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

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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

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

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