JQuantLib - Freeware Download

JQuantLib is a free, open-source and comprehensive framework for quantitative finance, offering several mathematical and statistical tools needed for financial instrument valuation, calculation of VaR, portfolio valuation, etc. It is written in Java and is based on QuantLib, which is written in C++.

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.

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Intended users

* Software developers;
* Financial analysts with programming skills;

For those in a hurry, the README file offers a quick intro.


Benefits

* coverage of a wide range of financial instruments;
* running at speeds competitive with C++;
* smooth learning curve with lucid documentation;
* easy integration with other projects;
* shortening time to market.


Features in a nutshell

* Performs valuation of a wide variety of financial instruments;
* Employs analytical, stochastic and simulation algorithms;
* Offers functions for VaR (value at risk) valuation;