Thursday, November 24, 2005

It compiles! Ship it!

Few days ago I decided to release source code of my (small) financial package.

Now you can download the whole thing in one zip, bundled with javadocs and source code. The build number at the end of file name means that it took me while to make my ant script work... :-)

In my opinion, the interesting classes are AssetCalculator and BondCalculator. They calculate present value, future value, period payment, interest payment, bond prices, bond duration, discount rate, modified duration, yield to maturity, periodic yield, and more. My unit tests show that the results are comparable to values calculated by Excel. So, it's time to ship it!

Tuesday, November 22, 2005

AssetCalculator and BondCalculator v 0.1

I decided to publish my implementation of financial formulae, like present value, future value, duration, yield to maturity etc. I spent so much time searching the web for financial calculation package that I decided to write my own. It is not perfect. Here it is, "as is", version 0.1. Enjoy!
  • AssetCalculator provides methods for present / future value calculation, payment, and interest calculation,
  • BondCalculator implements bond price, duration, and yield calculation.

Update: you can download sources and javadocs, or try AssetCalculator and BondCalculator online using Java Web Start.