numx

High-Performance Library for Portfolio Optimization and Risk Analysis.

Version 1.0

Currently supported systems are:

• Windows
• Linux
• Mac OS X

Compiling NumX (C and JAVA APIs)

NumX can be installed with make. Configuration have to be set in the make.inc file.

Running ./install.sh should do the job ;)

Installing NumX

1. Add “numx.jar" to your CLASSPATH

2. By default, the dynamic libraries are extracted from the jar file to the default temporary directory and loaded from there. If you don't want to do this, extract the dynamic library from numx.jar and copy it somewhere where it can be found.

   For Linux/OS X, use LD_LIBRARY_PATH, for Windows, PATH

Testing NumX

We recommend that you run the testing.

> ./test.sh