Quantitative finance collector
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Aug 19

Java Quantlib

Posted by abiao at 08:04 | Code » Java | Comments(1) | Reads(16426)
Many people know QuantLib, which is a free/open-source library for quantitative finance for modeling, trading, and risk management in real-life written in C++, for those people prefer Java language, they have to read & understand C++ codes and transfer them to Java code. JQuantLib is aiming at these Java-fans group,

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 fansshy?


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Richard Gomes Email Homepage
At the moment (nov/2008) JQuantLib translated 40% of classes from QuantLib.
We will soon have our second release, which will provide a reasonable subset of QuantLib.

http://www.jquantlib.org/

Richard Gomes
http://www.jquantlib.org/index.php/User:RichardGomes
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