DROP implements the model libraries and provides systems for fixed income valuation and adjustments, asset allocation and transaction cost analytics, and supporting libraries in numerical optimization and statistical learning.
Fixed Income Analytics, Portfolio Construction Analytics, Transaction
... [More] Cost Analytics, Counter Party Analytics, Asset Backed Analytics [Less]
Advanced date, time and interval library for Java
Main focus on extending/improving java.time with
- many additional calendars,
- built-in internationalization based on CLDR-data,
- high-performance format and parse engine,
- duration formatting (pattern-based or localized),
-
... [More] date/time-interval arithmetic,
- astronomy calculations for sun and moon,
- support for various time scales (UTC, TAI, TT, UT1, POSIX) [Less]
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