DataMelt can be used for financial computations. It provides several mathematical and statistical tools needed for the valuation of shares, options, futures, swaps, and other financial instruments, also providing tools related to risk management and money management.
Equity option values
In this section we calculate equity option values with a number of methods, such as Black-Scholes, Barone-Adesi/Whaley, Bjerksund/Stensland, Ju Quadratic.
This code is based on the package "org.jquantlib" which is included by default in DataMelt. Look at the API of jquantlib project.