Projects tagged ‘derivatives’ and ‘securities’


[2 total ]

2 Users
 

Open source derivatives trade processing.
Created over 3 years ago.

1 Users

JQuantLib is a free, open-source and comprehensive framework for quantitative finance, written in Java. It provides quants and Java application developers several mathematical and statistical tools ... [More] needed for price valuation of financial instruments such as futures, options, bonds, swaps, commodity futures, etc employing a wide range of algorithms and methods. It also offers support for risk valuation. JQuantLib is a 100% Java framework based on QuantLib, which is written in C++. JQuantLib is not simply a mere translation from C++ to Java, but it's a rewrite intended to offer what Java developers expect to have. JQuantLib aims to be correct, pretty well documented, strongly type-checked and surprisingly fast. Richard Gomes http://www.jquantlib.org/index.php/User:RichardGomes [Less]
Created about 1 year ago.