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finmath-smart-derivative-contract

Project to support the implementation a of smart derivative contract.

License

License
Categories

Categories

Net
GroupId

GroupId

net.finmath
ArtifactId

ArtifactId

finmath-smart-derivative-contract
Last Version

Last Version

0.1.4
Release Date

Release Date
Type

Type

jar
Description

Description

finmath-smart-derivative-contract
Project to support the implementation a of smart derivative contract.
Project URL

Project URL

http://www.finmath.net/finmath-lib
Source Code Management

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
Browse

How to add to project

<!-- 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>
// https://jarcasting.com/artifacts/net.finmath/finmath-smart-derivative-contract/
implementation 'net.finmath:finmath-smart-derivative-contract:0.1.4'
// https://jarcasting.com/artifacts/net.finmath/finmath-smart-derivative-contract/
implementation ("net.finmath:finmath-smart-derivative-contract:0.1.4")
'net.finmath:finmath-smart-derivative-contract:jar:0.1.4'
<dependency org="net.finmath" name="finmath-smart-derivative-contract" rev="0.1.4">
  <artifact name="finmath-smart-derivative-contract" type="jar" />
</dependency>
@Grapes(
@Grab(group='net.finmath', module='finmath-smart-derivative-contract', version='0.1.4')
)
libraryDependencies += "net.finmath" % "finmath-smart-derivative-contract" % "0.1.4"
[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

Tools and analytics for smart derivative contracts.

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.

net.finmath

finmath.net

Mathematical Finance

Versions

Version
0.1.4
0.1.3
0.1.2
0.1.1