diff --git a/.gradle/3.5/fileContent/fileContent.lock b/.gradle/3.5/fileContent/fileContent.lock index 1b5d0ad773d7..99f54d24cf38 100644 Binary files a/.gradle/3.5/fileContent/fileContent.lock and b/.gradle/3.5/fileContent/fileContent.lock differ diff --git a/.gradle/3.5/taskHistory/fileHashes.bin b/.gradle/3.5/taskHistory/fileHashes.bin index a7e7d0b927c3..a87fc1bac368 100644 Binary files a/.gradle/3.5/taskHistory/fileHashes.bin and b/.gradle/3.5/taskHistory/fileHashes.bin differ diff --git a/.gradle/3.5/taskHistory/fileSnapshots.bin b/.gradle/3.5/taskHistory/fileSnapshots.bin index aafdcde32b0b..255ab8cac3ae 100644 Binary files a/.gradle/3.5/taskHistory/fileSnapshots.bin and b/.gradle/3.5/taskHistory/fileSnapshots.bin differ diff --git a/.gradle/3.5/taskHistory/taskHistory.bin b/.gradle/3.5/taskHistory/taskHistory.bin index 3b3cbc48f353..e6d3fea94e2a 100644 Binary files a/.gradle/3.5/taskHistory/taskHistory.bin and b/.gradle/3.5/taskHistory/taskHistory.bin differ diff --git a/.gradle/3.5/taskHistory/taskHistory.lock b/.gradle/3.5/taskHistory/taskHistory.lock index b5e4cabffd71..d9828750a2dd 100644 Binary files a/.gradle/3.5/taskHistory/taskHistory.lock and b/.gradle/3.5/taskHistory/taskHistory.lock differ diff --git a/ReleaseNotes/12_11_2017.txt b/ReleaseNotes/12_11_2017.txt new file mode 100644 index 000000000000..b9d1a77f9668 --- /dev/null +++ b/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) diff --git a/gradle.properties b/gradle.properties index 07cf4a1d15eb..67dc4816d747 100644 --- a/gradle.properties +++ b/gradle.properties @@ -1,2 +1,2 @@ release.scope=patch -release.version=3.20.0-SNAPSHOT +release.version=3.21.0-SNAPSHOT diff --git a/src/test/java/org/drip/coverage/json/JSON.java b/src/test/java/org/drip/coverage/json/JSON.java new file mode 100644 index 000000000000..d5b134ffdce7 --- /dev/null +++ b/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); + } +} diff --git a/src/test/java/org/drip/coverage/measure/Measure.java b/src/test/java/org/drip/coverage/measure/Measure.java new file mode 100644 index 000000000000..8c5344286596 --- /dev/null +++ b/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); + } +} diff --git a/src/test/java/org/drip/coverage/portfolioconstruction/ALM.java b/src/test/java/org/drip/coverage/portfolioconstruction/ALM.java new file mode 100644 index 000000000000..19453b4b9671 --- /dev/null +++ b/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); + } +} diff --git a/src/test/java/org/drip/coverage/portfolioconstruction/AssetAllocation.java b/src/test/java/org/drip/coverage/portfolioconstruction/AssetAllocation.java new file mode 100644 index 000000000000..826b02aa5ac1 --- /dev/null +++ b/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); + } +} diff --git a/src/test/java/org/drip/coverage/portfolioconstruction/BlackLitterman.java b/src/test/java/org/drip/coverage/portfolioconstruction/BlackLitterman.java new file mode 100644 index 000000000000..41b8385a9f7f --- /dev/null +++ b/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); + } +} diff --git a/src/test/java/org/drip/coverage/portfolioconstruction/EfficientFrontier.java b/src/test/java/org/drip/coverage/portfolioconstruction/EfficientFrontier.java new file mode 100644 index 000000000000..7a45dddfca31 --- /dev/null +++ b/src/test/java/org/drip/coverage/portfolioconstruction/EfficientFrontier.java @@ -0,0 +1,76 @@ + +package org.drip.coverage.portfolioconstruction; + +import org.drip.sample.efficientfrontier.BoundedMarkovitzBullet; +import org.drip.sample.efficientfrontier.LongOnlyMarkovitzBullet; +import org.drip.sample.efficientfrontier.UnboundedMarkovitzBullet; +import org.drip.sample.efficientfrontier.UnboundedMarkovitzBulletExplicit; + +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. + */ + +/** + * EfficientFrontier holds the JUnit Code Coverage Tests for the Efficient Frontier Portfolio Construction + * Module. + * + * @author Lakshmi Krishnamurthy + */ + +public class EfficientFrontier +{ + @Test public void codeCoverageTest() throws Exception + { + BoundedMarkovitzBullet.main (null); + + LongOnlyMarkovitzBullet.main (null); + + UnboundedMarkovitzBullet.main (null); + + UnboundedMarkovitzBulletExplicit.main (null); + } +} diff --git a/src/test/java/org/drip/coverage/portfolioconstruction/HeLitterman.java b/src/test/java/org/drip/coverage/portfolioconstruction/HeLitterman.java new file mode 100644 index 000000000000..367eabe95771 --- /dev/null +++ b/src/test/java/org/drip/coverage/portfolioconstruction/HeLitterman.java @@ -0,0 +1,81 @@ + +package org.drip.coverage.portfolioconstruction; + +import org.drip.sample.helitterman.Table4DetailedBlowout; +import org.drip.sample.helitterman.Table4Reconciler; +import org.drip.sample.helitterman.Table5Reconciler; +import org.drip.sample.helitterman.Table6Reconciler; +import org.drip.sample.helitterman.Table7Reconciler; +import org.drip.sample.helitterman.Table8Reconciler; + +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. + */ + +/** + * HeLitterman holds the JUnit Code Coverage Tests for the He Litterman Portfolio Construction Module. + * + * @author Lakshmi Krishnamurthy + */ + +public class HeLitterman +{ + @Test public void codeCoverageTest() throws Exception + { + Table4DetailedBlowout.main (null); + + Table4Reconciler.main (null); + + Table5Reconciler.main (null); + + Table6Reconciler.main (null); + + Table7Reconciler.main (null); + + Table8Reconciler.main (null); + } +} diff --git a/src/test/java/org/drip/coverage/portfolioconstruction/package-info.java b/src/test/java/org/drip/coverage/portfolioconstruction/package-info.java new file mode 100644 index 000000000000..3c0c3506321e --- /dev/null +++ b/src/test/java/org/drip/coverage/portfolioconstruction/package-info.java @@ -0,0 +1,8 @@ + +/** + * Portfolio Construction Module Code Coverage Estimation Suite + * + * @author Lakshmi Krishnamurthy + */ + +package org.drip.coverage.portfolioconstruction; diff --git a/src/test/java/org/drip/coverage/product/CapFloor.java b/src/test/java/org/drip/coverage/product/CapFloor.java new file mode 100644 index 000000000000..e6fd83f5eb7c --- /dev/null +++ b/src/test/java/org/drip/coverage/product/CapFloor.java @@ -0,0 +1,78 @@ + +package org.drip.coverage.product; + +import org.drip.sample.capfloor.FRAStdCapFloor; +import org.drip.sample.capfloor.FRAStdCapFloorAnalysis; +import org.drip.sample.capfloor.FRAStdCapModels; +// import org.drip.sample.capfloor.FRAStdCapMonteCarlo; +import org.drip.sample.capfloor.FRAStdCapSequence; + +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. + */ + +/** + * CapFloor holds the JUnit Code Coverage Tests for the IR Volatility Product Service Module. + * + * @author Lakshmi Krishnamurthy + */ + +public class CapFloor +{ + @Test public void codeCoverageTest() throws Exception + { + FRAStdCapFloor.main (null); + + FRAStdCapFloorAnalysis.main (null); + + FRAStdCapModels.main (null); + + // FRAStdCapMonteCarlo.main (null); + + FRAStdCapSequence.main (null); + } +} diff --git a/src/test/java/org/drip/coverage/product/FloatFloat.java b/src/test/java/org/drip/coverage/product/FixFloatOption.java similarity index 87% rename from src/test/java/org/drip/coverage/product/FloatFloat.java rename to src/test/java/org/drip/coverage/product/FixFloatOption.java index 481a75dc387e..9928a700bd03 100644 --- a/src/test/java/org/drip/coverage/product/FloatFloat.java +++ b/src/test/java/org/drip/coverage/product/FixFloatOption.java @@ -1,8 +1,8 @@ package org.drip.coverage.product; -import org.drip.sample.floatfloat.JurisdictionOTCIndexDefinitions; -import org.drip.sample.floatfloat.JurisdictionOTCIndexSwaps; +import org.drip.sample.fixfloatoption.MultiCurvePayerReceiver; +import org.drip.sample.fixfloatoption.MultiCurvePayerReceiverAnalysis; import org.junit.Test; @@ -53,17 +53,17 @@ */ /** - * FloatFloat holds the JUnit Code Coverage Tests for the FloatFloat Product Module. + * FixFloatOption holds the JUnit Code Coverage Tests for the FixFloat IRS Option Product Module. * * @author Lakshmi Krishnamurthy */ -public class FloatFloat +public class FixFloatOption { @Test public void codeCoverageTest() throws Exception { - JurisdictionOTCIndexDefinitions.main (null); + MultiCurvePayerReceiver.main (null); - JurisdictionOTCIndexSwaps.main (null); + MultiCurvePayerReceiverAnalysis.main (null); } } diff --git a/src/test/java/org/drip/coverage/quant/Matrix.java b/src/test/java/org/drip/coverage/quant/Matrix.java new file mode 100644 index 000000000000..ba4ee7a3da6f --- /dev/null +++ b/src/test/java/org/drip/coverage/quant/Matrix.java @@ -0,0 +1,84 @@ + +package org.drip.coverage.quant; + +import org.drip.sample.matrix.CholeskyFactorization; +import org.drip.sample.matrix.Eigenization; +import org.drip.sample.matrix.GrahamSchmidtProcess; +import org.drip.sample.matrix.LinearAlgebra; +import org.drip.sample.matrix.MultivariateRandom; +import org.drip.sample.matrix.PrincipalComponent; +import org.drip.sample.matrix.QRDecomposition; + +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. + */ + +/** + * Matrix holds the JUnit Code Coverage Tests for the Matrix Quant Module. + * + * @author Lakshmi Krishnamurthy + */ + +public class Matrix +{ + @Test public void codeCoverageTest() throws Exception + { + CholeskyFactorization.main (null); + + Eigenization.main (null); + + GrahamSchmidtProcess.main (null); + + LinearAlgebra.main (null); + + MultivariateRandom.main (null); + + PrincipalComponent.main (null); + + QRDecomposition.main (null); + } +} diff --git a/src/test/java/org/drip/coverage/state/Forward.java b/src/test/java/org/drip/coverage/state/Forward.java new file mode 100644 index 000000000000..958a587c5cb6 --- /dev/null +++ b/src/test/java/org/drip/coverage/state/Forward.java @@ -0,0 +1,99 @@ + +package org.drip.coverage.state; + +import org.drip.sample.forward.IBOR12MCubicKLKHyperbolic; +import org.drip.sample.forward.IBOR12MCubicPolyVanilla; +import org.drip.sample.forward.IBOR12MQuarticPolyVanilla; +import org.drip.sample.forward.IBOR1MCubicKLKHyperbolic; +import org.drip.sample.forward.IBOR1MCubicPolyVanilla; +import org.drip.sample.forward.IBOR1MQuarticPolyVanilla; +import org.drip.sample.forward.IBOR3MCubicKLKHyperbolic; +import org.drip.sample.forward.IBOR3MCubicPolyVanilla; +import org.drip.sample.forward.IBOR3MQuarticPolyVanilla; +import org.drip.sample.forward.IBOR6MCubicKLKHyperbolic; +import org.drip.sample.forward.IBOR6MCubicPolyVanilla; +import org.drip.sample.forward.IBOR6MQuarticPolyVanilla; + +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. + */ + +/** + * Forward holds the JUnit Code Coverage Tests for the Forward State Module. + * + * @author Lakshmi Krishnamurthy + */ + +public class Forward +{ + @Test public void codeCoverageTest() throws Exception + { + IBOR1MCubicKLKHyperbolic.main (null); + + IBOR1MCubicPolyVanilla.main (null); + + IBOR1MQuarticPolyVanilla.main (null); + + IBOR3MCubicKLKHyperbolic.main (null); + + IBOR3MCubicPolyVanilla.main (null); + + IBOR3MQuarticPolyVanilla.main (null); + + IBOR6MCubicKLKHyperbolic.main (null); + + IBOR6MCubicPolyVanilla.main (null); + + IBOR6MQuarticPolyVanilla.main (null); + + IBOR12MCubicKLKHyperbolic.main (null); + + IBOR12MCubicPolyVanilla.main (null); + + IBOR12MQuarticPolyVanilla.main (null); + } +} diff --git a/src/test/java/org/drip/coverage/state/Funding.java b/src/test/java/org/drip/coverage/state/Funding.java new file mode 100644 index 000000000000..53f9faed1a3d --- /dev/null +++ b/src/test/java/org/drip/coverage/state/Funding.java @@ -0,0 +1,87 @@ + +package org.drip.coverage.state; + +import org.drip.sample.funding.CustomFundingCurveBuilder; +import org.drip.sample.funding.CustomFundingCurveReconciler; +import org.drip.sample.funding.HaganWestForwardInterpolator; +import org.drip.sample.funding.MultiStreamSwapMeasures; +import org.drip.sample.funding.NonlinearCurveMeasures; +import org.drip.sample.funding.ShapePreservingZeroSmooth; +import org.drip.sample.funding.ShapeZeroLocalSmooth; +import org.drip.sample.funding.TemplatedFundingCurveBuilder; + +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. + */ + +/** + * Funding holds the JUnit Code Coverage Tests for the Funding State Module. + * + * @author Lakshmi Krishnamurthy + */ + +public class Funding +{ + @Test public void codeCoverageTest() throws Exception + { + CustomFundingCurveBuilder.main (null); + + CustomFundingCurveReconciler.main (null); + + HaganWestForwardInterpolator.main (null); + + MultiStreamSwapMeasures.main (null); + + NonlinearCurveMeasures.main (null); + + ShapePreservingZeroSmooth.main (null); + + ShapeZeroLocalSmooth.main (null); + + TemplatedFundingCurveBuilder.main (null); + } +} diff --git a/src/test/java/org/drip/coverage/state/MultiCurve.java b/src/test/java/org/drip/coverage/state/MultiCurve.java new file mode 100644 index 000000000000..66e7caf37d72 --- /dev/null +++ b/src/test/java/org/drip/coverage/state/MultiCurve.java @@ -0,0 +1,87 @@ + +package org.drip.coverage.state; + +import org.drip.sample.multicurve.CustomBasisCurveBuilder; +import org.drip.sample.multicurve.FixFloatForwardCurve; +import org.drip.sample.multicurve.FixFloatSwap; +import org.drip.sample.multicurve.FixFloatSwapAnalysis; +import org.drip.sample.multicurve.FixFloatSwapIMM; +import org.drip.sample.multicurve.FloatFloatForwardCurve; +import org.drip.sample.multicurve.FundingNativeForwardReconciler; +import org.drip.sample.multicurve.OTCSwapOptionSettlements; + +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. + */ + +/** + * MultiCurve holds the JUnit Code Coverage Tests for the Multi Curve State Module. + * + * @author Lakshmi Krishnamurthy + */ + +public class MultiCurve +{ + @Test public void codeCoverageTest() throws Exception + { + CustomBasisCurveBuilder.main (null); + + FixFloatForwardCurve.main (null); + + FixFloatSwap.main (null); + + FixFloatSwapAnalysis.main (null); + + FixFloatSwapIMM.main (null); + + FloatFloatForwardCurve.main (null); + + FundingNativeForwardReconciler.main (null); + + OTCSwapOptionSettlements.main (null); + } +}