Search Results for "quantlib java"
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Showing 4 open source projects for "quantlib java"
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A quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. A cross-platform free/open-source tool for derivatives and financial engineering.
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Java ported quantlib (www.quantlib.org) with possible enhancements. Initially, the project would use the ideas from quantlib, but eventually it may diverse from it.
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Low latency trading platform
The documents for my achievements of the low latency technology
...Rewrite the perl command lines to meet special aims. Monte Carlo Black Schole simulation and QuantLib based on OpenCL standard. -
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***** 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.
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