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by morgdx
January 3rd, 2007, 3:09 pm
Forum: Student Forum
Topic: bond definitions
Replies: 4
Views: 101116

bond definitions

You can find information on day count fraction calculations and other conventions in the documentation at http://jfin.org/. jFin also provides full implementations of 10 different day count conventions in Java, it's open source so all of the code is there.
by morgdx
January 3rd, 2007, 3:05 pm
Forum: General Forum
Topic: settlement, reset, and maturity dates - help pls
Replies: 3
Views: 94037

settlement, reset, and maturity dates - help pls

<r>I administer <URL url="http://jfin.org/">http://jfin.org/</URL>, it is currently in beta but passes over 120 unit tests (including some created from examples in ISDA documentation).In order to get the date arithmetic library to production release I need to collate a test pack from many different ...