DROP

v7.62 21 February 2026

<p align="center"><img src="https://github.com/lakshmiDRIP/DROP/blob/master/DRIP_Logo.gif?raw=true" width="100"></p>

DROP implements libraries targeting analytics/risk, transaction cost analytics, asset liability analytics, capital, exposure, and margin analytics, valuation adjustment analytics, and portfolio construction analytics within and across fixed income, credit, commodity, equity, FX, and structured products. It also includes auxiliary libraries for graph algorithms, numerical analysis, numerical optimization, spline builder, model validation, statistical learning, and computational support

DROP is composed of three modules.

• Product Core Module => Fixed Income Product Analytics, Loan Analytics, and Transaction Cost Analytics.
• Portfolio Core Module => Portfolio Contruction and Asset Liability, along with Exposure, Margin, XVA, and Capital Analytics.
• Computation Core Module => Algorithm/Computation Support, Function Analysis, Model Validation, Numerical Analysis, Numerical Optimizer, Spline Builder, Graph Algorithms, and Statistical Learning.

Pointers

Repo Structure

Module, Library, and Project Layout

| Project | Home | Issues | Library | Module | |------------------------|--------|----------|-----------|----------| | alm | README | Git | Asset Liability Analytics | Portfolio | | analytics | README | Git | Fixed Income Analytics | Product | | capital | README | Git | Capital Analytics | Portfolio | | dynamics | README | Git | Fixed Income Analytics | Product | | execution | README | Git | Transaction Cost Analytics | Product | | exposure | README | Git | Exposure Analytics | Portfolio | | feed | README | Git | Computation Support | Computational | | function | README | Git | Numerical Analysis | Computational | | graph | README | Git | Numerical Analysis | Computational | | historical | README | Git | Computation Support | Computational | | json | README | Git | Computation Support | Computational | | learning | README | Git | Statistical Learning | Computational | | loan | README | Git | Loan Analytics | Product | | market | README | [Git](https://github.com/lakshmiDRIP/DROP/issues?q=i