[news.eclipse.technology.ofmp] Re: JQuantLib

[Richard Gomes <rgomes1997@xxxxxxxxxxx>]

Hi Frederic,

Thanks for your quick answer. My comments inline:

Frederic Conrotte wrote:

> "Richard Gomes" <rgomes1997@xxxxxxxxxxx> wrote in message
> news:fnjgr9$nal$1@xxxxxxxxxxxxxxxxxxxx
>> 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