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From Shailendra Mishra <shailend...@gmail.com>
Subject Re: s4 financial analytics examples.
Date Wed, 20 Jun 2012 18:32:00 GMT
Absolutely. I  will work on creating some documentation (not very
different from the way it's done on cwiki) and a git patch. -
Shailendra

On Wed, Jun 20, 2012 at 11:05 AM, Karthik Kambatla
<kkambatl@cs.purdue.edu> wrote:
> Awesome!
>
> That would really help others in writing more S4 apps. Thanks a lot,
> Sahilendra.
>
> Karthik
>
>
> On Wed, Jun 20, 2012 at 6:12 AM, Shailendra Mishra <shailendrah@gmail.com>
> wrote:
>>
>> Leo, Matthieu:
>>
>> I have been working on some examples in the financial world and have
>> some non-trivial stuff running on S4. Let me know if you want these
>> examples to be made available in s4:
>> 1) Computes 10 sec. weighted univariate stats on financial feed data.
>> 2) Compute financial option pricing using about 1/2 dozen methods
>> 3) Compute bond pricing, yield etc, using quantitative models
>> 4) Discrete hedging example on financial calls and puts
>> 5) Another way of evaluating financial options.
>>
>> The data associated with 2), 3) 4) and 5) is fabricated but 1) has
>> some reasonable data behind it. Also, 2 - 5 need the
>> jquantlib-0.2.4.jar, 1) needs apache commons
>>
>> - Shailendra
>
>

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