FinancialFoam

martapajon · June 3, 2008, 14:08

Hello people!

I am developing a CFD optimisation framework and in order to generalize its use, I would like to use it with the openFOAM solver FinancialFoam.
My knowledge in Finances is very limited, so I would like to know if there is any kind of tutorial or information about such solver or the case study that it is about.
Thank you very much,

Marta

martapajon · June 27, 2008, 13:44

ok, people.I know probably none of you is interested in financialFoam since you are CFD developers, but if you could tell me someone who could help me...I just need to link it with a GA framework so I just need to know what means in financialFoam the blockMesh (in order to create the variables for the chromosomes that would be optimised) and which postprocessing I can use to get an example of a fitness funtion ( so I need a postprocessing which give me just ONE final value.)

Please, I really would be very grateful if I can get in touch with someone who can help me ( I am in the last steps of my master thesis).

Thaaaaaaaanks a lot

grtabor · June 30, 2008, 07:15

financialFoam - I vaguely remember this one!! IIRC, it solves the Black-Scholes equation for predicting the value of futures options; it gives the price C of an option currently trading at cost S; so the mesh in blockMesh is 1-d.

For postprocessing you will have to write your own code - have a look at magU.C as a starting point.

Gavin

June 3, 2008, 14:08	Hello people! I am developi	#1
martapajon New Member Marta Pajon Join Date: Mar 2009 Posts: 21 Rep Power: 17	Hello people! I am developing a CFD optimisation framework and in order to generalize its use, I would like to use it with the openFOAM solver FinancialFoam. My knowledge in Finances is very limited, so I would like to know if there is any kind of tutorial or information about such solver or the case study that it is about. Thank you very much, Marta

June 27, 2008, 13:44	ok, people.I know probably non	#2
martapajon New Member Marta Pajon Join Date: Mar 2009 Posts: 21 Rep Power: 17	ok, people.I know probably none of you is interested in financialFoam since you are CFD developers, but if you could tell me someone who could help me...I just need to link it with a GA framework so I just need to know what means in financialFoam the blockMesh (in order to create the variables for the chromosomes that would be optimised) and which postprocessing I can use to get an example of a fitness funtion ( so I need a postprocessing which give me just ONE final value.) Please, I really would be very grateful if I can get in touch with someone who can help me ( I am in the last steps of my master thesis). Thaaaaaaaanks a lot

June 30, 2008, 07:15	financialFoam - I vaguely reme	#3
grtabor Senior Member Gavin Tabor Join Date: Mar 2009 Posts: 181 Rep Power: 17	financialFoam - I vaguely remember this one!! IIRC, it solves the Black-Scholes equation for predicting the value of futures options; it gives the price C of an option currently trading at cost S; so the mesh in blockMesh is 1-d. For postprocessing you will have to write your own code - have a look at magU.C as a starting point. Gavin