finmath-smart-derivative-contract

Project to support the implementation a of smart derivative contract.

License	Apache License, Version 2.0
Categories	Net
GroupId	net.finmath
ArtifactId	finmath-smart-derivative-contract
Last Version	0.1.4
Release Date	Dec 22, 2019
Type	jar
Description	finmath-smart-derivative-contract Project to support the implementation a of smart derivative contract.
Project URL	http://www.finmath.net/finmath-lib
Source Code Management	https://github.com/finmath/finmath-smart-derivative-contract

Download finmath-smart-derivative-contract

Filename	Size
finmath-smart-derivative-contract-0.1.4.pom
finmath-smart-derivative-contract-0.1.4.jar	66 KB
finmath-smart-derivative-contract-0.1.4-sources.jar	44 KB
finmath-smart-derivative-contract-0.1.4-javadoc.jar	305 KB

How to add to project

Apache Maven

<!-- 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>

Gradle Groovy

// https://jarcasting.com/artifacts/net.finmath/finmath-smart-derivative-contract/
implementation 'net.finmath:finmath-smart-derivative-contract:0.1.4'

Gradle Kotlin

// https://jarcasting.com/artifacts/net.finmath/finmath-smart-derivative-contract/
implementation ("net.finmath:finmath-smart-derivative-contract:0.1.4")

Apache Buildr

'net.finmath:finmath-smart-derivative-contract:jar:0.1.4'

Apache Ivy

<dependency org="net.finmath" name="finmath-smart-derivative-contract" rev="0.1.4">
  <artifact name="finmath-smart-derivative-contract" type="jar" />
</dependency>

Groovy Grape

@Grapes(
@Grab(group='net.finmath', module='finmath-smart-derivative-contract', version='0.1.4')
)

Scala SBT

libraryDependencies += "net.finmath" % "finmath-smart-derivative-contract" % "0.1.4"

Leiningen

[net.finmath/finmath-smart-derivative-contract "0.1.4"]

Dependencies

compile (10)

Group / Artifact	Type	Version
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)

Group / Artifact	Type	Version
junit : junit	jar	4.12

Project Modules

There are no modules declared in this project.

finmath smart derivative contracts

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Tools and analytics for smart derivative contracts.

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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.

finmath.net

Mathematical Finance

Versions

Version
0.1.4 Dec 22, 2019
0.1.3 Oct 1, 2019
0.1.2 Oct 16, 2018
0.1.1 Oct 14, 2018