Runs purely in the JVM, including Google App Engine

Fully compatible with (pure) R packages written for R 2.10.x

Compiles elligible, heavily-used closures to JVM byte code

Enables R-language objects to be backed by datastores other than memory

If you happen to use Java and want to test it, download the code @ http://code.google.com/p/renjin/

Tags - java , r

The Financial Engineering tool automatically replicates and prices a given continuous piecewise linear payoff function. So far the tool can only handle payoffs on a stock, where the payoff is denominated in the same currency as the stock.

Tags - calculator

Quotation

JQuantLib is a free, open-source, 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.

Is there MQuantLib for Matlab fans?

Tags - quantlib , java

Closed expressions and Approximate Models for various Financial Option on Equity

Binary Tree method to Price Options on Equity

Monte Carlo pricer of Exotics

Monte Carlo Pricer of American Calls and Puts

Monte Carlo Pricer of European Barrier, Knock in and out Options

Monte Carlo Pricer European Spread Options

Monte Carlo Pricer of Interest Rate Derivatives (One factor)

Monte Carlo Pricer Ho Lee Model

Monte Carlo Pricer Hull White Model

Monte Carlo Pricer Black Derman Toy Model

Monte Carlo Pricer Brace Gatarek Musiela / Jamishidian Model

Monte Carlo pricer of exotics with constant Jump-Diffussion

Monte Carlo Pricer of Barrier, Knock in and out Options with Jump-Diffusion

Monte Carlo Pricer European Spread Options with Jump-Diffusion

http://www.javaquant.net/downloads.html

wiki(LIBOR Market Model)

Tags - libor , bgm

http://www.javaquant.net/downloads.html

wiki(Barrier option)

Tags - barrier , option