jFin is a pure Java implementation of financial date arithmetic. 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.
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.
URL: jFin | Open source derivatives trade processing