V0.1.0-RC1

• Core infrastructure for financial instrument valuation;
• European Options with Black-Scholes method

• Date, Calendar and IMM support;
• Trading calendars for the most important markets;
• Support for generic financial instruments;
• Support for generic pricing engines;
• Support for generic term structures;
• Support for generic 1D and 2D interpolations;
• Using CERN/Colt package and its dependencies;
• European Options with Black-Scholes implemented;

Work in progress

• Mathematical package;
• American Options, Bermudan Options and Bonds;
• Finite differences method;
• Yield curves;
• JSR-208 syntax for strong type checking

Packaged archives from SourceForge

• jquantlib-0.1.0-RC1-255.jar - Library JAR
• jquantlib-0.1.0-RC1-255_ubber.jar - Runnable application, single JAR file
• jquantlib-0.1.0-RC1_apidocs.tar.bz2 - API Javadocs : .tar.bz2 format
• jquantlib-0.1.0-RC1_apidocs.zip - API Javadocs : .zip format
• jquantlib-0.1.0-RC1_src.tar.bz2 - Sources : .tar.bz2 format
• jquantlib-0.1.0-RC1_src.zip - Sources : .zip format

Sources from SVN repository

svn co https://jquant.svn.sourceforge.net/svnroot/jquant/tags/TAG-0.1.0-RC1-RELEASE/jquantlib

• JQuantLib 0.1.0-RC1 JavaDocs
• Project home page
• Project site

java -server -jar jquantlib-0.1.0-RC1-255_ubber.jar