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
- 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.
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