Getting Started

Below you find some instructions if you just like to “play” around with finmath-lib

Getting started if you are new to Java

If you are new to software development the first thing you need is an IDE (integrated development environment). You may have a look at Eclipse, IntelliJ IDEA and NetBeans.

Checking out the finmath lib source code from its repository.

The finmath lib source code is available from GitHub. Visit finmath-lib on GitHub.

If you have git installed, you can checkout finmath lib via

git clone https://github.com/finmath/finmath-lib

Importing the finmath lib source code into Eclipse

To import the source code into your Eclipse workspace:

The recommended way is to import the project as a maven project. To do so:

  • File -> Import… -> Maven -> Existing Maven Projects
  • Select the local git repository folder.

If you did not yet checked out the project form git, you may perfom both steps in Eclipse:

Importing the finmath lib source code into IntelliJ IDEA

To import the source code into IntelliJ IDEA:

  • File -> New -> Project from Version Control
  • Enter the URL https://github.com/finmath/finmath-lib.git
  • Select “Clone”.
  • After the project has been imported: Select “Add as Maven Project”, e.g. by
  • context menu (right click) on pom.xml or
  • select “+” in the Maven projects tab.

Inspecting the source code / running some tests.

The main library code is available in the folder src/main/java.

There are some unit test available under the folder src/test/java. Inspecting theses tests may serve as a good entry point.

Running the unit test in Eclipse:

In Eclipse right click on any class file in src/test/java and select

  • Run As -> JUnit Test

to run the test.

Running the unit test in IntelliJ:

In IntelliJ right click on the project and select

  • Run “All Tests”

Creating your own project

Creating your own project using finmath-lib in Ecipse

To create your own projects which uses finmath-lib:

In Eclipse

  • File -> New -> Java Project
  • Enter a name for the project
  • Right click on the new project and select “Properties”.
  • Select “Java Build Path -> Projects” and add the (imported) finmath lib project.

By this, your project “knows” finmath lib and you may use all the classes from finmath lib.