finmath-lib scala


Convenient method aliases and implicit classes for finmath lib.


Twitter GitHub license Latest release Maven Central Build Status javadoc

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>5.0.4</version>

References

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.