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Project Summary

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.

Tags

black-scholes bond calendar commodities derivatives distributions engine exchange finance forex framework holiday imm java monte-carlo option pricing quantitative securities simulation stock swap trading

In a Nutshell, JQuantLib...

BSD 3-clause "New" or "Revised" License
Permitted

Commercial Use

Modify

Distribute

Place Warranty

Forbidden

Hold Liable

Use Trademarks

Required

Include Copyright

Include License

These details are provided for information only. No information here is legal advice and should not be used as such.

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This Project has No vulnerabilities Reported Against it

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Languages

Languages?height=75&width=75
Java
100%
XML
<1%

30 Day Summary

Jun 28 2016 — Jul 28 2016

12 Month Summary

Jul 28 2015 — Jul 28 2016

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