Skip to content

Convenient abstraction layer for different visualisation frameworks and demos of finmath lib

License

Notifications You must be signed in to change notification settings

finmath/finmath-lib-plot-extensions

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

finmath lib plot extensions


Convenient abstractions of some plotting libraries and example usages of finmath lib.


This project provides abstractions for some plotting libraries (JFreeChart, JavaFX, JZY3D) and demo usages for finmath lib. It is provided for convenience to test and explore finmath lib.

Main features:

  • Create 2D and 3D graphs (using JFreeChart (2D), JavaFX (2D) and JZY3D (3D)).
  • Animated 3D visualization (using JZY3D (which uses OpenGL)).
  • Save the graphs as PDF (using iText).
  • Save the graphs as SVG (using JFreeSVG)
  • Easy to use classes and methods with a default style.

Usage

Easy and lightweight plot creation

Aiming at quick creation of plots, plots can be specified using a function / operator (e.g. via a lambda expression) and a few parameters specifying the discretization:

	Plot plot = new Plot2D(0.0, 300.0, 100, function);
	plot.setTitle("Black-Scholes Model European Option Value").setXAxisLabel("strike").setYAxisLabel("value");
	plot.show();

where function is, e.g.,

	DoubleUnaryOperator function = (optionStrike) -> {
		return AnalyticFormulas.blackScholesOptionValue(initialStockValue, riskFreeRate, volatility, optionMaturity, optionStrike);
	};

(taken from net.finmath.plots.demo.Plot2DDemo).

Live visualization or 'reactive plots'

The Plot2Dsupports live updates and can be used as an observer registering to a (reactive) stream via

    plotable -> plot.update(plotable)

where plotable is a List<Plotables2D> where a Plotable2D can be a function (DoubleUnaryOperator) or a series of Point2D.

About

Convenient abstraction layer for different visualisation frameworks and demos of finmath lib

Topics

Resources

License

Stars

Watchers

Forks

Packages

No packages published