Release

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.

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.

Includes month end reference testpack.
Date adjustment algorithm changed, month end reference now works as expected.

Full release notes