The example in documentation (online and included in Release Files)
\quickfixj\doc\usermanual\usage\application.html
indicates using
Application application = new Application();
but when compiling an error arises:
Description: Cannot instantiate the type Application

since it's trying to use the imported interface quickfix.Application (from import quickfix.*

Full code can be viewed online here: http://www.quickfixj.org/quickfixj/usermanual/1.5.0/usage/application.html