Is there a JDK class to do HTML encoding (but not URL encoding)?

There isn’t a JDK built in class to do this, but it is part of the Jakarta commons-lang library.

String escaped = StringEscapeUtils.escapeHtml3(stringToEscape);
String escaped = StringEscapeUtils.escapeHtml4(stringToEscape);

Check out the JavaDoc

Adding the dependency is usually as simple as dropping the jar somewhere, and commons-lang has so many useful utilities that it is often worthwhile having it on board.