java-quant Code
Quantitative financial models implemented in Java
Status: Pre-Alpha
Brought to you by:
igorfisl
File | Date | Author | Commit |
---|---|---|---|
bin | 2012-09-20 |
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[aa7c1c] Initial commit. |
build | 2012-09-24 |
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[83bdac] Corrected the prepare target. |
conf | 2012-09-20 |
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[aa7c1c] Initial commit. |
src | 2012-09-24 |
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[7992d0] Minor language changes in the logging messages. |
license | 2012-09-20 |
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[aa7c1c] Initial commit. |
readme.txt | 2013-10-22 |
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[a918a0] Final testing. |
################################################################################ # Copyright (c) 2012 Igor Fisl (igor dot fisl at gmail dot com) # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # ################################################################################ The package contains the Java code, libraries and Javadoc for implementation of binomial option pricing model and Newton method for finding roots of a function. The distribution contains the classes implementing the two methods and simple examples that use these classes. Please refer to Javadoc for more detailed explanations. The directory structure of the distribution is as follows: root ---- bin: contains Windows startup scripts for the examples +-- conf: contains configuration files +-- docs: contains Javadoc for the classes in this distribution +-- lib: contain jar file with binary code +-- logs: contains log fies (after running the code with appropriate | configuration) +-- src: contains the source code If the files in the bin directory do not have .bat extension, please rename them so that they are executable on the Windows platform. The scripts should be executed from the distribution root directory. When startup scripts from the bin directory are run, they will set the classpath to contain conf directory and the jar file from the lib directory. The logging framework configuration will be read from the conf\logging.properties file.