finmath-smart-derivative-contract

Project to support the implementation a of smart derivative contract.

Лицензия

Лицензия

Категории

Категории

Сеть
Группа

Группа

net.finmath
Идентификатор

Идентификатор

finmath-smart-derivative-contract
Последняя версия

Последняя версия

0.1.4
Дата

Дата

Тип

Тип

jar
Описание

Описание

finmath-smart-derivative-contract
Project to support the implementation a of smart derivative contract.
Ссылка на сайт

Ссылка на сайт

http://www.finmath.net/finmath-lib
Система контроля версий

Система контроля версий

https://github.com/finmath/finmath-smart-derivative-contract

Скачать finmath-smart-derivative-contract

Как подключить последнюю версию

<!-- https://jarcasting.com/artifacts/net.finmath/finmath-smart-derivative-contract/ -->
<dependency>
    <groupId>net.finmath</groupId>
    <artifactId>finmath-smart-derivative-contract</artifactId>
    <version>0.1.4</version>
</dependency>
// https://jarcasting.com/artifacts/net.finmath/finmath-smart-derivative-contract/
implementation 'net.finmath:finmath-smart-derivative-contract:0.1.4'
// https://jarcasting.com/artifacts/net.finmath/finmath-smart-derivative-contract/
implementation ("net.finmath:finmath-smart-derivative-contract:0.1.4")
'net.finmath:finmath-smart-derivative-contract:jar:0.1.4'
<dependency org="net.finmath" name="finmath-smart-derivative-contract" rev="0.1.4">
  <artifact name="finmath-smart-derivative-contract" type="jar" />
</dependency>
@Grapes(
@Grab(group='net.finmath', module='finmath-smart-derivative-contract', version='0.1.4')
)
libraryDependencies += "net.finmath" % "finmath-smart-derivative-contract" % "0.1.4"
[net.finmath/finmath-smart-derivative-contract "0.1.4"]

Зависимости

compile (10)

Идентификатор библиотеки Тип Версия
org.openjfx : javafx-controls jar 11.0.2
org.openjfx : javafx-swing jar 11.0.2
org.jetbrains.kotlin : kotlin-stdlib jar 1.2.0
net.finmath : finmath-lib jar 4.0.5
net.finmath : finmath-lib-plot-extensions jar 0.0.6
org.javamoney : moneta jar 1.1
org.junit.jupiter : junit-jupiter-api jar RELEASE
org.jfree : jfreechart jar 1.0.19
com.google.code.gson : gson jar 2.8.0
com.google.guava : guava jar 26.0-jre

test (1)

Идентификатор библиотеки Тип Версия
junit : junit jar 4.12

Модули Проекта

Данный проект не имеет модулей.

finmath smart derivative contracts


Tools and analytics for smart derivative contracts.


The project is work in progress.

The project provides tools and analytics related to smart derivative contracts.

Literature

See https://ssrn.com/abstract=3163074

Contents

State Machine Model for a Smart Derivative Contract

The package net.finmath.smartcontract.statemachine contains a simple state machine modeling a smart derivative contract.

Settlement Amount Oracle and Valuation Oracle

The package net.finmath.smartcontract.oracle contains the interface describing a so called oracle providing the settlement amount for a smart derivative contract. The package contains also an implementation for interest rate swaps.

Visualization and Demonstration

The package net.finmath.smartcontract.democontains a visualization of a smart derivative contract. This is a Java FX application.

net.finmath

finmath.net

Mathematical Finance

Версии библиотеки

Версия
0.1.4
0.1.3
0.1.2
0.1.1