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JQuantLib is a library for Quantitative Finance written in 100% Java

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JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java. It provides "quants" and Java application developers several mathematical and statistical tools needed for the valuation of shares, options, futures, swaps, and other financial instruments.

JQuantLib is based on QuantLib, which is written in C++, aiming to be a complete rewrite of QuantLib, offering features Java developers expect to find. JQuantLib aims to be fast, correct, strongly typed, well-documented, and user-friendly.

I'm changing JQuantlib to work through services rather than instance methods. I'm not sure how well this will actually work but I currently find it interesting and will continue to do so until that changes.

Quick guide for the impatient

On a Unix-like console

# branch from Github with git
git clone https://github.com/darkell/jquantlib.git

# run demo number 9 (EquityOptions)
cd jquantlib
mvn verify

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JQuantLib is a library for Quantitative Finance written in 100% Java

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  • Java 97.1%
  • Kotlin 2.9%