brunomnsilva / finmath-lib-plot-extensions

Convenient abstraction layer for different visualisation frameworks and demos of finmath lib

finmath lib plot extensions

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Convenient abstractions of some plotting libraries and example usages of finmath lib.

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This project provides abstractions for some plotting libraries (JFreeChart, JavaFX, JZY3D) and demo usages for finmath lib. It is provided for convenience to test and explore finmath lib.

Main features:

• Create 2D and 3D graphs (using JFreeChart (2D), JavaFX (2D) and JZY3D (3D)).
• Animated 3D visualization (using JZY3D (which uses OpenGL)).
• Save the graphs as PDF (using iText).
• Save the graphs as SVG (using JFreeSVG)
• Easy to use classes and methods with a default style.

Usage

Easy and lightweight plot creation

Aiming at quick creation of plots, plots can be specified using a function / operator (e.g. via a lambda expression) and a few parameters specifying the discretization:

	Plot plot = new Plot2D(0.0, 300.0, 100, function);
	plot.setTitle("Black-Scholes Model European Option Value").setXAxisLabel("strike").setYAxisLabel("value");
	plot.show();

where function is, e.g.,

	DoubleUnaryOperator function = (optionStrike) -> {
		return AnalyticFormulas.blackScholesOptionValue(initialStockValue, riskFreeRate, volatility, optionMaturity, optionStrike);
	};

(taken from net.finmath.plots.demo.Plot2DDemo).

Live visualization or 'reactive plots'

The Plot2Dsupports live updates and can be used as an observer registering to a (reactive) stream via

    plotable -> plot.update(plotable)

where plotable is a List<Plotables2D> where a Plotable2D can be a function (DoubleUnaryOperator) or a series of Point2D.