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:
* Actual/360, Actual/365 Fixed, Actual/366
* European, US and Italian 30/360
* ISDA, ISMA and AFB Actual/Actual
* Business/252
You can use the schedule generator to easily create schedules with regular, short first, long first, short last and long last periods.
The purpose of this project is to provide an implementaion of OFX for Java. This project targets Java developers, so the primary means of getting started is diving right into the code. You could skim the user guide for an idea of how to use this library, but once you get started, you'll probably find the JavaDocs most useful.