Re: Java for financial models

Posted by QuantLib on
URL: http://quantlib.414.s1.nabble.com/Re-Java-for-financial-models-tp3273.html

Greetings,

I am a programmer, working in C++ derivative models development.  Before that
I worked as Java Architect and programmer, developed complex projects since
Java started.
I have a question about Java for financial calculations.  My opinion -- it is
rather slow for numerical and simulation algorithms like finite diffs or
Monte Carlo. But recently I had a chat with Morgan Stanley people, who told me
that Java is fast enough.  I wonder what QuantLib folks think about Java
performance?  Anybody tried Java for derivatives pricing in production?

Best regards,
George