DeveloperCorner
From JQuantLib
This page is intended to keep documentation for developers.
See also: Community portal
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For the impatient
- Quick guide for building and run JQuantLib
- Development Environment
- Contributing to JQuantLib
- Checkout in Eclipse with SVN
Open discussions
The following articles represent starting points for discussions.
Please add your thoughts to the Talk page of these articles.
- OSGi - Configuration and Settings package
- OSGi - Calendar package
- How operator overloading should be translated?
Our articles here
- Strong type checking
- Performance of numerical calculations
- Handling of float point rounding errors
- Implementation of multiple inheritance in Java
- A better implementation of Observable pattern
- Implementation of templates in Java
- Javadocs with UML diagrams and formulas
- Providing unmutability to receivers
- Maven dismystified
- Understanding class PiecewiseYieldCurve
- How to obtain good values for testing
Reference
Finance
- StochasticProcessesFinance at berliOS
- Option Pricing, Java Programming and Monte Carlo Simulation
- Financial Quantitative Algorithms
- Numerical Methods for Option Pricing
- Refinement of the Normal Quantile, A benchmark Normal quantile based on recursion, and an appraisal of the Beasley-Springer-Moro, Acklam, and Wichura (AS241) methods, William Shaw, Financial Mathematics Group, King's College London, February 2007
Java
RichardGomes 16:07, 24 October 2008 (UTC)

