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jFin is an open source project to support derivatives trade processing. Currently jFin has two active sub-projects:

  • jFin DateMath - financial date arithmetic library
    • Production Stable
    • Daycount fraction calculation
    • Date adjustment
    • Schedule generation
    • Date offset calculation
    • Holiday calendars
  • jFin Blotr - derivatives books and records system
    • Alpha
    • Support for derivatives and hedges, initially focussed on interest rate derivatives
    • Trade booking
    • Trade lifecycle management
      • Cashflow generation
      • Option expiry management
      • Trade amendment, exercise, cancellation
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