Maths Packages

[Anish]

hi,

I'm presently engaged in a software company that makes the software related with market trading.... so here i have to use some mathmatical packages that does the calculations related to financial calculations... the methods and class provided by Sun are not sufficient for me... so i'm searching the third party maths packages... i googled it but didnt got the best result....

so plz anyone who can help me... jst give me the link from where i can download those packages...


thankx in advance...

[Eranga]

As far as in my Java programming I've never use any third party package for mathematical calculations. In respect to what that Java Math class is not sufficient?

[Anish]

thankx for ur reply...

basically i'm searching the maths package principally containing classes oriented towards finance, including a Black-Scholes options model. Also a Subpackages that defines a range of average price calculators .... simple and exponential moving averages, plus VWAP(Value-Weighted Avegrage Price) and TWAP (Total Weighted Average Price)... and stock price models. Also i need the packages that are able to calculate cointegrations... Vector calculations... Matrix Calculations...etc.....etc...

can u provide me those packages or the links that can handle the above calculations....

thankx

[masijade]

Nope, there isn't, AFAIK. And if Google doesn't find you one, you can fairly safely assume there isn't one. Create one.

However, entering the following text in Google "java financial library" seems to bring a few promising possibilites.

[Eranga]

Ya me too. Using Java Math class lots of things are possible.

[Anish]

thankx to masijade and Eranga...

there are but not sufficient for me... i've downloaded yesterday.... but searching for more... i can provide u my fren.. it may be helpful for u 2 also, in the future...

commons.apache.org/math/api-1.2/index.html (this is the javadoc...)

commons.apache.org/downloads/download_math.cgi (and this is the bin file...)

besides these if u find some more then plz do reply ok....

thankx u 2...

[masijade]

Did you google the phrase I gave you? Seemingly not.

jFin | Open source derivatives trade processing
freshmeat.net: Project details for Java Financial Library

Edit: Admitted, these projects probably have more than you, and may be missing a specific piece or two, but they should be able to handle most of what you need.

You can also google things such as "Java Beta Distribution" and the like to attempt to find individual items. Java3D also has classes for Matrix and Vector operations that you would probably find helpful.

[Nicholas Jordan]

Yeah, probably write the classes if at all possible. The web is fantastic, but it remains a consumer grade tool. If you are in fact doing financials, you would at a minimum have to understand the inner workings of any package you use.

For astronomy, it is similar. There should be powerful tools available, but when there is money on the line I strongly suggest compiling from sources and reading all those sources in detail.

National Institute of Standards has some Vector Math code, don't do an overnight work here. Dig your heels in.