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.
JQuantLib is based on QuantLib, a well known open-source library for quantitative finance, written in C++. JQuantLib aims to be a complete rewrite of QuantLib, offering features Java developers expect to find. It aims to be fast, correct, strongly typed, well-documented, and user-friendly.
JQuantLib does its best to mimic QuantLib/C++ API as close as possible. This way, JQuantLib offers a smooth transition path for developers and organizations willing to write financial applications in Java, but keeping previous knowledge and investments done on QuantLib.
Documentation
* Users Guide: https:/
* Developers Guide : https:/
* Support: https:/
Project information
- Maintainer:
- Richard Gomes
- Driver:
- Not yet selected
- Licence:
- Simplified BSD Licence
View full history Series and milestones
trunk series is the current focus of development.
All code Code
- Version control system:
- Bazaar
- Programming languages:
- Java
All questions Latest questions
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Code / License query
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jquantlib in maven project
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Reprise of JQuantLib
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Is jquantlib still using git or bazaar?
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All bugs Latest bugs reported
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Bug #1456679: InterpolatedDiscountCurve Validate Experimental Mode
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Bug #1287774: NormalDistribution bug
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Bug #1210014: jupiter-eclipse-plugin
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Bug #1210013: Package index: Euribor and Euribor365 class with months and weeks slight optimisation for performance
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Bug #1210012: Google Guava
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