Skip to content

Latest commit

 

History

History
30 lines (20 loc) · 1.51 KB

File metadata and controls

30 lines (20 loc) · 1.51 KB

DROP Feed

DROP Feed contains the Functionality to load, transform, and compute target metrics across feeds.

Component Packages

  • Loader DROP Feed Loader Package contains the Reference/Market Data Feed Loader.

  • Metric DROP Feed Metric Package implements the Feed Horizon PnL Explain/Attribution.

  • Transformer DROP Feed Transformer Package implements the Market Data Reconstitutive Feed Transformer.

DROP Specifications