https://github.com/finmath/finmath-lib-scala
Convenient method aliases and implicit classes for using finmath-lib in Scala.
https://github.com/finmath/finmath-lib-scala
Last synced: 8 months ago
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Convenient method aliases and implicit classes for using finmath-lib in Scala.
- Host: GitHub
- URL: https://github.com/finmath/finmath-lib-scala
- Owner: finmath
- License: apache-2.0
- Created: 2020-05-26T16:36:08.000Z (over 5 years ago)
- Default Branch: master
- Last Pushed: 2020-10-13T22:19:38.000Z (about 5 years ago)
- Last Synced: 2025-02-18T02:13:25.689Z (11 months ago)
- Language: Scala
- Size: 1.42 MB
- Stars: 2
- Watchers: 4
- Forks: 0
- Open Issues: 2
-
Metadata Files:
- Readme: README.md
- License: LICENSE.txt
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README
finmath-lib scala
==========
****************************************
**Convenient method aliases and implicit classes for finmath lib.**
****************************************
## Introduction
A main objective of this project is to build a bridge from
a [Scala](https://scala-lang.org) project
to [finmath-lib](https://finmath.net/finmath-lib/)
to allow for cleaner, more concise Scala code when using finmath-lib.
For example, since Scala allows for method names being symbols like ``+`` or ``-`` instead of
``add`` and ``sub``, by importing
net.finmath.scala.stochastic.RandomVariableImplicits._
you may write Scala code like
val underlying = initialValue * exp(drift + diffusion)
instead of
var underlying = diffusion.add(drift).exp().mult(initialValue)
where ``diffusion`` is an object of type `net.finmath.stochastic.RandomVariable`.
Distribution
-------------------------------------
finmath-lib-scala is distributed through the central Maven repository. It's coordinates are:
net.finmath
finmath-lib-scala
References
-------
* [finmath lib Project documentation](http://finmath.net/finmath-lib/)
provides the documentation of the library api.
* [finmath lib API documentation](http://finmath.net/finmath-lib/apidocs/)
provides the documentation of the library api.
* [finmath.net special topics](http://www.finmath.net/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", "finmath experiments" and "finmath lib cuda extensions" and "finmath lib plot extensions" and "finmath lib scala" (packages
`net.finmath.*`) are distributed under the [Apache License version
2.0](http://www.apache.org/licenses/LICENSE-2.0.html), unless otherwise explicitly stated.