DROP Sample Burgard 2011 Package

DROP Sample Burgard 2011 illustrates the Burgard Kjaer (2011) PDE Evolver.

Class Components

Sample	Source	Output
Correlated Numeraire XVA Attribution	Java	DROP
Correlated Numeraire XVA Explain	Java	DROP
Correlated Numeraire XVA Greeks	Java	DROP
Correlated Numeraire XVA Replication Portfolio	Java	DROP
XVA Explain	Java	DROP
XVA Greeks	Java	DROP
XVA Market Generation	Java	DROP
XVA Replication Portfolio	Java	DROP

Hierarchy

• Module = Analytics Core Module
• Library = XVA Analytics Library
• Project = Sample
• Package = Burgard and Kjaer (2011) Scheme

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
• JUnit => https://lakshmidrip.github.io/DROP/junit/index.html
• Jacoco => https://lakshmidrip.github.io/DROP/jacoco/index.html