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Scala-Tidbits

Some basic code examples for Economics and Finance Open Source Software.

  1. Bond Calculator (directory bondcalc) A library for calculating the yield to maturity for plain vanilla bonds.

  2. Holy Days Calculator (directory holydays) A library for calculating movable and immovable bank holidays.

  3. European Statistics (directory eurostat) An app that downloads and visualizes json-stat data.

  4. Newton-Raphson method (directory newtonraphson) An app that resolves equation systems with the Newton-Raphson method.

  5. Surface Chart (directory surfacechart) An app that draws a three-dimensional surface graph for a function.

  6. PD Estimation (directory pdestimation) An app that estimates probability of default for low default portfolios.

  7. Margin Calls (directory margincalls) An app that calculates margin calls for a sample set of option deals,

  8. TBA

Each example is a separate Scala application. Navegate to its directory (for example bondcalc), compile and run with sbt.

More information at https://gimledigital.com/blog

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