The Avalon Project
Introduction
I originally wrote the Avalon Project software in the summer of 1998.
Since I haven't written a single line of source code in the ensuing
three years, I've decided that it's high time that I gave the source
code away. The passage of time has rendered many of the conventions
that I originally implemented obsolete - in particular, all
Euro-denominated bonds, as well as UK Gilts, now trade ACT/ACT.
Please note that the calculator does not handle ACT/ACT bonds with odd
first coupon periods correctly.
Applets
The Avalon Project's applets are written using JDK 1.1, which is supported
by the Hot Java, Netscape Navigator 4.05 and Internet Explorer 4.0 browsers.
Bond
Calculator
Help for the Bond
Calculator
Avalon Financial Analytics System
All new Avalon Project analytics will be made available via the Avalon
Financial Analytics System interface.
Avalon
Source Code
Source code and documentation are
available here.