bond_calculator 0.0.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +7 -0
- data/.gitignore +17 -0
- data/.ruby-version +1 -0
- data/CHANGELOG.md +5 -0
- data/Gemfile +6 -0
- data/LICENSE.txt +7 -0
- data/README.md +78 -0
- data/Rakefile +13 -0
- data/bin/console +10 -0
- data/bond_calculator.gemspec +30 -0
- data/doc/BondCalculator.html +140 -0
- data/doc/BondCalculator/BaseCalculator.html +480 -0
- data/doc/BondCalculator/Bond.html +693 -0
- data/doc/BondCalculator/SpreadToBenchmark.html +567 -0
- data/doc/BondCalculator/SpreadToCurve.html +475 -0
- data/doc/_index.html +143 -0
- data/doc/class_list.html +51 -0
- data/doc/css/common.css +1 -0
- data/doc/css/full_list.css +58 -0
- data/doc/css/style.css +492 -0
- data/doc/file.README.html +133 -0
- data/doc/file_list.html +56 -0
- data/doc/frames.html +17 -0
- data/doc/index.html +133 -0
- data/doc/js/app.js +248 -0
- data/doc/js/full_list.js +216 -0
- data/doc/js/jquery.js +4 -0
- data/doc/method_list.html +155 -0
- data/doc/top-level-namespace.html +110 -0
- data/lib/bond_calculator.rb +7 -0
- data/lib/bond_calculator/base_calculator.rb +37 -0
- data/lib/bond_calculator/bond.rb +48 -0
- data/lib/bond_calculator/spread_to_benchmark.rb +77 -0
- data/lib/bond_calculator/spread_to_curve.rb +64 -0
- data/lib/bond_calculator/version.rb +5 -0
- data/test/bond_calculator/base_calculator_test.rb +31 -0
- data/test/bond_calculator/bond_calculator_test.rb +9 -0
- data/test/bond_calculator/bond_test.rb +24 -0
- data/test/bond_calculator/spread_to_benchmark_test.rb +33 -0
- data/test/bond_calculator/spread_to_curve_test.rb +37 -0
- data/test/fixtures/c1.csv +4 -0
- data/test/fixtures/c2.csv +14 -0
- data/test/test_helper.rb +7 -0
- metadata +191 -0
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Class: BondCalculator::SpreadToBenchmark
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— Documentation by YARD 0.9.9
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pathId = "BondCalculator::SpreadToBenchmark";
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relpath = '../';
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<a href="../_index.html">Index (S)</a> »
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<span class='title'><span class='object_link'><a href="../BondCalculator.html" title="BondCalculator (module)">BondCalculator</a></span></span>
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»
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<span class="title">SpreadToBenchmark</span>
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<div id="content"><h1>Class: BondCalculator::SpreadToBenchmark
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<dt>Inherits:</dt>
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<dd>
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<span class="inheritName"><span class='object_link'><a href="BaseCalculator.html" title="BondCalculator::BaseCalculator (class)">BaseCalculator</a></span></span>
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<li>Object</li>
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<li class="next"><span class='object_link'><a href="BaseCalculator.html" title="BondCalculator::BaseCalculator (class)">BaseCalculator</a></span></li>
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<li class="next">BondCalculator::SpreadToBenchmark</li>
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<a href="#" class="inheritanceTree">show all</a>
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<dt>Defined in:</dt>
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<dd>lib/bond_calculator/spread_to_benchmark.rb</dd>
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<h2>Overview</h2><div class="docstring">
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<p>Class that handle the calculation of the spread to benchmark Calculate the
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yield spread (return) between a corporate bond and its government bond
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benchmark.</p>
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<p>A government bond is a good benchmark if it is as close as possible to the
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corporate bond in terms of years to maturity (term).</p>
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<p class="tag_title">Author:</p>
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<div class='inline'>
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<p>Lucas Sant' Anna</p>
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<p class="tag_title">Since:</p>
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<div class='inline'>
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<p>0.0.1</p>
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<h2>Instance Attribute Summary <small><a href="#" class="summary_toggle">collapse</a></small></h2>
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<a href="#bonds-instance_method" title="#bonds (instance method)">#<strong>bonds</strong> ⇒ Object </a>
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<span class="note title readonly">readonly</span>
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<h2>
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Instance Method Summary
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<small><a href="#" class="summary_toggle">collapse</a></small>
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<a href="#calculate-instance_method" title="#calculate (instance method)">#<strong>calculate</strong> ⇒ Hash </a>
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<span class="summary_desc"><div class='inline'>
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<p>Execute the bussines rule to calculate the spread to Benchmark.</p>
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<a href="#initialize-instance_method" title="#initialize (instance method)">#<strong>initialize</strong>(bond_file_path) ⇒ <void> </a>
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<span class="note title constructor">constructor</span>
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<h3 class="inherited">Methods inherited from <span class='object_link'><a href="BaseCalculator.html" title="BondCalculator::BaseCalculator (class)">BaseCalculator</a></span></h3>
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<p class="inherited"><span class='object_link'><a href="BaseCalculator.html#bonds_by_type-instance_method" title="BondCalculator::BaseCalculator#bonds_by_type (method)">#bonds_by_type</a></span>, <span class='object_link'><a href="BaseCalculator.html#csv_to_bonds-instance_method" title="BondCalculator::BaseCalculator#csv_to_bonds (method)">#csv_to_bonds</a></span></p>
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<div id="constructor_details" class="method_details_list">
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<h2>Constructor Details</h2>
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<h3 class="signature first" id="initialize-instance_method">
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#<strong>initialize</strong>(bond_file_path) ⇒ <tt><void></tt>
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<span class='name'>bond_file_path</span>
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<span class='type'>(<tt>File</tt>)</span>
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—
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<p>Csv benchmark file path</p>
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<pre class="code"><span class="info file"># File 'lib/bond_calculator/spread_to_benchmark.rb', line 21</span>
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<span class='kw'>def</span> <span class='id identifier rubyid_initialize'>initialize</span><span class='lparen'>(</span><span class='id identifier rubyid_bond_file_path'>bond_file_path</span><span class='rparen'>)</span>
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<span class='ivar'>@bonds</span> <span class='op'>=</span> <span class='id identifier rubyid_csv_to_bonds'>csv_to_bonds</span><span class='lparen'>(</span><span class='id identifier rubyid_bond_file_path'>bond_file_path</span><span class='rparen'>)</span>
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<span class='kw'>end</span></pre>
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<h2>Instance Attribute Details</h2>
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<h3 class="signature first" id="bonds-instance_method">
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#<strong>bonds</strong> ⇒ <tt>Object</tt> <span class="extras">(readonly)</span>
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<pre class="code"><span class="info file"># File 'lib/bond_calculator/spread_to_benchmark.rb', line 16</span>
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<span class='kw'>def</span> <span class='id identifier rubyid_bonds'>bonds</span>
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<span class='kw'>end</span></pre>
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<h3 class="signature first" id="calculate-instance_method">
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#<strong>calculate</strong> ⇒ <tt>Hash</tt>
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<p>Execute the bussines rule to calculate the spread to Benchmark</p>
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<p class="tag_title">Returns:</p>
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—
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<div class='inline'>
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<p>:bond_name</p>
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—
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<div class='inline'>
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<p>:benchmark_name</p>
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<span class='type'>(<tt>Hash</tt>)</span>
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—
|
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|
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<div class='inline'>
|
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<p>:spread_to_benchmark</p>
|
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<p class="tag_title">Since:</p>
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<ul class="since">
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<div class='inline'>
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<p>0.0.1</p>
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</div>
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<pre class="lines">
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<pre class="code"><span class="info file"># File 'lib/bond_calculator/spread_to_benchmark.rb', line 29</span>
|
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|
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|
|
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|
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<span class='kw'>def</span> <span class='id identifier rubyid_calculate'>calculate</span>
|
|
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|
+
<span class='id identifier rubyid_response'>response</span> <span class='op'>=</span> <span class='lbracket'>[</span><span class='rbracket'>]</span>
|
|
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|
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<span class='id identifier rubyid_corps'>corps</span> <span class='op'>=</span> <span class='id identifier rubyid_bonds_by_type'>bonds_by_type</span><span class='lparen'>(</span><span class='tstring'><span class='tstring_beg'>'</span><span class='tstring_content'>corporate</span><span class='tstring_end'>'</span></span><span class='comma'>,</span> <span class='ivar'>@bonds</span><span class='rparen'>)</span>
|
|
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|
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<span class='id identifier rubyid_govs'>govs</span> <span class='op'>=</span> <span class='id identifier rubyid_bonds_by_type'>bonds_by_type</span><span class='lparen'>(</span><span class='tstring'><span class='tstring_beg'>'</span><span class='tstring_content'>government</span><span class='tstring_end'>'</span></span><span class='comma'>,</span> <span class='ivar'>@bonds</span><span class='rparen'>)</span>
|
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|
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|
|
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|
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<span class='id identifier rubyid_corps'>corps</span><span class='period'>.</span><span class='id identifier rubyid_each'>each</span> <span class='kw'>do</span> <span class='op'>|</span><span class='id identifier rubyid_corp'>corp</span><span class='op'>|</span>
|
|
531
|
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<span class='id identifier rubyid_benchmark'>benchmark</span> <span class='op'>=</span> <span class='kw'>nil</span>
|
|
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|
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<span class='id identifier rubyid_govs'>govs</span><span class='period'>.</span><span class='id identifier rubyid_each'>each</span> <span class='kw'>do</span> <span class='op'>|</span><span class='id identifier rubyid_gov'>gov</span><span class='op'>|</span>
|
|
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|
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<span class='kw'>if</span> <span class='id identifier rubyid_benchmark'>benchmark</span><span class='period'>.</span><span class='id identifier rubyid_nil?'>nil?</span>
|
|
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|
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<span class='id identifier rubyid_benchmark'>benchmark</span> <span class='op'>=</span> <span class='id identifier rubyid_best_benchmark'>best_benchmark</span><span class='lparen'>(</span><span class='id identifier rubyid_corp'>corp</span><span class='comma'>,</span> <span class='id identifier rubyid_gov'>gov</span><span class='rparen'>)</span>
|
|
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|
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<span class='kw'>next</span>
|
|
536
|
+
<span class='kw'>end</span>
|
|
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|
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<span class='kw'>if</span> <span class='id identifier rubyid_benchmark'>benchmark</span><span class='lbracket'>[</span><span class='symbol'>:term_spread</span><span class='rbracket'>]</span> <span class='op'>></span> <span class='id identifier rubyid_term_spread'>term_spread</span><span class='lparen'>(</span><span class='id identifier rubyid_corp'>corp</span><span class='comma'>,</span> <span class='id identifier rubyid_gov'>gov</span><span class='rparen'>)</span>
|
|
538
|
+
<span class='id identifier rubyid_benchmark'>benchmark</span><span class='period'>.</span><span class='id identifier rubyid_merge'>merge</span><span class='lparen'>(</span><span class='id identifier rubyid_best_benchmark'>best_benchmark</span><span class='lparen'>(</span><span class='id identifier rubyid_corp'>corp</span><span class='comma'>,</span> <span class='id identifier rubyid_gov'>gov</span><span class='rparen'>)</span><span class='rparen'>)</span>
|
|
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|
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<span class='kw'>end</span>
|
|
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|
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<span class='kw'>end</span>
|
|
541
|
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|
|
542
|
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<span class='id identifier rubyid_response'>response</span> <span class='op'><<</span> <span class='lbrace'>{</span> <span class='label'>bond_name:</span> <span class='id identifier rubyid_corp'>corp</span><span class='period'>.</span><span class='id identifier rubyid_name'>name</span><span class='comma'>,</span>
|
|
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|
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<span class='label'>benchmark_name:</span> <span class='id identifier rubyid_benchmark'>benchmark</span><span class='lbracket'>[</span><span class='symbol'>:candidate</span><span class='rbracket'>]</span><span class='period'>.</span><span class='id identifier rubyid_name'>name</span><span class='comma'>,</span>
|
|
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|
+
<span class='label'>spread_to_benchmark:</span> <span class='id identifier rubyid_spread_to_benchmark'>spread_to_benchmark</span><span class='lparen'>(</span><span class='id identifier rubyid_benchmark'>benchmark</span><span class='comma'>,</span> <span class='id identifier rubyid_corp'>corp</span><span class='rparen'>)</span> <span class='rbrace'>}</span>
|
|
545
|
+
<span class='kw'>end</span>
|
|
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|
+
<span class='id identifier rubyid_print'>print</span><span class='lparen'>(</span><span class='id identifier rubyid_response'>response</span><span class='rparen'>)</span>
|
|
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|
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|
|
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|
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<span class='id identifier rubyid_response'>response</span>
|
|
549
|
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<span class='kw'>end</span></pre>
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<div id="footer">
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Generated on Mon Sep 25 23:31:15 2017 by
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<a href="http://yardoc.org" title="Yay! A Ruby Documentation Tool" target="_parent">yard</a>
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0.9.9 (ruby-2.4.0).
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