|Developer(s)||Richard Gomes and the community|
|Stable release||0.2.4 / 23 January 2011|
JQuantLib is an open-source software library which provides tools for software developers interested on financial instrument valuation and related subjects. JQuantLib is written in Java. Its source code is derived from QuantLib, which is written in C++.
Other early implementations
This is a list of previous attempts intended to port QuantLib to Java or at least provide means of calling QuantLib from Java programs:
- In Aug/2004 a project called java-quantlib attempted to create a port from QuantLib. The project is abandoned: it has only 11 classes with only a couple of edits.
- In Sep/2004 a project called QuanLib4J was started but no files were committed to their repository.
- Still in Sep/2004 a project called sKWash was started. The project was active until Jun/2005 and produced Java Native Interface wrappers to QuantLib using a tool called SWIG. The project released files in May/2005. It's not clear if the resulting work from this project was absorbed by QuantLib and became the SWIG wrappers QuantLib has.
0.1.0-RC1, 2008-06-23 is the first release. It implements the core necessary to support generic financial instruments and generic pricing engines. It also implements European Options valuation using Black–Scholes model.
It is distributed under a BSD License, which allows JQuantLib to be freely bundled with open and closed source applications. It depends only on QuantLib license, which is also BSD.
- Date, Calendar and IMM support;
- Trading calendars for the most important markets;
- Support for generic financial instruments;
- Support for generic pricing engines;
- Support for generic term structures;
- Support for generic 1D and 2D interpolations;
- European Options
- Black–Scholes model