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finmath / finmath-lib

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
Apache License 2.0
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Change default behaviours with system properties #9

Closed William1104 closed 8 years ago

William1104 commented 8 years ago

Hi Christian,

Some classes (e.g. LinearAlgebra, CalibrationSpec and LIBORMarketModelStandard) control default behaviours with some embedded variables. Those variable values can be changed only with code changes.

May I modify related classes, so that those variable values can be changed with some system properties? I will keep the code backward compatible.

Best regards, William

cfries commented 8 years ago

I am considering removing the dependency to colt (which would remove the need for a property in LinearAlgebra) and use parameter in LIBORMarketModelStandard. (Note that LIBORMarketModelStandard is a legacy class and all the features are now in LIBORMarketModel). What do you think?

oliverdauben commented 8 years ago

Go for it. I've got the Impression that the project is no longer under any maintenance at all.

Am 06.06.2016 um 11:16 schrieb Christian Fries notifications@github.com:

I am considering removing the dependency to colt (which would remove the need for a property in LinearAlgebra) and use parameter in LIBORMarketModelStandard. (Note that LIBORMarketModelStandard is a legacy class and all the features are now in LIBORMarketModel). What do you think?

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cfries commented 8 years ago

I have removed the dependency to colt. But since commons-math is slow, I have added a dependency to jblas. It can be configured via a Java properties file. The default behavior is to use jblas and commons-math as a default on system where jblas is not available (jblas needs some binary libs).

William1104 commented 7 years ago

Many thanks for accepting the idea. :)