Developer Corner
From JQuantLib
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Essential documentation
- API
- Quick guide on building and running JQuantLib
- Contributing to JQuantLib
- Workflow
- Translation Guidelines
- Understanding Intellectual Property
Our articles
- 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
- Logging with SLF4J
- Using TypeTokens to retrieve generic parameters
- Build Quantlib (C++) using Eclipse
- Coding_JQuantLib_in_Netbeans
- Using_Eclipse_plugin_for_Mantis
- OpenOffice_Plugin
Open discussions
The following articles represent starting points for discussions.
Please add your thoughts to the Talk page of these articles.
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
- Working papers of Mark Joshi
- Willow Power: Optimizing Derivative Pricing Trees
- Monte Carlo Simulation With Java and C++
- Algorithms for calculating variance
Java
Richard Gomes 02:12, 1 December 2009 (UTC)
