finmath smart derivative contracts
Algorithms and methodologies related to smart derivative contracts.
Introduction
The finmath smart-derivative-contract libraries provides (JVM) implementations of methodologies related to smart derivative contracts.
Contents
Visualization and Demonstration
The package net.finmath.smartcontract.democontains a visualization of a smart derivative contract.
This is a Java FX application. Run VisualiserSDC.
Valuation Service (ReST service)
You may run the valuation service through our Docker image (see below).
State Machine Model for a Smart Derivative Contract
The package net.finmath.smartcontract.statemachine contains a simple state machine modeling a smart derivative
contract.
Financial Product Description
The smart derivative contract is described in terms of the sdc.xml.
For a sample XML and the XSD see resources/net/finmath/smartcontract/product/xml.
For details see the project site.
Developer Resources
Languages and Build
The project requires Java 17 or better.
The Maven build file is provide. Import the project as Maven project.
Distribution
finmath smart-derivative-contract is distributed through the central maven repository.
License
The code is distributed under the Apache License version 2.0, unless otherwise explicitly stated.