From JQuantLib
| Status
| Retired in favour of V0.1.2
|
| Objectives
|
- European Options with Finite Differences method;
- European Options with Monte Carlo methods;
- American Options with Finite Differences method;
- Bermudan Options with Finite Differences method;
|
| Results
| Released Features
- (this is a work in progress)
Work in progress
- Mathematical package;
- American Options, American Options and Bonds;
- Finite differences method;
- Yield curves;
- JSR-208 syntax for strong type checking
|
| Download
|
Packaged archives from SourceForge
Sources from SVN repository
svn co https://jquant.svn.sourceforge.net/svnroot/jquant/trunk/jquantlib
|
| Documentation
|
|
| Comments
|
|
RichardGomes 23:44, 22 June 2008 (UTC)
