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Developer(s) Richard Gomes and the community
Stable release 0.2.4 / 23 January 2011; 4 years ago (2011-01-23)
Preview release 3.7
Development status Active
Written in Java
Operating system multi-platform
Platform Java
Available in English
Type financial library
License BSD license
Website www.jquantlib.org

JQuantLib is an open-source software library for developing 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[edit]

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 August 2004 a project called java-quantlib attempted to create a port from QuantLib.[1] The project is abandoned: it has only 11 classes with only a couple of edits.
  • In September 2004 a project called QuanLib4J was started, but no files were committed to their repository.[2]
  • Also in September 2004, a project called sKWash was started.[3] The project was active until June 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.[clarification needed]

Release history[edit]

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 the Black–Scholes model.


It is distributed under a BSD license, which allows JQuantLib to be freely bundled with open source and proprietary software. It depends only on QuantLib license, which is also BSD licensed.


  • 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
  • Platform independent


External links[edit]