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From Shailendra Mishra <shailend...@gmail.com>
Subject s4 financial analytics examples.
Date Wed, 20 Jun 2012 13:12:57 GMT
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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