The Quantitative Finance Framework (QFF) is intended to support the development of software libraries in mathematical finance. The main fields of applications are the pricing of derivatives and the management of financial risks.
QFF is an open source project supported by the Bielefeld University. Its source code is avaliable at sourceforge.net, one of the largest open source repositories of the world wide web.
The are several sources of information on the project:
- This wiki (definitions, financial background, code samples)
- The QFF at sourceforge.net (source code, binaries, bug reports, discussion)
- The QFF Maven site (javadoc, a view on the source code, dependencies)