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.

1 Comments:

At 11:53 PM, Anonymous Anonymous said...

Try QuantLib (www.quantlib.org).

 

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