JQuantLib

I proudly announce the release of JQuantLib 0.1.2. Features in a nutshell: * Date, Calendar and IMM support; * Trading calendars for most important markets, covering 2004 to 2012 * Support for generic financial instruments; * Support for generic ... [More] pricing engines; * Support for generic term structures; * Support for generic 1D and 2D interpolations; * European Options * American Options * Pricing Engines o Black & Scholes o Barone Adesi Whaley for american exercise o Bjerksund Stensland for american exercise o IntegralEngine for european exercise * Methods o Lattices: CoxRossRubinstein, Trigeorgis, Additive EQP, JarrodRudd, Joshi4, LeisenReimer, Tian o Finite Differences: Shout, Bermudan and American exercises; Tridiagonal operators You can see more information at http://www.jquantlib.org/index.php/V0.1.2 Thanks Richard Gomes http://www.jquantlib.org/index.php/User:RichardGomes [Less]

I proudly announce the release of JQuantLib 0.1.2. Features in a nutshell: * Date, Calendar and IMM support; * Trading calendars for most important markets, covering 2004 to 2012 * Support for generic financial instruments; * Support for generic ... [More] pricing engines; * Support for generic term structures; * Support for generic 1D and 2D interpolations; * European Options * American Options * Pricing Engines o Black & Scholes o Barone Adesi Whaley for american exercise o Bjerksund Stensland for american exercise o IntegralEngine for european exercise * Methods o Lattices: CoxRossRubinstein, Trigeorgis, Additive EQP, JarrodRudd, Joshi4, LeisenReimer, Tian o Finite Differences: Shout, Bermudan and American exercises; Tridiagonal operators You can see more information at http://www.jquantlib.org/index.php/V0.1.2 Thanks Richard Gomes http://www.jquantlib.org/index.php/User:RichardGomes [Less]

http://www.jquantlib.org/index.php/JAVAWUG_40This is a speech presented at Skills Matter with JAVAWUG on 17-SEP-2008. (0 comments)

http://www.jquantlib.org/index.php/JAVAWUG_40This is a speech presented at Skills Matter with JAVAWUG on 17-SEP-2008. (0 comments)

http://www.jquantlib.org/index.php/JAVAWUG_40 This is a speech presented at Skills Matter with JAVAWUG on 17-SEP-2008. We thank Skills Matter, JAVAWUG coordinators and all attendees for this opportunity to talk about JQuantLib.

http://www.jquantlib.org/index.php/JAVAWUG_40 This is a speech presented at Skills Matter with JAVAWUG on 17-SEP-2008. We thank Skills Matter, JAVAWUG coordinators and all attendees for this opportunity to talk about JQuantLib.

I'm proud to announce the release of JQuantLib 0.1.0-RC1. Features in a nutshell: * Date, Calendar and IMM support; * Trading calendars for the most important markets; * Support for generic financial instruments; * Support for generic pricing ... [More] engines; * Support for generic term structures; * Support for generic 1D and 2D interpolations; * European Options with Black-Scholes implemented; You can see more information at http://www.jquantlib.org/index.php/V0.1.0-RC1 Thanks [Less]

I'm proud to announce the release of JQuantLib 0.1.0-RC1. Features in a nutshell: * Date, Calendar and IMM support; * Trading calendars for the most important markets; * Support for generic financial instruments; * Support for generic pricing ... [More] engines; * Support for generic term structures; * Support for generic 1D and 2D interpolations; * European Options with Black-Scholes implemented; You can see more information at http://www.jquantlib.org/index.php/V0.1.0-RC1 Thanks [Less]

I'm proud to announce the release of JQuantLib 0.1.0-RC1.Features in a nutshell: (0 comments)

I'm proud to announce the release of JQuantLib 0.1.0-RC1.Features in a nutshell: (0 comments)