jFin B0.1.6 review

jFin is a pure Java open source financial date arithmetic. jFin has entered it's first beta

License: GPL (GNU General Public License) File size: 0K Developer: David Morgan-Brown

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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/360
Actual/365 Fixed
Business/252
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:

None
Short first
Long first
Short last
Long last

What's New in This Release:
Cleaned up ant build task to comply with very strict parsers.
Added tests for month end reference provided by scottj.
Fixed HolidayCalendar to conform to all tests.