From JQuantLib
| Status
| Released
|
| Objectives
|
- Core infrastructure for financial instrument valuation;
- European Options with Black-Scholes method
|
| Features
|
- 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;
|
| Download
|
Archives
Sources
svn co https://jquant.svn.sourceforge.net/svnroot/jquant/tags/TAG-0.1.0-RC1-RELEASE/jquantlib
|
| Documentation
|
|
| Comments
| You can easily run the EquityOptions example by typing
java -server -jar jquantlib-0.1.0-RC1-255_ubber.jar
|
RichardGomes 22:25, 22 June 2008 (UTC)