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quantlib to java,QuantLib

师俊健
2023-12-01

QuantLib

QuantLib A free/open-source library for quantitative finance.

QLNet

QLNet C# library official repository.

QLNet is a financial library written in C# for the Windows enviroment derived primarily from its C++ counterpart, Quantlib,

which has been used as a base reference for modelling various financial instruments. QLNet also contains new developments on the bond market like MBS,

Amortized Cost, PSA Curve and others.

JQuantLib

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.

JQuantLib is based on QuantLib, a well known open-source library for quantitative finance, written in C++.

JQuantLib aims to be a complete rewrite of QuantLib, offering features Java developers expect to find.

It aims to be fast, correct, strongly typed, well-documented, and user-friendly.

JQuantLib does its best to mimic QuantLib/C++ API as close as possible.

This way, JQuantLib offers a smooth transition path for developers and organizations willing to write financial applications in Java,

but keeping previous knowledge and investments done on QuantLib.

QuanltLib4j

为了学习QuantLib,决定自己抽时间将QuantLib转为Java版本。可参考JQuantLib,主要目的是学习。再者现在的JQuantLib一直不全面。

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