Saturday, February 11, 2017

black scholes - Is there an all Java options-pricing library (preferably open source) besides jquantlib?


I am looking for an all-java implementation of black scholes, preferably open source. I found jquantlib and quantlib (C++). Any other recommendations?


The jquantlib site seems to be down.


I'd prefer to stay away from a C++ implementation that runs on a jvm like quantlib seems to be. My team would like to look at the code if open source and none of us are C++ capable.




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