https://github.com/finmath/finmath-experiments

Experiments, demos and unit tests based on finmath lib.
https://github.com/finmath/finmath-experiments

demo finmath-lib

Last synced: 3 months ago
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Experiments, demos and unit tests based on finmath lib.

• Host: GitHub
• URL: https://github.com/finmath/finmath-experiments
• Owner: finmath
• License: apache-2.0
• Created: 2013-03-17T10:01:05.000Z (almost 12 years ago)
• Default Branch: master
• Last Pushed: 2024-10-17T16:05:42.000Z (3 months ago)
• Last Synced: 2024-10-19T23:13:29.799Z (3 months ago)
• Topics: demo, finmath-lib
• Language: Java
• Size: 41.4 MB
• Stars: 17
• Watchers: 9
• Forks: 12
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.txt

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README

        
finmath experiments

===================

Experiments and demos based on finmath lib.

See also http://finmath.github.io/finmath-experiments/

Projects

--------

**finmath lib**  

    Java library providing implementations of methodologies related to

    mathematical finance, but applicable to other fields (e.g., the

    Monte-Carlo simulation of SDEs and the estimation of conditional

    expectations in Monte-Carlo).

    See http://finmath.net/finmath-lib

**finmath spreadsheets**  

    A collection of spreadsheets building upon *finmath lib* and

    providing end user solutions (e.g, interest rate curve calibration

    or calibration of a forward rate model, aka LIBOR market model).

    See http://finmath.net/spreadsheets/

**finmath experiments**  

    Small experiments, illustrating some aspects of mathematical

    finance. Also illustrates how to use the finmath lib.

**finmath lib plot extensions**

	Convenient abstractions of some plotting libraries and example usages of finmath lib.

	See http://finmath.net/finmath-lib-plot-extensions/

    

Documentation

-------------

-   [finmath lib API documentation][]  

     provides the documentation of the library api.

-   [finmath.net special topics][]  

     cover some selected topics with demo spreadsheets and uml diagrams.

    Some topics come with additional documentations (technical papers).

License

-------

The code of "finmath lib" and "finmath experiments" (packages

`net.finmath.*`) are distributed under the [Apache License version

2.0][], unless otherwise explicitly stated.

  [finmath lib API documentation]: http://www.finmath.net/java/finmath-lib/doc/

  [finmath.net special topics]: http://www.finmath.net/topics

  [Apache License version 2.0]: http://www.apache.org/licenses/LICENSE-2.0.html

Instruction for Contributors for Experiments

-------

Here are a few remarks in case you like to create and contribute a web page with experiments, similar to the ones in the `docs` folder of this repo.

-	Used the same HTML header as in the example on Monte-Carlo simulation, see montecarlo-blackscholes (adjusting title and description).

-	Use the correct HTML tags for code blocks, i.e. the tag `
` and everything that is inside. Just change the title text, the id and the code inside.


-	If you like to use the Copy to clipboard button, make sure that value in data-clipboard-target corresponds to the id in the pre-tag. Like experiment1 in this example:

		Copy to clipboard

			


			


-	Check your page on a mobile device (iPhone, iPad). Long package names or class names can lead to layout issues.

-	If you create plots, the best quality can be achieved by saving the plot as SVG. Use `plot.saveAsSVG(new File(filename), 800, 450))`

-	Use LaTeX with MathJax: you can write LaTeX inside the HTML using `\(` and `\)` to mark the start and the end.