JQuant - Library for Financial/Mathematical Projects.

While Surfing over the internet comes accross the utility called JQuant,
 Another thought strikes in my mind is 'lets share it with everone using Blog'.
Its a very useful utility for Finanacial Project and Supports with lots of mathematical function. Basically JQuant is derived from the QuantLib  which is written in C++.


JQuantLib provides a free, open-source and comprehensive framework for quantitative finance. 
It's a 100% Java translation of QuantLib, which is written in C++. JQuantLib provides pricing valuation of a wide range of asset classes,
methods and models.


The Basic feature which JQuant supports is 


Features

•  Support to a wide range of financial instruments, including but not limited to European Options, American Options, Bermudan Options, Asian Options, Bonds, Swaps, FRA, Repo, Cap/Floors, etc
•  Several pricing engines: Black-Scholes, Barone-Adesi-Whaley, Bjerksund-Stensland, Ju Quadratic, Integral, Binomial Cox-Ross-Rubinstein, Binomial Jarrow-Rudd, Additive EquiProbabilities, Binomial Trigeorgis, Binomial Tian, Binomial Leisen-Reimer, Binomial Joshi, Finite Differences
• Implemented as Java Library with minimum external dependencies
• Coded with performance in mind. GC imposes minimalist performance penalty.

Capability of QuantLib
The Wiki Page gives the complete descrition of QuantLib and what all can bedone with the supported library.

I will keep you posted on other tool/utility which can help us in our day to day projects.