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

Price Free to download Size 1.2MB License GNU GPL v2 Developer David McManamon, Simone Website www.jfin.org System Requirements Java Runtime Environment Support Sites: Forums Selected Reviews:

Features include:

• Date Arithmetic
• Date Offset
• 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

Last Updated Sunday, September 28 2008 @ 12:36 PM EDT