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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— Documentation by YARD 0.9.9
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<div id="content"><div id='filecontents'>
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<h1 id="label-bond_calculator">bond_calculator</h1>
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<p>Bond Calculator is a ruby gem that helps calculate spread-to-benchmark and
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spread-to-curve</p>
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<h2 id="label-Installation">Installation</h2>
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<p><strong>bond_calculator</strong>'s installation is pretty standard:</p>
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<pre class="code ruby"><code class="ruby">$ gem install bond_calculator</code></pre>
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<h2 id="label-Compatibility">Compatibility</h2>
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<p>bond_calculator supports the following Ruby versions:</p>
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<ul><li>
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<p>2.3</p>
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<p>2.4</p>
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</li></ul>
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<h2 id="label-Quickstart">Quickstart</h2>
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<pre class="code ruby"><code class="ruby">$ cd ~/Desktop
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$ git clone https://github.com/lucassantanna/bond_calculator
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$ mkdir bond_example
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$ cd bond_example
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$ wget https://raw.githubusercontent.com/lucassantanna/bond_calculator/master/test/fixtures/c1.csv
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$ wget https://raw.githubusercontent.com/lucassantanna/bond_calculator/master/test/fixtures/c2.csv
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$ cd ~/Desktop/bond_calculator
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$ /bin/console</code></pre>
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<pre class="code ruby"><code class="ruby"># to calculate spread to benchmark
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> BondCalculator::SpreadToBenchmark.new('PATH_TO_DESKTOP/bond_example/c1.csv').calculate
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# OUTPUT:
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# bond, benchmark, spread_to_benchmark
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# C1, G1, 1.6
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# => [{:bond_name=>"C1", :benchmark_name=>"G1", :spread_to_benchmark=>1.6}]
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# to calculate spread to curve
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> BondCalculator::SpreadToCurve.new('PATH_TO_DESKTOP/bond_example/c2.csv').calculate
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# OUTPUT:
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# bond, spread to curve
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# C1, 1.43
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# C2, 1.63
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# C3, 2.47
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# C4, 2.27
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# C5, 1.9
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# C6, 1.57
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# C7, 2.83
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# => [{:bond_name=>"C1", :spread_to_curve=>1.43}, {:bond_name=>"C2", :spread_to_curve=>1.63}, {:bond_name=>"C3", # :spread_to_curve=>2.47},{:bond_name=>"C4", :spread_to_curve=>2.27}, {:bond_name=>"C5", :spread_to_curve=>1.9}, # {:bond_name=>"C6", :spread_to_curve=>1.57}, {:bond
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# _name=>"C7", :spread_to_curve=>2.83}]
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</code></pre>
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<h2 id="label-Test">Test</h2>
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<pre class="code ruby"><code class="ruby">$ git clone https://github.com/lucassantanna/bond_calculator
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$ cd bond_calculator
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$ rake</code></pre>
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</div></div>
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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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— Documentation by YARD 0.9.9
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<h1 id="label-bond_calculator">bond_calculator</h1>
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<p>Bond Calculator is a ruby gem that helps calculate spread-to-benchmark and
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spread-to-curve</p>
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<h2 id="label-Installation">Installation</h2>
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<p><strong>bond_calculator</strong>'s installation is pretty standard:</p>
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<pre class="code ruby"><code class="ruby">$ gem install bond_calculator</code></pre>
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<h2 id="label-Compatibility">Compatibility</h2>
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<p>bond_calculator supports the following Ruby versions:</p>
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<p>2.3</p>
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</li><li>
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<p>2.4</p>
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</li></ul>
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|
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$ wget https://raw.githubusercontent.com/lucassantanna/bond_calculator/master/test/fixtures/c1.csv
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$ wget https://raw.githubusercontent.com/lucassantanna/bond_calculator/master/test/fixtures/c2.csv
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$ cd ~/Desktop/bond_calculator
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<pre class="code ruby"><code class="ruby"># to calculate spread to benchmark
|
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|
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> BondCalculator::SpreadToBenchmark.new('PATH_TO_DESKTOP/bond_example/c1.csv').calculate
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# OUTPUT:
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# bond, benchmark, spread_to_benchmark
|
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# C1, G1, 1.6
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# => [{:bond_name=>"C1", :benchmark_name=>"G1", :spread_to_benchmark=>1.6}]
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# to calculate spread to curve
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> BondCalculator::SpreadToCurve.new('PATH_TO_DESKTOP/bond_example/c2.csv').calculate
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# OUTPUT:
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# bond, spread to curve
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# C1, 1.43
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# C2, 1.63
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# C3, 2.47
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# C4, 2.27
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# C5, 1.9
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# C6, 1.57
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# C7, 2.83
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# => [{:bond_name=>"C1", :spread_to_curve=>1.43}, {:bond_name=>"C2", :spread_to_curve=>1.63}, {:bond_name=>"C3", # :spread_to_curve=>2.47},{:bond_name=>"C4", :spread_to_curve=>2.27}, {:bond_name=>"C5", :spread_to_curve=>1.9}, # {:bond_name=>"C6", :spread_to_curve=>1.57}, {:bond
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# _name=>"C7", :spread_to_curve=>2.83}]
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</code></pre>
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<h2 id="label-Test">Test</h2>
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<pre class="code ruby"><code class="ruby">$ git clone https://github.com/lucassantanna/bond_calculator
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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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