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Questions tagged [jquantlib]

JQuantLib is a free, open-source, comprehensive framework for quantitative finance

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JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java. It provides “quants” and Java application developers several mathematical and statistical tools needed for the valuation of shares, options, futures, swaps, and other financial instruments.

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3 questions
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JQuantLib Option Volatility

I have tried running through C++ documentation for finding Options volatility, that's embedded into the price of an option. However to my dismay, I couldn't use it. Upon investigation and backtracking, I could see that the ImpliedVolatilityHelper…
kris123456
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QuantLib error while Plotting Volatility Surface

I'm trying to plot the volatility surface using the code blelow: plot_years = np.arange(0, 2, 0.1) plot_strikes = np.arange(535, 750, 1) fig = plt.figure() ax = fig.gca(projection='3d') X, Y = np.meshgrid(plot_strikes,…
oumayma Tabbaza
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JQuantlib Logger configuration

I am trying to use JQuantLib, but I'm getting too many system.err messages being thrown at console. Would someone please suggest on how a Log4J logger could be configured in JQuantLib, so all library messages are routed to the configured logger…
kris123456
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