JQuantLib

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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 needed for price valuation of financial instruments, among several functionalities.

Executive Overview: JQuantLib offers a wide range of mathematical and statistical tools intended to perform price 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 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 fast, correct, strongly type-checked, pretty well documented and user friendly.

[edit] External Links

• JQuantLib homepage
• QuantLib homepage

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