QuantLib 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. QuantLib 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.
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References in zbMATH (referenced in 2 articles )
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