Prime Record private beta has been launched. Prime Record is a full stack multi asset class derivatives trade processing system which will go into public beta

The first production release of jFin DateMath is out. This is a minor code clean up after six months of testing:

• Added getAdjustedPaymentCalendar() to AccrualPeriod.
• Added daily and weekly frequencies to Frequency.

Major feature upgrade with implementation of strongly typed (generic) accrual periods and an accrual schedule object. With these you can model your own accrual periods (with their own underlying and/or fixings) and the accrual schedule will manage the adjustment, daycount fraction and payment calculations for you.

The upcoming beta of the DateMath library (0.2.0) will make changes to the implementation of HolidayCalendar and HolidayCalendarFactory which will break previous custom implementations of these which you may be using.

New year, new release! Happy new year and I look forward to your feedback on the ScheduleCutter implementation:

Added ScheduleCutter class, which allows schedules or periods to be cut by a set of dates or another schedule.