Groovy Numerics 0.0.1 Released: Parallel Computation

Groovy Financial Math I:  Parellel Execution

Groovy Collection class for numeric values that allows parallel execution of algebraic expressions.  Future released will include linear algebra and root solvers,  financial math and models. First release includes a parallel collection called NumericGrid with elementary operator overloading and meta class enhancements for java.lang.Number and java.lang.Math.  Initial focus is on Monte Carlo and Finite Difference based pricing of equity options.

 

 

 

Location: 
http://nycfintech.blogspot.com/
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