jFin is a pure Java open source financial date arithmetic.
jFin has entered it's first beta. The API is now stable, any changes to the API between now and the first release will be new methods or overloading of existing methods so that testing can happen against a stable target.
Get involved and contribute to both the development of the API and testing it in real world situations.
The library supports preceding, modified preceding, following and modified following date adjustments.
It has initial implementations of the following day count bases:
· FBA Actual/Actual
· Actual/365 Fixed
· European 30/360
· ISDA Actual/Actual
· ISMA Actual/Actual
· Italian 30/360
· US 30/360
The default holiday calendar only provides weekends but can be used without configuration. The distribution also includes an implementation of a holiday calendar which uses files from financialcalendar.com in their tri-col format.
The schedule generator supports all stub types, and generates notional (sometimes referred to as reference) periods to allow the accurate calculation of ISMA Actual/Actual day counts from short and long periods. Stub types supported are:
· Short first
· Long first
· Short last
· Long last
What's New in This Release:
· This release adds getAdjustedPaymentCalendar() to AccrualPeriod.
· It adds daily and weekly frequencies to Frequency.
· 'Noisy' logging has been removed as info from the ISMA Actual Actual default implementation.
· ScheduleGenerator2 has been renamed to TypedScheduleGenerator.
· Deprecated accessors have been removed from Period.