README.md

DROP Historical

DROP Historical contains the Historical State Processing Utilities.

Component Packages

• Attribution DROP Historical Attribution Package contains the Position Market Change Components Attribution.

• Engine DROP Historical Engine Package implements the Product Horizon Change Explain Engine.

• Sensitivity DROP Historical Sensitivity Package implements the Product Horizon Change Tenor Sensitivity.

• State DROP Historical State Package contains the Historical Implied Curve Node Metrics.

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