This file contains installation and usage information for 
riskview, a text-based program for carrying out advanced 
financial calculations.

Installing riskview

System Requirements: A C++ compiler and around 350 Kb of disk space. 

Having unzipped and untarred the riskview file, you should now 
find the following files in your directory:
readme.txt
Makefile
riskview.C
main.C
riskview.h
ranlib.h
ranlib.c
linpack.c
com.c
option.txt
future.txt
warrant.txt
bond.txt
neural_create.txt
neural_predict.txt
train.dat
input.dat
The first step in installing riskview on your system will be to 
compile and link the source code into the binaries for your 
platform. You'll have to first edit the Makefile for your system:
Set the compilers (CC and CPP) to whatever their names are on your 
system. Type "make riskview" from whatever directory you've installed 
the riskview source code. After around a minute or so the compiling 
and linking should be finished, leaving you with a working copy of 
riskview.

Using riskview

riskview gathers the necessary parameter information (such as
current interest rates, spot prices of assets etc) from a simple
text file which passes the values on to whatever functions 
should do the actual calculations. The first line of any such
text file for riskview ought to specify the kind of calculation
that is desired: options, futures, warrants, bonds or neural 
nets. Example files for each type of calculation can be found
in the riskview directory, users are encouraged to simply edit
these files for their own calculations. The actual syntax is
simply
% riskview option.txt
and the program will show the output to the display (or standard
out pipe). Please remember that riskview does not perform any
error-checking on user inputs, so make sure that the parameters
are sensible (e.g. interest rates, volatilies and asset prices 
are positive). The units employed are years for time to expiry,
annual percentages for interest rates, bond coupons, dividends
and volatilies and a consistent currency unit for asset prices.
For the options, the "style" parameter refers to European or
American, "calculation type" to the theoretical price and some
hedge sensitivity parameters (price) or to the implied volatility
(volatility). The input parameters relating to stochastic 
interest rates (using a mean-reverting square root diffusion model)
and volatilities are only relevant for European style options.
  For the neural net features of riskview, you first need to create
a plain text ASCII file containing training date and some general
parameters of your net. I've included a trivial example that you 
can find in "train.dat" - what you need to have is first a list of
the minimum and maximum values that each input and output node can
take (so the data can be properly scaled to be between 0 and 1), 
then a list of comma-separated values, each line corresponding to a 
single training example (firat all the input nodes, then all of the
output nodes). After you've created a neural net (the weights for 
the net will be stored in a file called first.net or whatever name
you give), you can use it to make actual predictions, by giving it
a file which contains values for the input nodes (one value per line,
as in the example file "input.dat").   
    




