B. Tech., Mech. Eng., Indian Institute of Technology, Madras
Ph. D., Physics, Washington University
Morgan Stanley Bell Labs
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DROP
- New York
- https://lakshmidrip.github.io/DROP/
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DROP-Fixed-Income
DROP-Fixed-Income PublicDRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Va…
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DROP-Asset-Allocation
DROP-Asset-Allocation PublicDRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, and Transaction Costs.
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DROP-Numerical-Optimizer
DROP-Numerical-Optimizer PublicDRIP Numerical Optimizer is a collection of Java libraries for Numerical Optimization and Spline Functionality.
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