Quantitative Finance Framework ·
Quantitative Finance Framework
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)
One great advantage of QFF is that third-party packages can be seemlessly integrated into the framework. The core system depends on some of these great open source libraries:
- Installation instructions
Read the installation instructions to learn how to setup the Quantitative Finance Framework (developer version!)
- that most of the articles contain a section named Codebook. In this section it is shown how objects are created and used to solve problems in finance.
- that the Quantitative Finance Framework (developer version 0.0.4) contains 139 interfaces, 435 classes and 3.342 methods?