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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( and 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:

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