JFin
jFin is a Free Software derivatives trade processing application written in Java. jFin is issued under the GNU General Public License.
Features
- 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
External links