[news.eclipse.technology.ofmp] Re: OFMP Services

[Richard Gomes <rgomes1997@xxxxxxxxxxx>]

Frederic Conrotte wrote:

> Werner Keil a Ãcrit :
>> Hi,
>> 
>>  From the creation proposal and my article on OFMP I remember, some
>> Services mentioned there.
>> 
>> Do some of those exist already?
>> Especially the Date/Time and Currency Services.
> Yes both exist in current code base, thought they could be extended.
> Date service is about business date management. We have a Calendar
> Service that take a currency calendar as input and
> http://objectlabkit.sourceforge.net/ as underlying engine.
> 
> Fred


Hi,

I recap that JQuantLib http://www.jquantlib.org/ is being actively
developed.

We are planning to have european option valuation via Black and Scholes
entering in unit test phase till end of april. At the moment, I'm working
on the core object model which supports all intruments and pricing engines
implemented by QuantLib/C++

In particular, QuantLib(C++) has support for currency calendar and we could
simply implement these classes in JQuantLib(Java) as we already have all
the necessary support classes.

Thanks

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