Java Library
Some of the tutorial code will be available via the finmath.net subversion repository.
Installing and Setting up Eclipse with Subclipse SVN Plugin
The code of "finmath lib" and "finmath experiments" (packages net.finmath.*) are distributed under the Apache License version 2.0, unless otherwise explicitly stated.
Subversion Repository
Location: http://svn.finmath.net
Note: I am slowly re-submitting code. For a detailed status see the subversion history. If you like to be informed upon updates, please send an email to info@finmath.net using the subject 'finmath updates'.
Projects
You will find several project in the repository.
- finmath lib
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Java Library.
- finmath experiments
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Small experiments, illustrating some aspects of mathematical finance. Also illustrates how to use the finmath lib.
- Mathematical Finance Book Java Tutorial
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These are some of the sample java classes discussed in Chapter 30 of the book "Mathematical Finance: Theory, Modeling, Implementation". These classes are only useful to discuss some concepts from object oriented implementation.
Note: The root finders discussed in Chapter 30 are part of the finmath Java Library.
Instructions
Checking out Projects
If you do not have a Java development environment I suggest you install eclipse with subclipse. Corresponding instructions are below.
- In eclipse select "New...", then "Project", then "Project from SVN".
- Enter the repository location, i.e., http:///svn.finmath.net.
- Select the project (e.g. "finmath lib").
- Select "trunk" (this is the main development branch of this project)
Setting up Eclipse with Subversion Support
If you do not have a Java development environment I suggest you install eclipse. To do so:
If your eclipse IDE does not have build-in subversion support I suggest you install subclipse. To do so:
If you are behind a proxy server you need to tell eclipse and subclipse about the proxy server configuration. To do so:
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Eclipse: Go to Preferences (OS X: Eclipse->Preferences, Windows: Window->Preferences) and select Install/Update. Enter the proxy server settings there.
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Subclipse on Windows: Edit the file C:\Documents and Settings\username\Application Data\Subversion\servers (if the file does not exists create it) such that it contains the follwing lines:
http-proxy-host = (url or ip of your proxy server)
http-proxy-port = (port of your proxy server)
http-proxy-username = (username for your proxy server)
http-proxy-password = (password for your proxy server)