https://github.com/mikea/jquantlib

JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.
https://github.com/mikea/jquantlib

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JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.

• Host: GitHub
• URL: https://github.com/mikea/jquantlib
• Owner: mikea
• Created: 2012-10-15T01:27:37.000Z (about 12 years ago)
• Default Branch: master
• Last Pushed: 2012-08-10T02:08:08.000Z (over 12 years ago)
• Last Synced: 2024-10-14T18:32:31.149Z (3 months ago)
• Language: Java
• Homepage: http://www.jquantlib.org/
• Size: 6.75 MB
• Stars: 6
• Watchers: 1
• Forks: 17
• Open Issues: 0
• Metadata Files:
  • Readme: README

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README

        
JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java. It provides "quants" and Java application developers several mathematical and statistical tools needed for the valuation of shares, options, futures, swaps, and other financial instruments, also providing tools related to risk management and money management.

JQuantLib is based on QuantLib, which is written in C++, aiming to be a complete rewrite of QuantLib, offering features Java developers expect to find. JQuantLib aims to be fast, correct, strongly typed, well-documented, and user-friendly.

JQuantLib does its best efforts to mimic as close as possible the API exposed by QuantLib, offering a smooth transition path for developers and organizations willing to employ financial applications written in Java whilst keeping commitment to high performance and low latency. 

More info: http://www.jquantlib.org

Quick guide for the impatient

-----------------------------

  git clone http://github.com/frgomes/jquantlib

  cd jquantlib/jquantlib-all

  mvn clean test

  More details at: http://www.jquantlib.org/index.php/JQuantLib_Users_Guide

Modules

-------

The modules below are used for the Maven build:

  jquantlib-all          -- build aggregator

  jquantlib-parent       -- build parent module

The modules below keep resemblance to QuantLib/C++ http://quantlib.org

  jquantlib              -- main module

  jquantlib-helpers      -- helpers

  jquantlib-samples      -- samples

  jquantlib-experimental -- experimental code

The modules below do not aim to keep resemblance to QuantLib.

  jquantlib-ooplugin     -- OpenOffice Calc plugin

  jquantlib-contrib      -- 3rd party contributions

The modules below are exploratory or abandoned

  jquantlib-annotations

  jquantlib-osgi

  jquantlib-osgi-module-client

  jquantlib-osgi-std-module-time

  jquantlib-xmlrpc

  jquantlib-xmlrpc-client

-- Richard Gomes