java library
Posted by
matmjm on
May 13, 2002; 10:44pm
URL: http://quantlib.414.s1.nabble.com/java-library-tp2058.html
Greetings,
I am working on a java library devoted to Monte Carlo simulation in finance:
http://martingale.berlios.de/Martingale.htmlWithin a week I plan to add a Quasi Monte Carlo package and multidimensional assets both constant and deterministic volatility (constant correlations of returns).
Why did you choose C++?
Java is much nicer and it's not much slower either.
Have fun,
MJM