CreditProduct aims to define the functional and behavioral interfaces behind curves, products, and different parameter types (market, valuation, pricing, and product parameters). To facilitate this, it implements various day count conventions, holiday sets, period generators, and calculation outputs.
Libtrading is a C library for trading securities, foreign exchange, and financial derivatives electronically. It implements market data, order entry, drop copy, and related communications protocols used by exchanges and alternative trading venues across the world. The library is designed for high performance and robustness. Although latency is very important in trading today's markets, achieving it it must not jeopardize trading reliability.
QuantComponents is a framework for financial time-series analysis and algorithmic trading, based on Java and OSGi, with an Eclipse front-end. It is highly modular: usable as a plain Java API, OSGi components, or integrated into Eclipse. It works standalone or with a client-server architecture, depending on performance and reliability needs, and is integrated with Interactive Brokers through the IB Java API. Its generic broker API means that it can easily be extended to work with other brokers. A backtesting facility and an extensible SWT charting library are provided.
Statmetrics is a software application providing an interactive environment for computational finance. It combines innovative quantitative finance technologies with traditional technical and econometric analysis methods. Statmetrics can be used in diverse fields to perform econometric analysis, technical analysis, risk management, portfolio management, and asset allocation.