JQuantLib

A comprehensive framework for quantitative finance, written in Java
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JQuantLib Ranking & Summary

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  • Rating:
  • License:
  • BSD License
  • Publisher Name:
  • Richard Gomes
  • File Size:
  • 888 KB

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JQuantLib Description

JQuantLib was developed to be a comprehensive framework for quantitative finance, written in Java. It provides "quants" and Java application developers several mathematical and statistical tools needed for the valuation of financial instruments, among other features. Executive Overview: JQuantLib offers a wide range of mathematical and statistical tools for the valuation of shares, options, futures, swaps, and other financial instruments. It also provides tools related to risk management and money management. Technical Overview: JQuantLib is a 100% Java framework based on QuantLib, which is written in C++. JQuantLib is not a mere translation of the C++, but a rewrite intended to offer features that Java developers expect. JQuantLib aims to be fast, correct, strongly typed, reasonably well-documented, and user-friendly.


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