Java: Bond Libraries

fiarb · July 26th, 2006, 3:39 pm

looking for standard bond and money market equations in Java capable of dealing w/ US Tsy, US Agency, and Libor would also be helpful if extended to European sov. debt securities as wellthanks

doofusmaximus · July 31st, 2006, 8:21 am

I have converted about 85-90 of this library to Java. If you are interestedI will send it on if you are interestedhttp://finance-old.bi.no/~bernt/gcc_prog/dfmax

untwigged · July 31st, 2006, 6:17 pm

Quantlib allows you to hook Java in via 'extensions' - I've never used the extensions but Quantlib certainly has all the stuff you need.http://quantlib.org/extensions.shtml

fiarb · August 16th, 2006, 2:51 pm

dfmax - am very interested, please send on relevant infosorry about the delay ... was on holiday