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Quantitative Finance Collector is a blog on Quantitative finance analysis, financial engineering methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management. Random thoughts on financial markets and personal staff are posted at the sub personal blog.

Jul 1
Imagine you finish a dirty coding project and want to present to your boss who is not in a good mood (may not be occasionally), how are you going to start? Show him your hundreads of lines code, point to the lines, explain what the arguments and outputs are? No, it is not a smart way since you are supposed to introduce in a few short sentences. Generating a GUI is probably the quickest / easiest way of understanding what this code does. As the old saying goes: a picture is worth a thousand words, so in a same logic, a GUI is worth n thousand words.

However, generating GUI is by no means easy as I know the pain when creating the Matlab-GUI equity derivative calculator. It becomes even worse in R language, to be honest, I hate the graph plotting in R, terribly unflexible compared with in Matlab. Luckily I came across a good R GUI package named "fgui", it does as its description: Rapidly create a GUI interface for a function you created by automatically creating widgets for arguments of the function.

Very nice indeed, after playing for half an hour, it is simple to use, especially when what you need is just a basic GUI demonstrating to others a rough idea. One line code is enough.
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Jul 26
This is simple Matlab-GUI files i wrote learning to code an equity derivative calculator, options include:

European option
American option
Asian option
Index future
Cash-or-nothing option
Asset-or-nothing option
Lookback option
Chooser option
Compound option
Exchange option
Power option

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