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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
<?xml version="1.0" encoding="UTF-8"?> <project xmlns="http://maven.apache.org/POM/4.0.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd"> <modelVersion>4.0.0</modelVersion> <!-- For publishing to sonatype / central maven repo --> <parent> <groupId>org.sonatype.oss</groupId> <artifactId>oss-parent</artifactId> <version>7</version> <relativePath /> </parent> <groupId>net.finmath</groupId> <artifactId>finmath-lib</artifactId> <version>6.0.8</version> <packaging>jar</packaging> <name>finmath lib</name> <description> finmath lib is a Mathematical Finance Library in Java. It provides algorithms and methodologies related to mathematical finance. </description> <url>http://www.finmath.net/finmath-lib</url> <properties> <project.build.sourceEncoding>UTF-8</project.build.sourceEncoding> <src.main.java.dir>src/main/java</src.main.java.dir> <src.test.java.dir>src/test/java</src.test.java.dir> <!-- dependencies --> <commons-math.version>3.6.1</commons-math.version> <commons-lang.version>3.10</commons-lang.version> <junit.version>5.6.2</junit.version> <!-- maven plugins --> <maven.compiler-plugin.version>3.8.1</maven.compiler-plugin.version> <maven.surefire-plugin.version>3.0.0-M5</maven.surefire-plugin.version> <maven.surefire-report-plugin.version>3.0.0-M5</maven.surefire-report-plugin.version> <maven.javadoc-plugin.version>3.3.2</maven.javadoc-plugin.version> <maven.jar-plugin.version>3.2.0</maven.jar-plugin.version> <maven.source-plugin.version>3.2.1</maven.source-plugin.version> <maven.site-plugin.version>3.9.1</maven.site-plugin.version> <checkstyle-plugin.version>3.1.1</checkstyle-plugin.version> <clover-plugin.version>4.4.1</clover-plugin.version> <maven-project-info-reports-plugin.version>3.1.0</maven-project-info-reports-plugin.version> <maven-scm-publish-plugin.version>3.1.0</maven-scm-publish-plugin.version> <maven-release-plugin.version>2.5.3</maven-release-plugin.version> <maven-bnd-plugin.version>5.3.0</maven-bnd-plugin.version> </properties> <licenses> <license> <name>Apache License, Version 2.0</name> <url>http://www.apache.org/licenses/LICENSE-2.0.txt</url> <distribution>repo</distribution> </license> </licenses> <organization> <name>finmath.net</name> <url>http://finmath.net</url> </organization> <developers> <developer> <id>fries</id> <name>Christian Fries</name> <email>[email protected]</email> <url>http://www.christian-fries.de</url> <timezone>1</timezone> </developer> <developer> <name>Alessandro Gnoatto</name> <email>[email protected]</email> <url>http://www.alessandrognoatto.com</url> <timezone>1</timezone> </developer> </developers> <contributors> <contributor> <name>Roland Bachl</name> <timezone>1</timezone> </contributor> <contributor> <name>Boris Breidenbach</name> <email>[email protected]</email> <timezone>1</timezone> </contributor> <contributor> <name>Oliver Dauben</name> <email>[email protected]</email> <timezone>1</timezone> </contributor> <contributor> <name>Rebecca Declara</name> <email>[email protected]</email> <timezone>1</timezone> </contributor> <contributor> <name>Andreas Grotz</name> <timezone>1</timezone> </contributor> <contributor> <name>Luca Del Re</name> <timezone>1</timezone> </contributor> <contributor> <name>Ruben Dias Duarte</name> <email>[email protected]</email> <timezone>1</timezone> </contributor> <contributor> <name>Niklas Rodi</name> <email>[email protected]</email> <timezone>1</timezone> </contributor> <contributor> <name>Oliver Schweitzer</name> <email>[email protected]</email> <timezone>1</timezone> </contributor> <contributor> <name>Stefan Sedlmair</name> <timezone>1</timezone> </contributor> <contributor> <name>Lorenzo Torricelli</name> <timezone>1</timezone> </contributor> <contributor> <name>Mario Viehmann</name> <email>[email protected]</email> <timezone>1</timezone> </contributor> <contributor> <name>Daniel Willhalm</name> <timezone>1</timezone> </contributor> <contributor> <name>William Wong</name> <email>[email protected]</email> <timezone>1</timezone> </contributor> </contributors> <dependencies> <dependency> <groupId>org.apache.commons</groupId> <artifactId>commons-math3</artifactId> <version>${commons-math.version}</version> </dependency> <dependency> <groupId>org.apache.commons</groupId> <artifactId>commons-lang3</artifactId> <version>${commons-lang.version}</version> </dependency> <dependency> <groupId>org.jblas</groupId> <artifactId>jblas</artifactId> <version>1.2.4</version> </dependency> <dependency> <groupId>org.junit.jupiter</groupId> <artifactId>junit-jupiter-api</artifactId> <version>${junit.version}</version> <scope>test</scope> </dependency> <dependency> <groupId>org.junit.jupiter</groupId> <artifactId>junit-jupiter-engine</artifactId> <version>${junit.version}</version> <scope>test</scope> </dependency> <dependency> <groupId>org.junit.vintage</groupId> <artifactId>junit-vintage-engine</artifactId> <version>${junit.version}</version> <scope>test</scope> </dependency> </dependencies> <build> <defaultGoal>clean install javadoc:javadoc</defaultGoal> <finalName>${project.artifactId}-${project.version}</finalName> <sourceDirectory>${src.main.java.dir}</sourceDirectory> <testSourceDirectory>${src.test.java.dir}</testSourceDirectory> <plugins> <plugin> <groupId>org.apache.maven.plugins</groupId> <artifactId>maven-compiler-plugin</artifactId> <version>${maven.compiler-plugin.version}</version> <configuration> <fork>true</fork> </configuration> </plugin> <plugin> <groupId>org.apache.maven.plugins</groupId> <artifactId>maven-source-plugin</artifactId> <version>${maven.source-plugin.version}</version> <executions> <execution> <id>attach-sources</id> <goals> <goal>jar</goal> </goals> </execution> </executions> </plugin> <plugin> <groupId>org.apache.maven.plugins</groupId> <artifactId>maven-javadoc-plugin</artifactId> <version>${maven.javadoc-plugin.version}</version> </plugin> <plugin> <groupId>org.apache.maven.plugins</groupId> <artifactId>maven-surefire-plugin</artifactId> <version>${maven.surefire-plugin.version}</version> <configuration> <forkCount>1</forkCount> <reuseForks>false</reuseForks> <argLine>-mx6G</argLine> </configuration> </plugin> <plugin> <groupId>org.apache.maven.plugins</groupId> <artifactId>maven-checkstyle-plugin</artifactId> <version>${checkstyle-plugin.version}</version> <configuration> <configLocation>finmath-checkstyle.xml</configLocation> <excludes>**/module-info.java</excludes> </configuration> </plugin> <plugin> <groupId>org.apache.maven.plugins</groupId> <artifactId>maven-release-plugin</artifactId> <version>${maven-release-plugin.version}</version> <configuration> <releaseProfiles>java-11</releaseProfiles> </configuration> <executions> <execution> <id>java-11</id> <configuration> <releaseProfiles>java-11</releaseProfiles> </configuration> </execution> <execution> <id>java-8</id> <configuration> <releaseProfiles>java-8</releaseProfiles> </configuration> </execution> </executions> </plugin> <!-- Publish the site to GitHub gh-pages: use mvn site site:deploy site-deploy --> <plugin> <groupId>org.apache.maven.plugins</groupId> <artifactId>maven-site-plugin</artifactId> <version>${maven.site-plugin.version}</version> <configuration> <skipDeploy>true</skipDeploy> </configuration> <executions> <execution> <id>stage-for-scm-publish</id> <phase>post-site</phase> <goals> <goal>stage</goal> </goals> <configuration> <skipDeploy>false</skipDeploy><!-- MSITE-652: configuration won't be necessary with m-site-p 3.2 --> </configuration> </execution> </executions> <dependencies> <dependency> <!-- add support for ssh/scp --> <groupId>org.apache.maven.wagon</groupId> <artifactId>wagon-ssh</artifactId> <version>3.3.4</version> </dependency> <dependency> <groupId>org.apache.maven.doxia</groupId> <artifactId>doxia-module-markdown</artifactId> <version>1.9</version> </dependency> </dependencies> </plugin> <plugin> <groupId>org.apache.maven.plugins</groupId> <artifactId>maven-scm-publish-plugin</artifactId> <version>${maven-scm-publish-plugin.version}</version> <configuration> <scmBranch>gh-pages</scmBranch> </configuration> <executions> <execution> <id>scm-publish</id> <phase>site-deploy</phase> <goals> <goal>publish-scm</goal> </goals> </execution> </executions> </plugin> <plugin> <groupId>org.codehaus.mojo</groupId> <artifactId>buildnumber-maven-plugin</artifactId> <version>1.4</version> <executions> <execution> <phase>validate</phase> <goals> <goal>create</goal> </goals> </execution> </executions> <!-- Allow local modifications. The build number is reliable only in releases obtained via Maven central. --> <configuration> <doCheck>false</doCheck> <doUpdate>false</doUpdate> </configuration> </plugin> <plugin> <groupId>org.openclover</groupId> <artifactId>clover-maven-plugin</artifactId> <version>${clover-plugin.version}</version> <configuration> </configuration> <executions> <execution> <goals> <goal>instrument</goal> </goals> </execution> </executions> </plugin> <plugin> <groupId>biz.aQute.bnd</groupId> <artifactId>bnd-maven-plugin</artifactId> <version>${maven-bnd-plugin.version}</version> <executions> <execution> <goals> <goal>bnd-process</goal> </goals> </execution> </executions> </plugin> <plugin> <groupId>org.apache.maven.plugins</groupId> <artifactId>maven-jar-plugin</artifactId> <version>${maven.jar-plugin.version}</version> <configuration> <archive> <manifestEntries> <Automatic-Module-Name>net.finmath.lib</Automatic-Module-Name> </manifestEntries> <manifest> <addClasspath>true</addClasspath> <mainClass>${main.class}</mainClass> </manifest> <!-- Use the manifest file generated by the bnd-maven-plugin --> <!-- Note: Maven archiver will merge or custom file with the keys above --> <manifestFile>${project.build.outputDirectory}/META-INF/MANIFEST.MF</manifestFile> </archive> <classifier>${envClassifier}</classifier> </configuration> </plugin> </plugins> <resources> <resource> <directory>src/main/resources</directory> <filtering>true</filtering> </resource> </resources> <pluginManagement> <plugins> <plugin> <groupId>org.apache.maven.plugins</groupId> <artifactId>maven-javadoc-plugin</artifactId> <version>${maven.javadoc-plugin.version}</version> <configuration> <source>${envSource}</source> <doctitle>${project.name} (${project.version}) documentation</doctitle> <stylesheetfile>stylesheet.css</stylesheetfile> <docfilessubdirs>true</docfilessubdirs> <excludePackageNames>net.finmath.montecarlo.automaticdifferentiation.backward.alternative:net.finmath.rootfinder</excludePackageNames> <header> <![CDATA[ <span class="logo-white">finMath</span><span class="logo-red"> lib</span> documentation <script type="text/javascript" id="MathJax-script" src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-svg.js"> </script> ]]> </header> <footer> <![CDATA[ <i>Copyright © 2022 finmath.net.</i> ]]> </footer> <tags> <tag> <name>TODO</name> <placement>a</placement> <head>To dos:</head> </tag> <tag> <name>date</name> <placement>a</placement> <head>Date:</head> </tag> </tags> <links> <!-- links not compatible with JMPA --> <!-- <link>http://commons.apache.org/proper/commons-math/javadocs/api-3.6.1/</link> --> <!-- <link>http://commons.apache.org/proper/commons-lang/javadocs/api-release/</link> --> </links> <detectLinks>false</detectLinks> <additionalOptions> <additionalOption>--allow-script-in-comments</additionalOption> </additionalOptions> <groups> <group> <title>Market Data (Curves and Volatilities)</title> <packages>net.finmath.marketdata</packages> <packages>net.finmath.marketdata.*</packages> </group> <group> <title>Analytic Functions</title> <packages>net.finmath.functions</packages> <packages>net.finmath.functions.*</packages> </group> <group> <title>Algorithmic Differentiation</title> <packages>net.finmath.montecarlo.automaticdifferntiation*</packages> </group> <group> <title>Monte-Carlo Methods</title> <packages>net.finmath.montecarlo*</packages> </group> <group> <title>Fourier Methods</title> <packages>net.finmath.fouriermethod*</packages> </group> <group> <title>Finite Difference Methods (PDEs)</title> <packages>net.finmath.finitedifference</packages> <packages>net.finmath.finitedifference.*</packages> </group> </groups> <nohelp>true</nohelp> <noindex>true</noindex> <noqualifier>true</noqualifier> </configuration> <executions> <execution> <id>attach-javadocs</id> <goals> <goal>jar</goal> </goals> </execution> </executions> </plugin> <!--This plugin's configuration is used to store Eclipse m2e settings only. It has no influence on the Maven build itself. --> <plugin> <groupId>org.eclipse.m2e</groupId> <artifactId>lifecycle-mapping</artifactId> <version>1.0.0</version> <configuration> <lifecycleMappingMetadata> <pluginExecutions> <pluginExecution> <pluginExecutionFilter> <groupId>biz.aQute.bnd</groupId> <artifactId> bnd-maven-plugin </artifactId> <versionRange> [2.4.1,) </versionRange> <goals> <goal>bnd-process</goal> </goals> </pluginExecutionFilter> <action> <ignore /> </action> </pluginExecution> </pluginExecutions> </lifecycleMappingMetadata> </configuration> </plugin> </plugins> </pluginManagement> </build> <profiles> <profile> <id>java-11</id> <activation> <activeByDefault>true</activeByDefault> <jdk>[11,)</jdk> </activation> <properties> <src.main.java.dir>src/main/java</src.main.java.dir> <src.test.java.dir>src/test/java</src.test.java.dir> <envSource>11</envSource> <envClassifier /> </properties> <build> <plugins> <plugin> <groupId>org.apache.maven.plugins</groupId> <artifactId>maven-compiler-plugin</artifactId> <version>${maven.compiler-plugin.version}</version> <configuration> <source>11</source> <target>11</target> <compilerVersion>11</compilerVersion> <fork>true</fork> </configuration> </plugin> </plugins> </build> </profile> <profile> <id>java-8</id> <activation> <jdk>[1.8,9)</jdk> </activation> <properties> <src.main.java.dir>src/main/java8</src.main.java.dir> <src.test.java.dir>src/test/java8</src.test.java.dir> <envSource>8</envSource> <envClassifier>java8</envClassifier> </properties> <build> <plugins> <plugin> <groupId>org.apache.maven.plugins</groupId> <artifactId>maven-compiler-plugin</artifactId> <version>${maven.compiler-plugin.version}</version> <configuration> <source>1.8</source> <target>1.8</target> <compilerVersion>1.8</compilerVersion> <fork>true</fork> </configuration> </plugin> </plugins> </build> </profile> </profiles> <issueManagement> <system>GitHub</system> <url>https://github.com/finmath/finmath-lib/issues</url> </issueManagement> <reporting> <plugins> <plugin> <groupId>org.apache.maven.plugins</groupId> <artifactId>maven-javadoc-plugin</artifactId> <version>${maven.javadoc-plugin.version}</version> <reportSets> <reportSet><!-- by default, id = "default" --> <reports><!-- select non-aggregate reports --> <report>javadoc</report> <!-- <report>test-javadoc</report> --> </reports> </reportSet> </reportSets> </plugin> <plugin> <artifactId>maven-project-info-reports-plugin</artifactId> <version>${maven-project-info-reports-plugin.version}</version> <reportSets> <reportSet> <reports> <!-- <report>index</report> --> <report>summary</report> <report>scm</report> <report>distribution-management</report> <report>dependency-info</report> <report>dependencies</report> <report>issue-management</report> <report>ci-management</report> <report>licenses</report> <report>team</report> </reports> </reportSet> </reportSets> </plugin> <plugin> <groupId>org.apache.maven.plugins</groupId> <artifactId>maven-surefire-report-plugin</artifactId> <version>${maven.surefire-report-plugin.version}</version> </plugin> <plugin> <groupId>org.openclover</groupId> <artifactId>clover-maven-plugin</artifactId> <version>${clover-plugin.version}</version> <configuration> </configuration> </plugin> <plugin> <groupId>org.apache.maven.plugins</groupId> <artifactId>maven-checkstyle-plugin</artifactId> <version>${checkstyle-plugin.version}</version> <configuration> <configLocation>finmath-checkstyle.xml</configLocation> <excludes>**/module-info.java</excludes> </configuration> <reportSets> <reportSet> <reports> <report>checkstyle</report> </reports> </reportSet> </reportSets> </plugin> </plugins> </reporting> <distributionManagement> <site> <id>github</id> <url>scm:git:https://github.com/finmath/finmath-lib.git</url> </site> <!-- <site> --> <!-- <id>finmath-site</id> --> <!-- <url>scp://www.finmath.net/var/www/vhosts/finmath.net/httpdocs/finmath-lib/</url> --> <!-- </site> --> </distributionManagement> <scm> <url>https://github.com/finmath/finmath-lib</url> <connection>scm:git:https://github.com/finmath/finmath-lib.git</connection> <developerConnection>scm:git:https://github.com/finmath/finmath-lib.git</developerConnection> <tag>finmath-lib-6.0.8</tag> </scm> <ciManagement> <system>travis-ci</system> <url>https://travis-ci.org/finmath/finmath-lib</url> </ciManagement> </project>
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