Java for quantitative finance
Recently I did an internal project using FINCAD as the quantitative library for calculate the vanilla interest rate swap. Of course, FINCAD did a good job as desired.
But I want to find an open source resolution to replace the FINCAD, Quantlib come into my eyes, this library for modeling, trading, and risk management in real-life written in C++, I must use JNI just like FINCAD does to call the API. Quantlib also have an SWIG version that can be used in java environment, but this is not a pure Java resolution.
I am dreaming that I can build an open-source project using pure Java to do the quantitative model. If I can even build my project under GAE, that will be great...
Soon, I found JQuantlib. "It's not a mere translation of the C++, but a rewrite intended to offer features that Java developers expect".
But unfortunately, the yield curves and swap valuation features are still working in progress. JQuantlib is still not a mature project to use in reality.
PS: Any body has the authorized license of FINCAD? Maybe you can share the FINCAD functions as web services to public. Actually, I have also implemented a web service facade program that can run under a stand servlet container, If you can share the web service, I'd glad to supply and improve the FINCAD web service wrapper program, maybe we can also implement it as a RESTful web service, that will be more effective under the internet.
But I want to find an open source resolution to replace the FINCAD, Quantlib come into my eyes, this library for modeling, trading, and risk management in real-life written in C++, I must use JNI just like FINCAD does to call the API. Quantlib also have an SWIG version that can be used in java environment, but this is not a pure Java resolution.
I am dreaming that I can build an open-source project using pure Java to do the quantitative model. If I can even build my project under GAE, that will be great...
Soon, I found JQuantlib. "It's not a mere translation of the C++, but a rewrite intended to offer features that Java developers expect".
But unfortunately, the yield curves and swap valuation features are still working in progress. JQuantlib is still not a mature project to use in reality.
PS: Any body has the authorized license of FINCAD? Maybe you can share the FINCAD functions as web services to public. Actually, I have also implemented a web service facade program that can run under a stand servlet container, If you can share the web service, I'd glad to supply and improve the FINCAD web service wrapper program, maybe we can also implement it as a RESTful web service, that will be more effective under the internet.
anonymous
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