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JQuantLib is a library for Quantitative Finance written in 100% Java
The main features of frgomes/jquantlib are: Financial Instruments and Pricing, Cross-Language Frameworks.
Open-source alternatives to frgomes/jquantlib include: lballabio/quantlib — QuantLib is a quantitative finance library and analysis engine built in C++ for executing complex financial… pazzo83/quantlib.jl — Quantlib implementation in pure Julia. eddelbuettel/rquantlib — R interface to the QuantLib library. enthought/pyql — Cython QuantLib wrappers. auto-differentiation/quantlib-risks-cpp — QuantLib with AAD. amaggiulli/qlnet — QLNet C# Library.
QuantLib is a quantitative finance library and analysis engine built in C++ for executing complex financial calculations and simulations. It serves as a framework for quantitative finance modeling and trading risk management, providing the tools necessary to calculate fair values and risk metrics for diverse financial assets. The project focuses on financial instrument modeling and the evaluation of potential losses and exposure levels to inform portfolio management decisions. It provides a system for modeling financial instruments and managing trading risk through quantitative mathematical m
