JQuantLib: Wrapping quantlib making it available from Java

This tutorial we will apply the techniques described in Enhanced tutorial: C/C++ & Java Integration to wrap quantlib. Quantlib is a a free/open-source library for quantitative finance. The library comes with swig interfaces supporting many languages including Java.

In this tutorial we will compile Quantlib using eclipse/cdt, create a skwash project with the existing quantlib swig interface files which will create the files for the C++ & Java wrapper project. Finally we'll use the Java version of Quantlib to run some tests. We'll create a project for each of these tasks:

  • Part I: Create a C++ library for quantlib (Quantlib.dll)
  • Part II: Create a C++ wrapper library project for quantlib (QuantLibCppWrapper.dll)
  • Part III: Create a Java Wrapper library project quantlib (jquantlib.jar)
  • Part IV: Create a sKWash project
  • Part V: Test your C++ library in java
  • This tutorial was tested using / written for a Windows (tm) platform.

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