Coding JQuantLib in Netbeans

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Running JQuantLib in Netbeans

The Development Environment page describes in detail the steps to build, run and code JQuantLib in Eclipse. This page explores another wonderful option - building and running JQuantLib in Netbeans. As read the steps required to build JQuantLib in Netbeans, you will realize that it can't get any simpler. Moreover, help and assistance is always at arms length, feel free to contact me if need be. I'll be more than glad to help you get started with Netbeans.

Simple steps to get you started

1. Download Netbeans
2. Install Netbeans
3. Go to Tools -> Plugins and install the Maven plugin.
4. Since JQuantLib depends on Subversion, download and install Subversion. Depending on your platform, you can do apt-get, pkg-get or download an exe. Make sure that your PATH variable has svn.
5. Open Netbeans, go to Versioning -> Subversion -> Checkout. In the repository URL say http://jquant.svn.sourceforge.net/svnroot/jquant/trunk/jquantlib. Depending on your network settings, you may or may not have to provide proxy server. Press Next, checkout trunk in folder of your choice and check mark the check box that says 'Scan for Netbeans Project after Checkout'.
6. When the checkout completes Netbeans will try to create a Java Project out of JQuantLib source code. When prompted select Java Project -> Java Project with Existing Sources. Next you will be asked to provide the source folders.
7. Select jquantlib/src/main/java and jquantlib/src/main/test folders. No other configurations are required. You can finish creating the project.
8. At this point, your JQuantLib project will show red marks indicating that not all dependencies are satisfied.
9. JQuantLib uses two other libraries, you need to download and unzip/untar them
   1. fastutil.jar
   2. colt.jar
10. Now right click your Netbeans project node and go to Properties -> Libraries -> Add JAR/Folder. Add both fastutil.jar and colt.jar. Now press the Add Library button and select the JUnit libraries.
11. That's all to it. Now press the run button, you will be prompted for the main class. Choose org.jquantlib.examples.EquityOptions and you are all set.
12. The output window shows all too familiar output

run:

                           Method      European      Bermudan      American

                    Black-Scholes   3.844307792           NaN           NaN
              Barone-Adesi/Whaley           NaN           NaN           NaN  (TO BE DONE)
              Bjerksund/Stensland           NaN           NaN           NaN  (TO BE DONE)
                         Integral           NaN           NaN           NaN  (TO BE DONE)
               Finite differences           NaN           NaN           NaN  (TO BE DONE)
             Binomial Jarrow-Rudd           NaN           NaN           NaN  (TO BE DONE)
     Binomial Cox-Ross-Rubinstein           NaN           NaN           NaN  (TO BE DONE)
       Additive equiprobabilities           NaN           NaN           NaN  (TO BE DONE)
              Binomial Trigeorgis           NaN           NaN           NaN  (TO BE DONE)
                    Binomial Tian           NaN           NaN           NaN  (TO BE DONE)
           Binomial Leisen-Reimer           NaN           NaN           NaN  (TO BE DONE)
                   Binomial Joshi           NaN           NaN           NaN  (TO BE DONE)
              Monte Carlo (crude)           NaN           NaN           NaN  (TO BE DONE)
              Monte Carlo (Sobol)           NaN           NaN           NaN  (TO BE DONE)
 Monte Carlo (Longstaff Schwartz)           NaN           NaN           NaN  (TO BE DONE)

Time taken: 601ms BUILD SUCCESSFUL (total time: 1 second)

--Praneet.tiwari 06:48, 30 October 2008 (UTC)Praneet Tiwari