Factor Reduction - Correlated Brownian Motions

Note: due to a bug in Java 11.0.7 for macOS, the simulator does not run when launched with Java 11.0.7. Please use Java 11.0.8 or Java 14.0.1 or better.

Running the Factor Reduction (with Maven Exec)

To launch the GUI directly from the terminal/console using Maven Exec, assuming you are within the finmath-experiments folder:

				mvn install exec:java -Dexec.mainClass=net.finmath.experiments.factorreduction.FactorReduction
			

If you have not yet checked out finmath-experiments, run the following in a terminal/console:

				git clone https://github.com/finmath/finmath-experiments        
				cd finmath-experiments
				mvn install exec:java -Dexec.mainClass=net.finmath.experiments.factorreduction.FactorReduction
			

Running the Factor Reduction (with JShell)

Starting JShell from finmath-experiments

Checkout finmath-experiments from git and run maven (mvn or mvnw) from its directory. This will start a JShell. See Getting Started for details.

Starting Factor Reduction App from JShell

If you are in a JShell started via maven from the finmath-experiments repository: To run it just type the following in JShell:

				net.finmath.experiments.factorreduction.FactorReduction.run();
			

Factor Reduction GUI Application

Both ways - maven exec or maven jshell - should bring up the following GUI application:

Where to continue

• Monte-Carlo Simulation