Swap Schedule Generator

From your shell type (without any parameters):

cd examples
./SwapScheduleGenerator.sh

This will generate a schedule for an imaginary 1M EUR 10 Year interest rate swap, with quarterly fixed and floating periods adjusted following. The output includes the offset fixing date, and the payment amounts calculated using Actual/Actual:

Day Count Fraction Calculator

The day count fraction calculator is used:

DaycountFractionCalculator.sh startDate(YYYY/MM/DD) endDate(YYYY/MM/DD) holidayCalendar daycountBasis

The only holiday calendar supported at the moment is WE for weekends, and the possible day count bases are:

ACTACT
HIST
AFB
30360
30E360
ACT360
ACT365

So if you type in:

cd examples
./DaycountFractionCalculator.sh 2006/02/18 2006/05/18 WE ACTACT

It will calculate the day count for the adjusted dates: