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Java: Bond Libraries
Posted: July 26th, 2006, 3:39 pm
by fiarb
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
Java: Bond Libraries
Posted: July 31st, 2006, 8:21 am
by doofusmaximus
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
Java: Bond Libraries
Posted: July 31st, 2006, 6:17 pm
by untwigged
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
Java: Bond Libraries
Posted: August 16th, 2006, 2:51 pm
by fiarb
dfmax - am very interested, please send on relevant infosorry about the delay ... was on holiday