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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

• Modularity in the Java Platform
• Documentation on OSGi

RichardGomes 16:07, 24 October 2008 (UTC)