Dominik Holenstein has been working at 3M (Schweiz) AG for nine years. He is responsible for CRM (Customer Relationship Management) and is supporting the businesses in different tasks: process analysis, change management, data analysis and reporting. He joined JQuantLib in May 2008 and has taken over the lead for the Maths package. Java has been his main programming language for three years now. VBA for Excel is his daily working horse. Further, he has a strong interest in finding new opportunities for ad-hoc reporting by using tools like InfoZoom or Quantrix Modeler.

LOCATION: Zürich
KEYWORDS: Tools, Technology

SPEAKER: Dominik Holenstein   COMPANY: 3M (Schweiz) AG
SLIDES: 090121_JQuantLib.zip

JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in Java, aiming to offer several mathematical and statistical tools needed for valuation of financial instruments like options, bonds and alike. In spite of JQuantLib being based on QuantLib, which is written in C++, it is not intended to be a mere translation from C++ code: it's a rewrite intended to offer features that Java developers expect.

The talk will cover subjects as:

• Architecture (Design, OSGi etc.)
• Performance (Colt, fastutil)
• Correctness (among others: strong type checking coming with JDK7)
• Accuracy: How to accomplish accuracy without detoriating performance

This talk will be held in German.

Dominik Holenstein has been working at 3M (Schweiz) AG for nine years. He is responsible for CRM (Customer Relationship Management) and is supporting the businesses in different tasks: process analysis, change management, data analysis and reporting. He joined JQuantLib in May 2008 and has taken over the lead for the Maths package. Java has been his main programming language for three years now. VBA for Excel is his daily working horse. Further, he has a strong interest in finding new opportunities for ad-hoc reporting by using tools like InfoZoom or Quantrix Modeler.

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