finmath lib plot extensions

Convenient abstractions of some plotting libraries and example usages of finmath lib.

This project provides abstractions for some plotting libraries (JFreeChart, JavaFX, JZY3D) and demo usages for finmath lib. It is provided for convenience to test and explore finmath lib.

Main features: - Create 2D and 3D graphs (using JFreeChart (2D), JavaFX (2D) and JZY3D (3D)). - Animated 3D visualization (using JZY3D (which uses OpenGL)). - Save the graphs as PDF (using iText). - Save the graphs as SVG (using JFreeSVG) - Easy to use classes and methods with a default style.

Easy and lightweight plot creation

Aiming at quick creation of plots, plots can be specified using a function / operator (e.g. via a lambda expression) and a few parameters specifying the discretization:

	Plot plot = new Plot2D(0.0, 300.0, 100, function);
	plot.setTitle("Black-Scholes Model European Option Value").setXAxisLabel("strike").setYAxisLabel("value");
	plot.show();

where function is, e.g.,

	DoubleUnaryOperator function = (optionStrike) -> {
		return AnalyticFormulas.blackScholesOptionValue(initialStockValue, riskFreeRate, volatility, optionMaturity, optionStrike);
	};

(taken from net.finmath.plots.demo.Plot2DDemo).

Live visualization or ‘reactive plots’

The Plot2Dsupports live updates and can be used as an observer registering to a (reactive) stream via

    plotable -> plot.update(plotable)

where plotable is a List<Plotables2D> where a Plotable2D can be a function (DoubleUnaryOperator) or a series of Point2D.

Distribution

finmath-lib-plot-extensions is distributed through the central Maven repository. It’s coordinates are:

<groupId>net.finmath</groupId>
<artifactId>finmath-lib-plot-extensions</artifactId>
<version>0.5.0</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” (packages net.finmath.*) are distributed under the Apache License version 2.0, unless otherwise explicitly stated.