JQuantLib

***** MOVED TO GITHUB: http://github.com/frgomes/jquantlib *****

JQuantLib provides a free, open-source and comprehensive framework for quantitative finance. It's a 100% Java translation of QuantLib, which is written in C++. JQuantLib provides pricing valuation of a wide range of asset classes, methods and models.

Features

Support to a wide range of financial instruments, including but not limited to European Options, American Options, Bermudan Options, Asian Options, Bonds, Swaps, FRA, Repo, Cap/Floors, etc
Several pricing engines: Black-Scholes, Barone-Adesi-Whaley, Bjerksund-Stensland, Ju Quadratic, Integral, Binomial Cox-Ross-Rubinstein, Binomial Jarrow-Rudd, Additive EquiProbabilities, Binomial Trigeorgis, Binomial Tian, Binomial Leisen-Reimer, Binomial Joshi, Finite Differences
Implemented as Java Library with minimum external dependencies
Coded with performance in mind. GC imposes minimalist performance penalty.

Project Activity

See All Activity >

License

BSD License

Follow JQuantLib

JQuantLib Web Site

nel_h2

Gen AI apps are built with MongoDB Atlas

The database for AI-powered applications.

MongoDB Atlas is the developer-friendly database used to build, scale, and run gen AI and LLM-powered apps—without needing a separate vector database. Atlas offers built-in vector search, global availability across 115+ regions, and flexible document modeling. Start building AI apps faster, all in one place.

Start Free

Rate This Project

User Reviews

Be the first to post a review of JQuantLib!

Additional Project Details

Intended Audience

Developers, Financial and Insurance Industry, Information Technology, Science/Research

Programming Language

Java

Related Categories

Java Investment Management Software

Registered

2007-09-18

Similar Business Software

Sharesight

Sharesight is one of the world's most popular investment portfolio trackers used in over 100 countries across the globe. It automatically tracks your stocks, ETFs, dividends, currency changes, mutual funds, stock splits & more all in one place. You can use Sharesight to see your total...

See Software
ZenTreasury

ZenTreasury is a cloud-based IFRS 16 lease accounting and treasury solution for companies managing anywhere from tens to thousands of contracts. It automates lease classification, modifications, journal entries, and disclosure reporting, helping finance teams eliminate spreadsheet risk and stay...

See Software
PackHedge™

PackHedge™ is the world’s most advanced investment industry solution for Alternative/Hedge funds, Private Equity funds, Traditional/Mutual funds and many other investment instruments (UCITS, ETF, Equities, Real Estate, Forwards, Currencies, etc.) empowering quantitative and qualitative research...

See Software
FundCount

FundCount is a partnership accounting and analytical software solution that tracks, analyzes and reports the value of complex investments. Suitable for fund administrators, family offices, hedge funds, and private equity firms, FundCount offers an integrated multicurrency general ledger and...

See Software
Ledgy

Ledgy is the end-to-end equity management solution trusted by high-growth companies. Compliant in all countries with best-in-class security and privacy. Digitize your spreadsheets into a transaction-based cap table that's always accurate, built to scale and updates in real-time . Make...

See Software
Formula Stocks

A hallmark of successful investing is achieving higher returns without equally higher risk. Benjamin Graham pioneered the concept of a margin of safety, around which our technology is developed. While risk can never be eliminated, we look for wonderful companies trading for considerably less...

See Software