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Features:
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Bug Fixes/Clean-up:

Samples:

	- Burgard 2013 Market Vertex #1 (1, 2)
	- XVA Digest Market Vertex (3, 4)
	- XVA Basel Market Vertex #1 (5, 6)
	- XVA Basel Market Vertex #2 (7, 8)
	- XVA Basel Market Vertex #3 (9)
	- Burgard 2012 Market Vertex (10)
	- XVA Strategy Market Vertex (11, 12)
	- Burgard 2013 Market Vertex #2 (13)
	- Netting Group Market Group (14)
	- Burgard 2013 Market Vertex #3 (15, 16)
	- Burgard 2013 Market Vertex #4 (17, 18)
	- Burgard 2013 Market Vertex #5 (19, 20)
	- Burgard 2013 Market Vertex #6 (21)
	- Burgard 2011 Market Vertex (22)
	- XVA Basel Market Vertex #4 (23, 24)
	- XVA Basel Market Vertex #5 (25, 26)
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lakshmiDRIP committed Jan 27, 2018
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2 changes: 1 addition & 1 deletion AssetAllocationLibrary.html
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<section>
<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

<p><strong>v3.28</strong> <em>16 January 2018</em></p>
<p><strong>v3.29</strong> <em>26 January 2018</em></p>

<p>DROP Asset Allocation Library is a component of the <a href="https://lakshmidrip.github.io/DROP/AssetAllocationModule.html">DROP Asset Allocation Module</a>. It is composed of:</p>

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2 changes: 1 addition & 1 deletion AssetAllocationModule.html
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Expand Up @@ -29,7 +29,7 @@ <h1>DROP</h1>
<section>
<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

<p><strong>v3.28</strong> <em>16 January 2018</em></p>
<p><strong>v3.29</strong> <em>26 January 2018</em></p>

<p>DROP Asset Allocation Module is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, and Transaction Costs.</p>

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2 changes: 1 addition & 1 deletion AssetBackedLibrary.html
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Expand Up @@ -29,7 +29,7 @@ <h1>DROP</h1>
<section>
<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

<p><strong>v3.28</strong> <em>16 January 2018</em></p>
<p><strong>v3.29</strong> <em>26 January 2018</em></p>

<p>DROP Asset Backed Analytics Library is a component of the <a href="https://lakshmidrip.github.io/DROP/FixedIncomeModule.html">DROP Fixed Income Module</a>. It is composed of:</p>

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2 changes: 1 addition & 1 deletion FixedIncomeLibrary.html
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Expand Up @@ -29,7 +29,7 @@ <h1>DROP</h1>
<section>
<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

<p><strong>v3.28</strong> <em>16 January 2018</em></p>
<p><strong>v3.29</strong> <em>26 January 2018</em></p>

<p>DROP Fixed Income Analytics Library is a component of the <a href="https://lakshmidrip.github.io/DROP/FixedIncomeModule.html">DROP Fixed Income Module</a>. It is composed of:</p>

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2 changes: 1 addition & 1 deletion FixedIncomeModule.html
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Expand Up @@ -29,7 +29,7 @@ <h1>DROP</h1>
<section>
<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

<p><strong>v3.28</strong> <em>16 January 2018</em></p>
<p><strong>v3.29</strong> <em>26 January 2018</em></p>

<p>DROP Fixed Income is a collection of Java libraries 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.</p>

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21 changes: 16 additions & 5 deletions Javadoc/allclasses-frame.html
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<!-- NewPage -->
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<title>All Classes</title>
<meta name="date" content="2018-01-16">
<meta name="date" content="2018-01-26">
<link rel="stylesheet" type="text/css" href="stylesheet.css" title="Style">
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<li><a href="org/drip/learning/rxtor1/EmpiricalPenaltySupremumMetrics.html" title="class in org.drip.learning.rxtor1" target="classFrame">EmpiricalPenaltySupremumMetrics</a></li>
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<li><a href="org/drip/sample/treasuryfeed/GSWISSReconstitutor.html" title="class in org.drip.sample.treasuryfeed" target="classFrame">GSWISSReconstitutor</a></li>
<li><a href="org/drip/sample/bondeos/Guangzhou.html" title="class in org.drip.sample.bondeos" target="classFrame">Guangzhou</a></li>
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<li><a href="org/drip/xva/universe/MarketVertexGenerator.html" title="class in org.drip.xva.universe" target="classFrame">MarketVertexGenerator</a></li>
<li><a href="org/drip/xva/universe/MarketVertexLatentState.html" title="class in org.drip.xva.universe" target="classFrame">MarketVertexLatentState</a></li>
<li><a href="org/drip/xva/universe/MarketVertexLatentStateReplicator.html" title="class in org.drip.xva.universe" target="classFrame">MarketVertexLatentStateReplicator</a></li>
<li><a href="org/drip/portfolioconstruction/mpt/MarkovitzBullet.html" title="class in org.drip.portfolioconstruction.mpt" target="classFrame">MarkovitzBullet</a></li>
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