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[REMINDER][CHANGE][ANN] JAVAWUG BOF 40 :: JQuantLib :: Richard Gomes :: 17 September 2008 :: London, UK

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The JAVAWUG apologises for the inconvenience through to unforeseen changes at the venue. If you have already registered then you don't have to re-register. We hope you can still
come, because this would be great chance to kick back and relax during the middle of the week talking Java development all night long with your peers. However, please inform us and Skills Matter, if now you can make it.

Hi All

Here is the announcement for JAVAWUG BOF 40 ``JQuantLib'' with Richard Gomes. This event will taking place at Skills Matter, London on Wednesday 17th September 2008 from 6:30pm - 8:15pm.

TITLE: JQuantLib, A free, open-source, comprehensive Java framework for quantitative finance
SPEAKER: Richard Gomes, Coalition



JQuantLib (http://www.jquantlib.org) 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:

Innovation: JQuantLib tries to reduce the gap between C++ and Java worlds on quantitative finance. This talk shows the opportunity Java developers currently have in the competitive niche of quantitative finance.

Architecture: Whilst keeping API resemblance to QuantLib/C++ wherever possible, JQuantLib aims to provide flexibility which is important to modern execution environments. This talk exposes the challenges of accomplishing these factors whilst keeping performance as a critical factor of success.

Performance: How Java applications can be speed up and compete with C++ applications? This talk exposes some techniques and shows that Java is viable for low latency, critical production environments, being able to offer performance similar to C++.

Correctness: Programming errors must be avoided wherever possible in order to reduce development costs. This talk exposes how strong type checking, upcoming features ofJDK7 and quality assurance tools are important to eradicate programming errors.

Accuracy: Calculations have to be accurate and it can be accomplished by different ways. This talk exposes how performance and system resources are radically affected by these different approaches.


Richard Gomes is Brazilian and graduated at Unicamp, Brazil.

In the beginning of his career he developed numeric libraries in assembly language and a symbolic debugger whilst working for CPqD/Telebras R&D Center, which was a key player in the emerging brazilian telecommunications scenario at that time.

He has several years of experience in IT and experience with full software life-cycle, working as developer, architect, production support analyst and configuration manager in complex projects with multiple development branches. He has experience with high volume, low latency critical systems specially in banking and telecommunication sectors. He worked for companies such as IBM attending Sprint/USA, EDS andUnibanco, where he designed a critical, high volume cheque clearance system.

Richard is settled in London since September/2006. He works for Coalition, a Market Intelligence company.


Please register with Skills Matter http://skillsmatter.com/event/java-jee/

3. optional telephone number
If you aren't a JAVAWUG member why not join the JAVAWUG at Google Groups? http://groups.google.com/group/javawug

Java Web User Group :: JAVAWUG :: London, UK :: Peter Pilgrim, JUG Leader http://www.javawug.com/

Official Website: http://www.jroller.com/javawug/entry/javawug_bof_40_jquantlib

Added by peter_java_pilgrim on August 20, 2008