The first production release of jFin DateMath is out. This is a minor code clean up after six months of testing:
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.
Thanks to user feedback, both by mail and on the forums:
Changed Slovenian (SI) currency from SIT to EUR in Iso4217Currency enum.
Addded LUNAR_MONTHLY value to the Frequency enum.
Java library providing financial date arithmetic; date adjustment, date offset, day count calculation and schedule generation.
The library supports preceding, modified preceding, following and modified following date adjustments.
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 following day count bases have been implemented:
You can use the schedule generator to easily create schedules with regular, short first, long first, short last and long last periods.