The company behind jFin has released a business calendar and date calculator for the iPhone at http://www.datecalc.com/.
The app provides a superb holiday calendar, with holidays from ten different countries, along with the ability to calculate date offsets and days between.
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:
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.
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.