JQuantLib 0.1.2 released

I proudly announce the release of JQuantLib 0.1.2.

Features in a nutshell:
* Date, Calendar and IMM support;
* Trading calendars for most important markets, covering 2004 to 2012
* Support for generic financial instruments;
* Support for generic pricing engines;
* Support for generic term structures;
* Support for generic 1D and 2D interpolations;
* European Options
* American Options
* Pricing Engines
o Black & Scholes
o Barone Adesi Whaley for american exercise
o Bjerksund Stensland for american exercise
o IntegralEngine for european exercise
* Methods
o Lattices: CoxRossRubinstein, Trigeorgis, Additive EQP, JarrodRudd, Joshi4, LeisenReimer, Tian
o Finite Differences: Shout, Bermudan and American exercises; Tridiagonal operators

You can see more information at
http://www.jquantlib.org/index.php/V0.1.2

Thanks

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

Posted by Richard Gomes 2009-03-24

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