Features:

	- XVA Basel Dealer Value Category (3)
	- XVA Dealer Market Vertex #1 (4, 5)
	- XVA Dealer Market Vertex #2 (6, 7)
	- XVA Dealer Market Vertex #3 (8, 9)
	- XVA Dealer Market Vertex #4 (10, 11)
	- XVA Dealer Market Vertex #5 (12, 13)
	- XVA Client Market Vertex #1 (14, 15)
	- XVA Client Market Vertex #2 (16, 17)
	- XVA Client Market Vertex #3 (18, 19)
	- XVA Client Market Vertex #4 (20, 21)
	- XVA Dealer Market Vertex #6 (22, 23)
	- XVA Dealer Market Vertex #7 (24, 25)
	- XVA Client Market Vertex #5 (26, 27, 28)
	- XVA Universe Market Vertex Generator (29)


Bug Fixes/Clean-up:

	- XVA Adiabat - Scan Moniker Change (1, 2)


Samples:

ReleaseNotes/03_26_2018.txt

@@ -0,0 +1,25 @@
+
+Features:
+
+	- XVA Basel Dealer Value Category (3)
+	- XVA Dealer Market Vertex #1 (4, 5)
+	- XVA Dealer Market Vertex #2 (6, 7)
+	- XVA Dealer Market Vertex #3 (8, 9)
+	- XVA Dealer Market Vertex #4 (10, 11)
+	- XVA Dealer Market Vertex #5 (12, 13)
+	- XVA Client Market Vertex #1 (14, 15)
+	- XVA Client Market Vertex #2 (16, 17)
+	- XVA Client Market Vertex #3 (18, 19)
+	- XVA Client Market Vertex #4 (20, 21)
+	- XVA Dealer Market Vertex #6 (22, 23)
+	- XVA Dealer Market Vertex #7 (24, 25)
+	- XVA Client Market Vertex #5 (26, 27, 28)
+	- XVA Universe Market Vertex Generator (29)
+
+
+Bug Fixes/Clean-up:
+
+	- XVA Adiabat - Scan Moniker Change (1, 2)
+
+
+Samples:

src/main/java/org/drip/coverage/analytics/CashFlow.java

@@ -0,0 +1,111 @@
+
+package org.drip.coverage.analytics;
+
+import org.drip.sample.cashflow.AmortizingBondPeriods;
+import org.drip.sample.cashflow.DepositPeriods;
+import org.drip.sample.cashflow.EOSBondPeriods;
+import org.drip.sample.cashflow.FRAMarketPeriods;
+import org.drip.sample.cashflow.FRAStandardPeriods;
+import org.drip.sample.cashflow.FixFloatInAdvanceIMMPeriods;
+import org.drip.sample.cashflow.FixFloatInAdvancePeriods;
+import org.drip.sample.cashflow.FixFloatInArrearsIMMPeriods;
+import org.drip.sample.cashflow.FixFloatInArrearsPeriods;
+import org.drip.sample.cashflow.FixedCouponBondPeriods;
+import org.drip.sample.cashflow.FloatingCouponBondPeriods;
+import org.drip.sample.cashflow.ForwardRateFuturePeriods;
+import org.drip.sample.cashflow.InAdvanceLongTenorPeriods;
+import org.drip.sample.cashflow.InAdvanceShortTenorPeriods;
+import org.drip.sample.cashflow.InArrearsLongTenorPeriods;
+import org.drip.sample.cashflow.InArrearsShortTenorPeriods;
+
+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.
+ */
+
+/**
+ * CashFlow holds the JUnit Code Coverage Tests for the Cash Flow Analytics Module.
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class CashFlow
+{
+	@Test public void codeCoverageTest() throws Exception
+	{
+		AmortizingBondPeriods.main (null);
+
+		DepositPeriods.main (null);
+
+		EOSBondPeriods.main (null);
+
+		FixedCouponBondPeriods.main (null);
+
+		FixFloatInAdvanceIMMPeriods.main (null);
+
+		FixFloatInAdvancePeriods.main (null);
+
+		FixFloatInArrearsIMMPeriods.main (null);
+
+		FixFloatInArrearsPeriods.main (null);
+
+		FloatingCouponBondPeriods.main (null);
+
+		ForwardRateFuturePeriods.main (null);
+
+		FRAMarketPeriods.main (null);
+
+		FRAStandardPeriods.main (null);
+
+		InAdvanceLongTenorPeriods.main (null);
+
+		InAdvanceShortTenorPeriods.main (null);
+
+		InArrearsLongTenorPeriods.main (null);
+
+		InArrearsShortTenorPeriods.main (null);
+	}
+}

src/main/java/org/drip/coverage/analytics/Date.java

@@ -0,0 +1,78 @@
+
+package org.drip.coverage.analytics;
+
+import org.drip.sample.date.CalendarAPI;
+import org.drip.sample.date.DateRollAPI;
+import org.drip.sample.date.DayCountAPI;
+import org.drip.sample.date.FliegelvanFlandernJulian;
+import org.drip.sample.date.IMMRollAPI;
+
+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.
+ */
+
+/**
+ * Date holds the JUnit Code Coverage Tests for the Date Analytics Module.
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class Date
+{
+	@Test public void codeCoverageTest() throws Exception
+	{
+		CalendarAPI.main (null);
+
+		DateRollAPI.main (null);
+
+		DayCountAPI.main (null);
+
+		FliegelvanFlandernJulian.main (null);
+
+		IMMRollAPI.main (null);
+	}
+}

src/main/java/org/drip/coverage/analytics/package-info.java

@@ -0,0 +1,8 @@
+
+/**
+ * Analytics Module Code Coverage Estimation Suite
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+package org.drip.coverage.analytics;

src/main/java/org/drip/coverage/dynamics/HJM.java

@@ -0,0 +1,78 @@
+
+package org.drip.coverage.dynamics;
+
+import org.drip.sample.hjm.G2PlusPlusDynamics;
+import org.drip.sample.hjm.MultiFactorDynamics;
+import org.drip.sample.hjm.MultiFactorQMDynamics;
+import org.drip.sample.hjm.PrincipalComponentDynamics;
+import org.drip.sample.hjm.PrincipalComponentQMDynamics;
+
+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.
+ */
+
+/**
+ * HJM holds the JUnit Code Coverage Tests for the HJM Dynamics Module.
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class HJM
+{
+	@Test public void codeCoverageTest() throws Exception
+	{
+		G2PlusPlusDynamics.main (null);
+
+		MultiFactorDynamics.main (null);
+
+		MultiFactorQMDynamics.main (null);
+
+		PrincipalComponentDynamics.main (null);
+
+		PrincipalComponentQMDynamics.main (null);
+    }
+}

src/main/java/org/drip/coverage/dynamics/HullWhite.java

@@ -0,0 +1,75 @@
+
+package org.drip.coverage.dynamics;
+
+import org.drip.sample.hullwhite.EvolutionMetrics;
+import org.drip.sample.hullwhite.ShortRateDynamics;
+import org.drip.sample.hullwhite.TrinomialTreeCalibration;
+import org.drip.sample.hullwhite.TrinomialTreeEvolution;
+
+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.
+ */
+
+/**
+ * HullWhite holds the JUnit Code Coverage Tests for the Hull White Dynamics Module.
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class HullWhite
+{
+	@Test public void codeCoverageTest() throws Exception
+	{
+		EvolutionMetrics.main (null);
+
+		ShortRateDynamics.main (null);
+
+		TrinomialTreeCalibration.main (null);
+
+		TrinomialTreeEvolution.main (null);
+    }
+}