金融数学网课代上 – java编程代写 – 金数代写 – CPT206
金融数学网课代上

金融数学网课代上 – java编程代写 – 金数代写 – CPT206

CPT206 Java Programming for Financial Mathematics:

Coursework Resit Task Specification

 

金融数学网课代上 This is the specification task sheet for the Coursework resit component of your CPT206 module. This is worth 60% of your final···

 

This is the specification task sheet for the Coursework resit component of your CPT206 module. This is worth 60% of your final grade for this module. The task includes two parts: a coding part (described in Sections 1 and 2) and a report part (described in Section 3). The submission deadline for this assignment is Sunday 1st August, 2021, 10PM. Detailed submission instructions are provided in Section 4.

System description  金融数学网课代上

1.1 Introduction

You work for a company, and your responsibilities includes managing their financial assets, in the form of stock options.

The list of stock options that your company currently holds is provided in a “current.csv” data file. The list of (stock) options that are available for purchase is provided in an “available.csv” data file. Each line of data in both of these files contains the information of one option. In order, a line contains: a “ticker” (e.g. BABA) identifying the option, the current price of the option, and its volatility coefficient (a number between 0 and 1).

On launching, the program should load the data of these files into memory, so that the program stores a list of current options and a list of available options. (5 marks)

 1.2 Main functionalities  金融数学网课代上

Your program should have the following functionalities.

  1. (10marks) Price  It should be possible to update the prices of all the stock options in the system (both currently held and available). The formula to update the price of an option is given by:

where:

Pnew = Pold (1 + v  r,

  • Pnewis the new current price of the option (after update);
  • Poldis its old current price (before update);
  • vis its volatility coefficient;
  • ris a uniform random variable on [1, 1].

金融数学网课代上

Updating the options’ prices should modify both the lists stored in memory as detailed in Section 1.1, and the CSV data files in the system.

  1. (20marks)  The company should be able to buy an available stock option or sell a current stock option. This should modify both the lists stored in memory as detailed in Section 1.1, and the CSV data files in the system.

When a transaction is made, the information of the transaction should be both printed to the output console, and stored in an “output.txt” file in the system (this file should keep records of all transactions made). The information of a transaction should include: the type of transaction, the details of the option that is bought/sold, and the date and time at which the transaction occurs. In addition, when an option is sold, the profit/loss made on the sale should also be recorded, i.e. the difference between the price at which the option was bought and the price at which it was sold (the prices in the original “current.csv” data file represent the prices at which these options were bought).

  1. (10marks) Data  It should be possible to filter the list of current options by price,

i.e. extract those whose price is within a given range. The filtered list should be displayed to the output console, in increasing order of price.

Code quality (25 marks)  金融数学网课代上

The remaining marks (25) for the coding part will be awarded for general code quality and the use of an appropriate class structure. Here is some guidance.

  • Keep your codeneat and tidy; make sure it is properly indented
  • Choosesuitable names for variables and
  • Commentyour code as
  • Splityour code into separate methods as appropriate; code in the main method should be kept to a minimum; methods overall should not be too long.
  • You should also design your program carefully to ensure an appropriate class structure, with suitable data objects and utility classes.

 

Report (30 marks)

You will write a report providing some details on how you designed and implemented the system and functionalities described in Section 1. Your report will consist of two main parts.

 

3.1 Design choices (15 marks)  金融数学网课代上

You should explain the design of your system in terms of its class structure, and how you incorporated some of the OOP concepts covered in the course materials. You should consider the following questions:

  • whatis the purpose of each class? what do they contain?
  • howdid you go about implementing the functionalities described in Section 2?
  • whichOOP concepts are incorporated into your system design? where? This part should be 1-2 pages in length.

 

3.2 Testing description (15 marks)

In your report, you should include a description of the testing you undertake of your system, paying particular attention to the functionalities outlined in Section 1.2. State clearly which functionalities you are testing, what test you are carrying out, and why. You may include screenshots (of code, the output console, etc.) for clarity. This part should be 1-2 pages in length, screenshots excluded.

 

Submission instructions  金融数学网课代上

In the dedicated “Coursework resit submission” Assignment activity on the Learning Mall Online, you will need to submit the following two (2) documents.

  • A single ZIP archive of your entire Netbeans project.Your project must include all the resources it needs to run. The data files included should be the initial files provided (i.e. any modifications made to these files as described in Section 1 should be cancelled), and you shouldn’t include the output TXT file. Make sure this is a ZIP archive, not

This file should be named “CPT206 CWResit Project studentId.zip”.

  • Your report from Section 3, typed into for instance a Word document, and converted into a PDF file.

This file should be named “CPT206 CWResit Report studentId.pdf”.

金融数学网课代上

This assignment is individual work. Plagiarism (e.g. copying materials from other sources without proper acknowledgement) is a serious academic offence. Plagiarism and collusion will not be tolerated and will be dealt with in accordance with the University Code of Practice on Academic Integrity. Submitting work created by others, whether paid for or not, is a serious offence. And will be prosecuted vigorously. Individual students may be invited to explain parts of their code in person during a dedicated BBB session, and if they fail to demonstrate an understanding of the code, no credit will be given for that part of the code.

Late submissions. The standard University policy on late submissions will apply: 5% of the total marks available for the component shall be deducted from the assessment mark for each working day after the submission date, up to a maximum of five working days, so long as this does not reduce the mark below the pass mark (40%); submissions more than five working days late will not be accepted.

 

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