jFin
jFin is a pure Java
open source derivates trade processing application.
The library supports preceding, modified preceding, following
and modified following date adjustments.
It includes date adjustments,
schedule generation, offsets, and day count
calculations. It supports FBA Actual/Actual,
Actual/360, Actual/365 Fixed, Business/252,
European 30/360, ISDA Actual/Actual, ISMA
Actual/Actual, Italian 30/360, and US 30/360. It
is designed to be trivial to integrate with legacy
holiday calendar providers and day count
calculators.
jFin 1.0.0
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Price
Free to download
Size
1.2MB
License
GNU GPL v2
Developer
David McManamon, Simone
Website
sourceforge.net/projects/jfin
System Requirements
Java Runtime Environment
Support
Sites:
Forums
Selected
Reviews:
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Features include:
- Date Arithmetic
- Day Count Fraction Calculation
- ISDA
Actual/Actual
- ISMA Actual/Actual
- AFB Actual/Actual
- Actual/360
- Actual/365
- Actual/366
- American 30/360
- European 30/360
- Italian 30/360
- Brazilian Actual/252
- Date adjustment
- Following
- Modified Following
- Preceding
- Modified Preceding
- Month End Reference
- Integration with FinancialCalendar.com global holiday
calendars
- Payment schedule generation
- Vanilla
- Short/Long First/Last Stubs
Return
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Last Updated Sunday, January 31 2010 @ 01:19 PM EST
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