json/JSON.java

@@ -0,0 +1,66 @@
+
+package org.drip.coverage.json;
+
+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.
+ */
+
+/**
+ * JSON holds the JUnit Code Coverage Tests for the JSON Module.
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class JSON
+{
+ @Test public void codeCoverageTest() throws Exception
+ {
+ org.drip.sample.json.Test.main (null);
+
+ org.drip.sample.json.YylexTest.main (null);
+ }
+}

src/test/java/org/drip/coverage/measure/Measure.java

@@ -0,0 +1,81 @@
+
+package org.drip.coverage.measure;
+
+import org.drip.sample.measure.BrownianBridgeConcave;
+import org.drip.sample.measure.BrownianBridgeConvex;
+import org.drip.sample.measure.BrownianBridgeLinear;
+import org.drip.sample.measure.GaussianSequence;
+import org.drip.sample.measure.PiecewiseDisplacedLebesgue;
+import org.drip.sample.measure.PiecewiseLinearLebesgue;
+
+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.
+ */
+
+/**
+ * Measure holds the JUnit Code Coverage Tests for the Measure Measure Module.
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class Measure
+{
+ @Test public void codeCoverageTest() throws Exception
+ {
+ BrownianBridgeConcave.main (null);
+
+ BrownianBridgeConvex.main (null);
+
+ BrownianBridgeLinear.main (null);
+
+ GaussianSequence.main (null);
+
+ PiecewiseDisplacedLebesgue.main (null);
+
+ PiecewiseLinearLebesgue.main (null);
+ }
+}

src/test/java/org/drip/coverage/portfolioconstruction/ALM.java

@@ -0,0 +1,78 @@
+
+package org.drip.coverage.portfolioconstruction;
+
+import org.drip.sample.alm.NetLiabilityCliffDependence;
+import org.drip.sample.alm.NetLiabilityConsumptionDependence;
+import org.drip.sample.alm.NetLiabilityDiscountDependence;
+import org.drip.sample.alm.NetLiabilityStreamEstimator;
+import org.drip.sample.alm.NetLiabilityTaxYieldDependence;
+
+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.
+ */
+
+/**
+ * ALM holds the JUnit Code Coverage Tests for the ALM Portfolio Construction Module.
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class ALM
+{
+ @Test public void codeCoverageTest() throws Exception
+ {
+ NetLiabilityCliffDependence.main (null);
+
+ NetLiabilityConsumptionDependence.main (null);
+
+ NetLiabilityDiscountDependence.main (null);
+
+ NetLiabilityStreamEstimator.main (null);
+
+ NetLiabilityTaxYieldDependence.main (null);
+ }
+}

src/test/java/org/drip/coverage/portfolioconstruction/AssetAllocation.java

@@ -0,0 +1,79 @@
+
+package org.drip.coverage.portfolioconstruction;
+
+// import org.drip.sample.assetallocation.BudgetConstrainedVarianceMinimizer;
+import org.drip.sample.assetallocation.DualConstrainedVariateConvergence;
+// import org.drip.sample.assetallocation.ReturnsConstrainedVarianceMinimizer;
+// import org.drip.sample.assetallocation.RiskTolerantVarianceMinimizer;
+// import org.drip.sample.assetallocation.VanillaVarianceMinimizer;
+
+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.
+ */
+
+/**
+ * AssetAllocation holds the JUnit Code Coverage Tests for the Asset Allocation Portfolio Construction
+ * Module.
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class AssetAllocation
+{
+ @Test public void codeCoverageTest() throws Exception
+ {
+ // BudgetConstrainedVarianceMinimizer.main (null);
+
+ DualConstrainedVariateConvergence.main (null);
+
+ // ReturnsConstrainedVarianceMinimizer.main (null);
+
+ // RiskTolerantVarianceMinimizer.main (null);
+
+ // VanillaVarianceMinimizer.main (null);
+ }
+}