finmath-lib scala

Convenient method aliases and implicit classes for finmath lib.

A main objective of this project is to build a bridge from a Scala project to 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-extensions is distributed through the central Maven repository. It’s coordinates are:

<groupId>net.finmath</groupId>
<artifactId>finmath-lib-scala</artifactId>
<version>5.0.5</version>

References

finmath lib Project documentation provides the documentation of the library api.
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”, “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, unless otherwise explicitly stated.