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DROP Product

DROP Product implements the Product Components/Baskets for Credit, FRA, FX, Govvie, Rates, and Option Asset Classes.

Component Packages

  • Calib DROP Product Calib Package holds the Curve/Surface Calibration Quote Sets.

  • Creator DROP Product Creator Package implements the Streams and Products Construction Utilities.

  • Credit DROP Product Credit Package implements the Credit Products - Components and Baskets.

  • Definition DROP Product Definition Package implements the Fixed Income Components/Baskets Definitions.

  • FRA DROP Product FRA Package implements the Standard/Market FRAs - Caps/Floors.

  • FX DROP Product FX Package implements the FX Forwards, Cross Currency Swaps.

  • Govvie DROP Product Govvie Package implements the Treasury Bills, Notes, Bonds, Futures.

  • Option DROP Product Option Package implements the Options on Fixed Income Components.

  • Params DROP Product Params Package contains the Fixed Income Product Customization Parameters.

  • Rates DROP Product Rates Package implements the Fixed Income Multi-Stream Components.

DROP Specifications