JFin
Encyclopedia
jFin is a Free Software
derivatives
trade processing application written in Java
. jFin is issued under the GNU General Public License.
Free software
Free software, software libre or libre software is software that can be used, studied, and modified without restriction, and which can be copied and redistributed in modified or unmodified form either without restriction, or with restrictions that only ensure that further recipients can also do...
derivatives
Derivative (finance)
A derivative instrument is a contract between two parties that specifies conditions—in particular, dates and the resulting values of the underlying variables—under which payments, or payoffs, are to be made between the parties.Under U.S...
trade processing application written in Java
Java (programming language)
Java is a programming language originally developed by James Gosling at Sun Microsystems and released in 1995 as a core component of Sun Microsystems' Java platform. The language derives much of its syntax from C and C++ but has a simpler object model and fewer low-level facilities...
. jFin is issued under the GNU General Public License.
Features
- Date Arithmetic
- Date Offset
- Day CountDay count conventionIn finance, a day count convention determines how interest accrues over time for a variety of investments, including bonds, notes, loans, mortgages, medium-term notes, swaps, and forward rate agreements . This determines the amount transferred on interest payment dates, and also the calculation of...
Fraction Calculation- ISDA Actual/Actual
- ISMAISMAISMA can refer to:* The Ikatan Siswazah Muslim Malaysia, a Malaysian NGO* The Information Systems Management Architecture* The International Securities Market Association* The International Security Managers Association...
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 schedulePayment scheduleThe payment schedule of financial instruments defines the dates at which payments are made by one party to another on for example a bond or derivative...
generation- Vanilla
- Short/Long First/Last Stubs