Control default behavior with system properties

finmath / finmath-lib

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.

Apache License 2.0

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Closed William1104 closed 8 years ago

William1104 commented 8 years ago

Hi,

I would like to introduce following three system properties to control the behaviours:

system properties	default value	description
finmath.useAnalyticApproximation	true	whether LIBORMarketModelStandard should be constructed with analytic approximation.
finmath.useCommonsMath	false	whether LinearAlgebra should use commons-math. If it is false, COLT will be used instead.
finmath.calibrateWithForwardCurve	true	whether CalibratedCurves should use forwardCurve.

Please kindly review the proposed changes.

Best regards, William

cfries commented 8 years ago

Hi William.

Please excuse the late reply. I will consider this in the next version. I would like to make a few minor changes to your suggestion:

I will initialize a static member via a static initializer, to reduce calls to getProperty
I will change the naming of the keys, using the full package names.

Christian

cfries commented 8 years ago

(I have merged the pull request, but will change the implementation and the naming of the keys in the next commit)

William1104 commented 8 years ago

Hi Christian,

Thanks for accepting the pull request. Yes, you are right that static initializer sounds like more efficient.

Best regards, William