README.md

DROP Template

DROP Template contains the Pricing/Risk Templates for Fixed Income Component Products.

Component Packages

• Forward Rate Futures DROP Template Forward Rate Futures Package holds the Forward Rate Futures Construction Template.

• IRS DROP Template IRS Package implements the Standard IRS Fix-Float Template.

• State DROP Template State Package holds the Standard Latent State Construction Template.

• State Bump DROP Template State Package holds the Standard Bumped Latent State Construction Template.

• UST DROP Template UST Package contains the Standard UST Suite Construction Template.

DROP Specifications

• Main => https://lakshmidrip.github.io/DROP/
• Wiki => https://github.com/lakshmiDRIP/DROP/wiki
• GitHub => https://github.com/lakshmiDRIP/DROP
• Repo Layout Taxonomy => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
• Javadoc => https://lakshmidrip.github.io/DROP/Javadoc/index.html
• Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
• Release Versions => https://lakshmidrip.github.io/DROP/version.html
• Community Credits => https://lakshmidrip.github.io/DROP/credits.html
• Issues Catalog => https://github.com/lakshmiDRIP/DROP/issues