QFF - The Quantitative Finance Framework


The Quantitative Finance Framework (QFF) is intended to support the development of software libraries in mathematical finance. The main fields of applications are the pricing of derivatives and the management of financial risks.

QFF is an open source project supported by the Bielefeld University. Its source code is avaliable at sourceforge, one of the largest open source repositories of the world wide web.

Project Structure

QFF is devided into four subprojects. These subprojects represent diverse degrees of abstraction and different kinds of functionality.

  • AFF is the abstraction layer of the project
  • BMS consists of mathematical classes that implement some interfaces of AFF. BMS supports the NFF library.
  • NFF is the core library of the Quantitative Finance Framework.
  • VFF is the visualization layer of QFF, i.e. it provides functionality to visualize data structures in finance.


QFF is still in the planning phase, some parts are pre-alpha. We hope that we can release an alpha version during summer 2010 along with some introductory texts or tutorials.