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JQuantLib [message #7783] Sun, 27 January 2008 22:16 Go to next message
Eclipse User
Originally posted by: rgomes1997.yahoo.co.uk

Hi,

First of all, I'd like to congratulate you guys for the initiative.
I had a quick look at OFMP proposal, internal architecture and I found
the "QuantLIb wrapper" thing.

JQuantLib is a free, open-source and comprehensive framework for
quantitative finance, written in Java. You can find more information at
http://wiki.jquantlib.org/

I'd like to hear from you guys about the possibility of coorperation.

Kind Regards

--
Richard Gomes
http://wiki.jquantlib.org/index.php/RichardGomes
Re: JQuantLib [message #7866 is a reply to message #7783] Mon, 28 January 2008 07:58 Go to previous messageGo to next message
Eclipse User
Originally posted by: frederic.conrotte.kaupthing.lu

"Richard Gomes" <rgomes1997@yahoo.co.uk> wrote in message
news:fnjgr9$nal$1@build.eclipse.org...
> Hi,
>
> First of all, I'd like to congratulate you guys for the initiative.
Thanks :)

> I had a quick look at OFMP proposal, internal architecture and I found
> the "QuantLIb wrapper" thing.
Yes Quantlib is powerfull C++ library useful for advanced financial
computations, modeling and pricing.
As OFMP will need such business functionnalities at some stage we have been
monitoring closely what Quantlib offers.

> JQuantLib is a free, open-source and comprehensive framework for
> quantitative finance, written in Java. You can find more information at
> http://wiki.jquantlib.org/
>
> I'd like to hear from you guys about the possibility of coorperation.
Basically it's interesting for us. But what do you provide for now ?
Just a Java wrapper to Quantlib or do you re-develop from scratch?

Sheers

Frederic
Re: JQuantLib [message #7887 is a reply to message #7866] Mon, 28 January 2008 10:16 Go to previous message
Eclipse User
Originally posted by: rgomes1997.yahoo.co.uk

Hi Frederic,

Thanks for your quick answer. My comments inline:

Frederic Conrotte wrote:

> "Richard Gomes" <rgomes1997@yahoo.co.uk> wrote in message
> news:fnjgr9$nal$1@build.eclipse.org...
>> Hi,
>>
>> First of all, I'd like to congratulate you guys for the initiative.
> Thanks :)
>
>> I had a quick look at OFMP proposal, internal architecture and I found
>> the "QuantLIb wrapper" thing.
> Yes Quantlib is powerfull C++ library useful for advanced financial
> computations, modeling and pricing.
> As OFMP will need such business functionnalities at some stage we have
> been monitoring closely what Quantlib offers.

It offers a lot of things! :D
It surely takes time to understand everything.

>
>> JQuantLib is a free, open-source and comprehensive framework for
>> quantitative finance, written in Java. You can find more information at
>> http://wiki.jquantlib.org/
>>
>> I'd like to hear from you guys about the possibility of coorperation.
> Basically it's interesting for us. But what do you provide for now ?
> Just a Java wrapper to Quantlib or do you re-develop from scratch?

QuantLib offers a certain number of SWIG wrappers. These wrappers are much
like a "foreign dialect" to Java developers: sometimes it's very weird to
use them, not resembling what they should. There are several situations
when you simply don't have any wrapper at all.
We decided to develop from scratch, of course taking QuantLib as a solid
basis for it.

>
> Sheers
>
> Frederic

Cheers. -- Richard
--
Richard Gomes
http://wiki.jquantlib.org/index.php/User:RichardGomes
Re: JQuantLib [message #567872 is a reply to message #7783] Mon, 28 January 2008 07:58 Go to previous message
Frederic Conrotte is currently offline Frederic Conrotte
Messages: 125
Registered: July 2009
Senior Member
"Richard Gomes" <rgomes1997@yahoo.co.uk> wrote in message
news:fnjgr9$nal$1@build.eclipse.org...
> Hi,
>
> First of all, I'd like to congratulate you guys for the initiative.
Thanks :)

> I had a quick look at OFMP proposal, internal architecture and I found
> the "QuantLIb wrapper" thing.
Yes Quantlib is powerfull C++ library useful for advanced financial
computations, modeling and pricing.
As OFMP will need such business functionnalities at some stage we have been
monitoring closely what Quantlib offers.

> JQuantLib is a free, open-source and comprehensive framework for
> quantitative finance, written in Java. You can find more information at
> http://wiki.jquantlib.org/
>
> I'd like to hear from you guys about the possibility of coorperation.
Basically it's interesting for us. But what do you provide for now ?
Just a Java wrapper to Quantlib or do you re-develop from scratch?

Sheers

Frederic
Re: JQuantLib [message #567900 is a reply to message #7866] Mon, 28 January 2008 10:16 Go to previous message
Richard Gomes is currently offline Richard Gomes
Messages: 15
Registered: June 2010
Junior Member
Hi Frederic,

Thanks for your quick answer. My comments inline:

Frederic Conrotte wrote:

> "Richard Gomes" <rgomes1997@yahoo.co.uk> wrote in message
> news:fnjgr9$nal$1@build.eclipse.org...
>> Hi,
>>
>> First of all, I'd like to congratulate you guys for the initiative.
> Thanks :)
>
>> I had a quick look at OFMP proposal, internal architecture and I found
>> the "QuantLIb wrapper" thing.
> Yes Quantlib is powerfull C++ library useful for advanced financial
> computations, modeling and pricing.
> As OFMP will need such business functionnalities at some stage we have
> been monitoring closely what Quantlib offers.

It offers a lot of things! :D
It surely takes time to understand everything.

>
>> JQuantLib is a free, open-source and comprehensive framework for
>> quantitative finance, written in Java. You can find more information at
>> http://wiki.jquantlib.org/
>>
>> I'd like to hear from you guys about the possibility of coorperation.
> Basically it's interesting for us. But what do you provide for now ?
> Just a Java wrapper to Quantlib or do you re-develop from scratch?

QuantLib offers a certain number of SWIG wrappers. These wrappers are much
like a "foreign dialect" to Java developers: sometimes it's very weird to
use them, not resembling what they should. There are several situations
when you simply don't have any wrapper at all.
We decided to develop from scratch, of course taking QuantLib as a solid
basis for it.

>
> Sheers
>
> Frederic

Cheers. -- Richard
--
Richard Gomes
http://wiki.jquantlib.org/index.php/User:RichardGomes
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