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, also providing tools related to risk management and money management. 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.
The repository here is an unofficial fork of JQuantLib with many in-house modifications. If you were looking for the original codebase, please see jquantlib.org.
The latest snapshot of packaged Java archive can be found here.
JQuantLib is licensed under The BSD 3-Clause License. Please see LICENSE for more information.
The libraries under lib directory are redistributed under each of the corresponding license.
Same applies to the software packages under vendor directory: