Thank you Shailendra! Would love to see the examples.

-leo

On Wed, Jun 20, 2012 at 10:10 AM, Matthieu Morel <mmorel@apache.org> wrote:
On 6/20/12 3:12 PM, Shailendra Mishra 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


This looks brilliant!

And it would be very nice indeed to have some examples like that with S4.

If you'd like to get them integrated in the codebase, as examples or contributions, the best way would be to generate a git patch, and provide some documentation (doesn't have to be a lot, but at least how to run the examples, and maybe pointers to the algorithms or techniques that you implemented). Of course we can help if you have any issue there!


Thanks!

Matthieu



--

Leo Neumeyer (@leoneu)