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JFin
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jFin is a Free Software derivatives trade processing application written in Java. jFin is issued under the GNU General Public License. Features *Date Arithmetic **Date Offset **Day Count Fraction Calculation ***ISDA Actual/Actual ***ISMA Actual/Actual ***AFB Actual/Actual ***Actual/360 ***Actual/365 ***Actual/366 ***American 30/360 ***European 30/360 ***Italian 30/360 ***Brazilian Actual/252 **Date adjustment ***Following ***Modified Following ***Preceding ***Modified Preceding ***Month End Reference **Integration with FinancialCalendar.com global holiday calendars **Payment schedule generation ***Vanilla ***Short/Long First/Last Stubs |
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