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From Karthik Kambatla <kkamb...@cs.purdue.edu>
Subject Re: s4 financial analytics examples.
Date Wed, 20 Jun 2012 18:05:00 GMT
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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