***** 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.
Categories
Investment ManagementLicense
BSD LicenseFollow JQuantLib
Other Useful Business Software
Gen AI apps are built with MongoDB Atlas
MongoDB Atlas provides built-in vector search and a flexible document model so developers can build, scale, and run gen AI apps without stitching together multiple databases. From LLM integration to semantic search, Atlas simplifies your AI architecture—and it’s free to get started.
Rate This Project
Login To Rate This Project
User Reviews
Be the first to post a review of JQuantLib!