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We need to build a Fixed Income Portfolio Risk Analytics solution. Somehow due to administrative reason we can't use Quantlib which is written in C++, even call it through SWIG via JNI.

We have tried Jquantlib, but it seems not 100% replica of original Quantlib which is written in C++ have bugs( for e.g. root not bracketed error in bond yield calculation).

So right now we can see two options opengamma(http://developers.opengamma.com/downloads/2.1.0) and Maygard(http://code.google.com/p/maygard/) which is written in Pure Java.

Can any experienced users share their views on this two library or if they know any better pure Java-based libary alternative.

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FINCAD has the F3 product, which is very flexible, and has built-in adjoint algorithmic differentiation, for very fast risk calcs. It is implemented internally in C++, but they have supported bindings for Java, .NET, MATLAB, and maybe Python. Disclosure: I work for FINCAD. –  experquisite May 14 at 4:02

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QSTK is nice and open source , it is the QuantSciTookKit and it has some good functionality if you are interested in python programming. Here is the link:

http://wiki.quantsoftware.org/index.php?title=QuantSoftware_ToolKit

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