Business and Financial Day Calculators.
The DateCalculator implementation is useful to any business; the other two
interfaces are more specific to the financial industry.
The most common function of a lot of banking or business applications is the
handling of holidays and weekends, a set of
... [More] standard rules are implemented to deal with days falling on a holiday. The library does not attempt to guess the 'holidays', most business will have an official list anyway, but concentrate on the date manipulation and calculations.
What does it provide? Implementation of 3 interfaces
- DateCalculator for all date calculation and handling of weekends or holidays.
The supported algorithms are: Do Nothing, Move Forward, Move Backward,
Modified Following and Modified Preceeding. [Less]
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
... [More] 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. [Less]
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