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JQuantLib released [message #569232]

Mon, 30 June 2008 16:50

Richard Gomes

Messages: 15
Registered: June 2010

Junior Member

Hi,

I'd like to announce the release of JQuantLib 0.1.0-RC1, our first release.

At the moment, it implements the bare minimum which is:

* Date, Calendar and IMM support;
* Trading calendars for the most important markets;
* Support for generic financial instruments;
* Support for generic pricing engines;
* Support for generic term structures;
* Support for generic 1D and 2D interpolations;
* European Options with Black-Scholes implemented;

Thanks

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

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