bond_calculator 0.0.2

Sign up to get free protection for your applications and to get access to all the features.
Files changed (44) hide show
  1. checksums.yaml +7 -0
  2. data/.gitignore +17 -0
  3. data/.ruby-version +1 -0
  4. data/CHANGELOG.md +5 -0
  5. data/Gemfile +6 -0
  6. data/LICENSE.txt +7 -0
  7. data/README.md +78 -0
  8. data/Rakefile +13 -0
  9. data/bin/console +10 -0
  10. data/bond_calculator.gemspec +30 -0
  11. data/doc/BondCalculator.html +140 -0
  12. data/doc/BondCalculator/BaseCalculator.html +480 -0
  13. data/doc/BondCalculator/Bond.html +693 -0
  14. data/doc/BondCalculator/SpreadToBenchmark.html +567 -0
  15. data/doc/BondCalculator/SpreadToCurve.html +475 -0
  16. data/doc/_index.html +143 -0
  17. data/doc/class_list.html +51 -0
  18. data/doc/css/common.css +1 -0
  19. data/doc/css/full_list.css +58 -0
  20. data/doc/css/style.css +492 -0
  21. data/doc/file.README.html +133 -0
  22. data/doc/file_list.html +56 -0
  23. data/doc/frames.html +17 -0
  24. data/doc/index.html +133 -0
  25. data/doc/js/app.js +248 -0
  26. data/doc/js/full_list.js +216 -0
  27. data/doc/js/jquery.js +4 -0
  28. data/doc/method_list.html +155 -0
  29. data/doc/top-level-namespace.html +110 -0
  30. data/lib/bond_calculator.rb +7 -0
  31. data/lib/bond_calculator/base_calculator.rb +37 -0
  32. data/lib/bond_calculator/bond.rb +48 -0
  33. data/lib/bond_calculator/spread_to_benchmark.rb +77 -0
  34. data/lib/bond_calculator/spread_to_curve.rb +64 -0
  35. data/lib/bond_calculator/version.rb +5 -0
  36. data/test/bond_calculator/base_calculator_test.rb +31 -0
  37. data/test/bond_calculator/bond_calculator_test.rb +9 -0
  38. data/test/bond_calculator/bond_test.rb +24 -0
  39. data/test/bond_calculator/spread_to_benchmark_test.rb +33 -0
  40. data/test/bond_calculator/spread_to_curve_test.rb +37 -0
  41. data/test/fixtures/c1.csv +4 -0
  42. data/test/fixtures/c2.csv +14 -0
  43. data/test/test_helper.rb +7 -0
  44. metadata +191 -0
@@ -0,0 +1,693 @@
1
+ <!DOCTYPE html>
2
+ <html>
3
+ <head>
4
+ <meta charset="utf-8">
5
+ <meta name="viewport" content="width=device-width, initial-scale=1.0">
6
+ <title>
7
+ Class: BondCalculator::Bond
8
+
9
+ &mdash; Documentation by YARD 0.9.9
10
+
11
+ </title>
12
+
13
+ <link rel="stylesheet" href="../css/style.css" type="text/css" charset="utf-8" />
14
+
15
+ <link rel="stylesheet" href="../css/common.css" type="text/css" charset="utf-8" />
16
+
17
+ <script type="text/javascript" charset="utf-8">
18
+ pathId = "BondCalculator::Bond";
19
+ relpath = '../';
20
+ </script>
21
+
22
+
23
+ <script type="text/javascript" charset="utf-8" src="../js/jquery.js"></script>
24
+
25
+ <script type="text/javascript" charset="utf-8" src="../js/app.js"></script>
26
+
27
+
28
+ </head>
29
+ <body>
30
+ <div class="nav_wrap">
31
+ <iframe id="nav" src="../class_list.html?1"></iframe>
32
+ <div id="resizer"></div>
33
+ </div>
34
+
35
+ <div id="main" tabindex="-1">
36
+ <div id="header">
37
+ <div id="menu">
38
+
39
+ <a href="../_index.html">Index (B)</a> &raquo;
40
+ <span class='title'><span class='object_link'><a href="../BondCalculator.html" title="BondCalculator (module)">BondCalculator</a></span></span>
41
+ &raquo;
42
+ <span class="title">Bond</span>
43
+
44
+ </div>
45
+
46
+ <div id="search">
47
+
48
+ <a class="full_list_link" id="class_list_link"
49
+ href="../class_list.html">
50
+
51
+ <svg width="24" height="24">
52
+ <rect x="0" y="4" width="24" height="4" rx="1" ry="1"></rect>
53
+ <rect x="0" y="12" width="24" height="4" rx="1" ry="1"></rect>
54
+ <rect x="0" y="20" width="24" height="4" rx="1" ry="1"></rect>
55
+ </svg>
56
+ </a>
57
+
58
+ </div>
59
+ <div class="clear"></div>
60
+ </div>
61
+
62
+ <div id="content"><h1>Class: BondCalculator::Bond
63
+
64
+
65
+
66
+ </h1>
67
+ <div class="box_info">
68
+
69
+ <dl>
70
+ <dt>Inherits:</dt>
71
+ <dd>
72
+ <span class="inheritName">Object</span>
73
+
74
+ <ul class="fullTree">
75
+ <li>Object</li>
76
+
77
+ <li class="next">BondCalculator::Bond</li>
78
+
79
+ </ul>
80
+ <a href="#" class="inheritanceTree">show all</a>
81
+
82
+ </dd>
83
+ </dl>
84
+
85
+
86
+
87
+
88
+
89
+
90
+
91
+
92
+
93
+
94
+
95
+ <dl>
96
+ <dt>Defined in:</dt>
97
+ <dd>lib/bond_calculator/bond.rb</dd>
98
+ </dl>
99
+
100
+ </div>
101
+
102
+ <h2>Overview</h2><div class="docstring">
103
+ <div class="discussion">
104
+
105
+ <p>Bond is a PORO that represent the structure of benchmark and curve
106
+ cvs&#39;s header</p>
107
+
108
+
109
+ </div>
110
+ </div>
111
+ <div class="tags">
112
+
113
+ <p class="tag_title">Author:</p>
114
+ <ul class="author">
115
+
116
+ <li>
117
+
118
+
119
+
120
+
121
+
122
+ <div class='inline'>
123
+ <p>Lucas Sant&#39; Anna</p>
124
+ </div>
125
+
126
+ </li>
127
+
128
+ </ul>
129
+ <p class="tag_title">Since:</p>
130
+ <ul class="since">
131
+
132
+ <li>
133
+
134
+
135
+
136
+
137
+
138
+ <div class='inline'>
139
+ <p>0.0.1</p>
140
+ </div>
141
+
142
+ </li>
143
+
144
+ </ul>
145
+
146
+ </div>
147
+
148
+
149
+
150
+ <h2>Instance Attribute Summary <small><a href="#" class="summary_toggle">collapse</a></small></h2>
151
+ <ul class="summary">
152
+
153
+ <li class="public ">
154
+ <span class="summary_signature">
155
+
156
+ <a href="#name-instance_method" title="#name (instance method)">#<strong>name</strong> &#x21d2; Object </a>
157
+
158
+
159
+
160
+ </span>
161
+
162
+
163
+
164
+
165
+ <span class="note title readonly">readonly</span>
166
+
167
+
168
+
169
+
170
+
171
+
172
+
173
+
174
+
175
+ <span class="summary_desc"><div class='inline'></div></span>
176
+
177
+ </li>
178
+
179
+
180
+ <li class="public ">
181
+ <span class="summary_signature">
182
+
183
+ <a href="#term_years-instance_method" title="#term_years (instance method)">#<strong>term_years</strong> &#x21d2; Object </a>
184
+
185
+
186
+
187
+ </span>
188
+
189
+
190
+
191
+
192
+ <span class="note title readonly">readonly</span>
193
+
194
+
195
+
196
+
197
+
198
+
199
+
200
+
201
+
202
+ <span class="summary_desc"><div class='inline'></div></span>
203
+
204
+ </li>
205
+
206
+
207
+ <li class="public ">
208
+ <span class="summary_signature">
209
+
210
+ <a href="#type-instance_method" title="#type (instance method)">#<strong>type</strong> &#x21d2; Object </a>
211
+
212
+
213
+
214
+ </span>
215
+
216
+
217
+
218
+
219
+ <span class="note title readonly">readonly</span>
220
+
221
+
222
+
223
+
224
+
225
+
226
+
227
+
228
+
229
+ <span class="summary_desc"><div class='inline'></div></span>
230
+
231
+ </li>
232
+
233
+
234
+ <li class="public ">
235
+ <span class="summary_signature">
236
+
237
+ <a href="#yield_percent-instance_method" title="#yield_percent (instance method)">#<strong>yield_percent</strong> &#x21d2; Object </a>
238
+
239
+
240
+
241
+ </span>
242
+
243
+
244
+
245
+
246
+ <span class="note title readonly">readonly</span>
247
+
248
+
249
+
250
+
251
+
252
+
253
+
254
+
255
+
256
+ <span class="summary_desc"><div class='inline'></div></span>
257
+
258
+ </li>
259
+
260
+
261
+ </ul>
262
+
263
+
264
+
265
+
266
+
267
+ <h2>
268
+ Instance Method Summary
269
+ <small><a href="#" class="summary_toggle">collapse</a></small>
270
+ </h2>
271
+
272
+ <ul class="summary">
273
+
274
+ <li class="public ">
275
+ <span class="summary_signature">
276
+
277
+ <a href="#initialize-instance_method" title="#initialize (instance method)">#<strong>initialize</strong>(args) &#x21d2; &lt;void&gt; </a>
278
+
279
+
280
+
281
+ </span>
282
+
283
+
284
+ <span class="note title constructor">constructor</span>
285
+
286
+
287
+
288
+
289
+
290
+
291
+
292
+
293
+ <span class="summary_desc"><div class='inline'></div></span>
294
+
295
+ </li>
296
+
297
+
298
+ </ul>
299
+
300
+
301
+ <div id="constructor_details" class="method_details_list">
302
+ <h2>Constructor Details</h2>
303
+
304
+ <div class="method_details first">
305
+ <h3 class="signature first" id="initialize-instance_method">
306
+
307
+ #<strong>initialize</strong>(args) &#x21d2; <tt>&lt;void&gt;</tt>
308
+
309
+
310
+
311
+
312
+
313
+ </h3><div class="docstring">
314
+ <div class="discussion">
315
+
316
+
317
+ </div>
318
+ </div>
319
+ <div class="tags">
320
+ <p class="tag_title">Parameters:</p>
321
+ <ul class="param">
322
+
323
+ <li>
324
+
325
+ <span class='name'>args</span>
326
+
327
+
328
+ <span class='type'>(<tt>Hash</tt>)</span>
329
+
330
+
331
+
332
+ &mdash;
333
+ <div class='inline'>
334
+ <p>The options to create a Bond with</p>
335
+ </div>
336
+
337
+ </li>
338
+
339
+ </ul>
340
+
341
+
342
+
343
+
344
+ <p class="tag_title">Options Hash (<tt>args</tt>):</p>
345
+ <ul class="option">
346
+
347
+ <li>
348
+ <span class="name">:type</span>
349
+ <span class="type">(<tt>String</tt>)</span>
350
+ <span class="default">
351
+
352
+ </span>
353
+
354
+ &mdash; <div class='inline'>
355
+ <p>Type of the Bond currencty we implement the calculation for corporate and
356
+ government only.</p>
357
+ </div>
358
+
359
+ </li>
360
+
361
+ <li>
362
+ <span class="name">:bond</span>
363
+ <span class="type">(<tt>String</tt>)</span>
364
+ <span class="default">
365
+
366
+ </span>
367
+
368
+ &mdash; <div class='inline'>
369
+ <p>Name of the company who is offering the Bond.</p>
370
+ </div>
371
+
372
+ </li>
373
+
374
+ <li>
375
+ <span class="name">:term</span>
376
+ <span class="type">(<tt>String</tt>)</span>
377
+ <span class="default">
378
+
379
+ </span>
380
+
381
+ &mdash; <div class='inline'>
382
+ <p>Number of years to pay.</p>
383
+ </div>
384
+
385
+ </li>
386
+
387
+ <li>
388
+ <span class="name">:yield</span>
389
+ <span class="type">(<tt>String</tt>)</span>
390
+ <span class="default">
391
+
392
+ </span>
393
+
394
+ &mdash; <div class='inline'>
395
+ <p>The interest rate.</p>
396
+ </div>
397
+
398
+ </li>
399
+
400
+ </ul>
401
+
402
+
403
+ <p class="tag_title">Since:</p>
404
+ <ul class="since">
405
+
406
+ <li>
407
+
408
+
409
+
410
+
411
+
412
+ <div class='inline'>
413
+ <p>0.0.1</p>
414
+ </div>
415
+
416
+ </li>
417
+
418
+ </ul>
419
+
420
+ </div><table class="source_code">
421
+ <tr>
422
+ <td>
423
+ <pre class="lines">
424
+
425
+
426
+ 23
427
+ 24
428
+ 25
429
+ 26
430
+ 27
431
+ 28</pre>
432
+ </td>
433
+ <td>
434
+ <pre class="code"><span class="info file"># File 'lib/bond_calculator/bond.rb', line 23</span>
435
+
436
+ <span class='kw'>def</span> <span class='id identifier rubyid_initialize'>initialize</span><span class='lparen'>(</span><span class='id identifier rubyid_args'>args</span><span class='rparen'>)</span>
437
+ <span class='ivar'>@type</span> <span class='op'>=</span> <span class='id identifier rubyid_format_type'>format_type</span><span class='lparen'>(</span><span class='id identifier rubyid_args'>args</span><span class='lbracket'>[</span><span class='tstring'><span class='tstring_beg'>&#39;</span><span class='tstring_content'>type</span><span class='tstring_end'>&#39;</span></span><span class='rbracket'>]</span><span class='rparen'>)</span>
438
+ <span class='ivar'>@name</span> <span class='op'>=</span> <span class='id identifier rubyid_format_bond'>format_bond</span><span class='lparen'>(</span><span class='id identifier rubyid_args'>args</span><span class='lbracket'>[</span><span class='tstring'><span class='tstring_beg'>&#39;</span><span class='tstring_content'>bond</span><span class='tstring_end'>&#39;</span></span><span class='rbracket'>]</span><span class='rparen'>)</span>
439
+ <span class='ivar'>@term_years</span> <span class='op'>=</span> <span class='id identifier rubyid_format_term'>format_term</span><span class='lparen'>(</span><span class='id identifier rubyid_args'>args</span><span class='lbracket'>[</span><span class='tstring'><span class='tstring_beg'>&#39;</span><span class='tstring_content'>term</span><span class='tstring_end'>&#39;</span></span><span class='rbracket'>]</span><span class='rparen'>)</span>
440
+ <span class='ivar'>@yield_percent</span> <span class='op'>=</span> <span class='id identifier rubyid_format_yield'>format_yield</span><span class='lparen'>(</span><span class='id identifier rubyid_args'>args</span><span class='lbracket'>[</span><span class='tstring'><span class='tstring_beg'>&#39;</span><span class='tstring_content'>yield</span><span class='tstring_end'>&#39;</span></span><span class='rbracket'>]</span><span class='rparen'>)</span>
441
+ <span class='kw'>end</span></pre>
442
+ </td>
443
+ </tr>
444
+ </table>
445
+ </div>
446
+
447
+ </div>
448
+
449
+ <div id="instance_attr_details" class="attr_details">
450
+ <h2>Instance Attribute Details</h2>
451
+
452
+
453
+ <span id=""></span>
454
+ <div class="method_details first">
455
+ <h3 class="signature first" id="name-instance_method">
456
+
457
+ #<strong>name</strong> &#x21d2; <tt>Object</tt> <span class="extras">(readonly)</span>
458
+
459
+
460
+
461
+
462
+
463
+ </h3><div class="docstring">
464
+ <div class="discussion">
465
+
466
+
467
+ </div>
468
+ </div>
469
+ <div class="tags">
470
+
471
+ <p class="tag_title">Since:</p>
472
+ <ul class="since">
473
+
474
+ <li>
475
+
476
+
477
+
478
+
479
+
480
+ <div class='inline'>
481
+ <p>0.0.1</p>
482
+ </div>
483
+
484
+ </li>
485
+
486
+ </ul>
487
+
488
+ </div><table class="source_code">
489
+ <tr>
490
+ <td>
491
+ <pre class="lines">
492
+
493
+
494
+ 12
495
+ 13
496
+ 14</pre>
497
+ </td>
498
+ <td>
499
+ <pre class="code"><span class="info file"># File 'lib/bond_calculator/bond.rb', line 12</span>
500
+
501
+ <span class='kw'>def</span> <span class='id identifier rubyid_name'>name</span>
502
+ <span class='ivar'>@name</span>
503
+ <span class='kw'>end</span></pre>
504
+ </td>
505
+ </tr>
506
+ </table>
507
+ </div>
508
+
509
+
510
+ <span id=""></span>
511
+ <div class="method_details ">
512
+ <h3 class="signature " id="term_years-instance_method">
513
+
514
+ #<strong>term_years</strong> &#x21d2; <tt>Object</tt> <span class="extras">(readonly)</span>
515
+
516
+
517
+
518
+
519
+
520
+ </h3><div class="docstring">
521
+ <div class="discussion">
522
+
523
+
524
+ </div>
525
+ </div>
526
+ <div class="tags">
527
+
528
+ <p class="tag_title">Since:</p>
529
+ <ul class="since">
530
+
531
+ <li>
532
+
533
+
534
+
535
+
536
+
537
+ <div class='inline'>
538
+ <p>0.0.1</p>
539
+ </div>
540
+
541
+ </li>
542
+
543
+ </ul>
544
+
545
+ </div><table class="source_code">
546
+ <tr>
547
+ <td>
548
+ <pre class="lines">
549
+
550
+
551
+ 12
552
+ 13
553
+ 14</pre>
554
+ </td>
555
+ <td>
556
+ <pre class="code"><span class="info file"># File 'lib/bond_calculator/bond.rb', line 12</span>
557
+
558
+ <span class='kw'>def</span> <span class='id identifier rubyid_term_years'>term_years</span>
559
+ <span class='ivar'>@term_years</span>
560
+ <span class='kw'>end</span></pre>
561
+ </td>
562
+ </tr>
563
+ </table>
564
+ </div>
565
+
566
+
567
+ <span id=""></span>
568
+ <div class="method_details ">
569
+ <h3 class="signature " id="type-instance_method">
570
+
571
+ #<strong>type</strong> &#x21d2; <tt>Object</tt> <span class="extras">(readonly)</span>
572
+
573
+
574
+
575
+
576
+
577
+ </h3><div class="docstring">
578
+ <div class="discussion">
579
+
580
+
581
+ </div>
582
+ </div>
583
+ <div class="tags">
584
+
585
+ <p class="tag_title">Since:</p>
586
+ <ul class="since">
587
+
588
+ <li>
589
+
590
+
591
+
592
+
593
+
594
+ <div class='inline'>
595
+ <p>0.0.1</p>
596
+ </div>
597
+
598
+ </li>
599
+
600
+ </ul>
601
+
602
+ </div><table class="source_code">
603
+ <tr>
604
+ <td>
605
+ <pre class="lines">
606
+
607
+
608
+ 12
609
+ 13
610
+ 14</pre>
611
+ </td>
612
+ <td>
613
+ <pre class="code"><span class="info file"># File 'lib/bond_calculator/bond.rb', line 12</span>
614
+
615
+ <span class='kw'>def</span> <span class='id identifier rubyid_type'>type</span>
616
+ <span class='ivar'>@type</span>
617
+ <span class='kw'>end</span></pre>
618
+ </td>
619
+ </tr>
620
+ </table>
621
+ </div>
622
+
623
+
624
+ <span id=""></span>
625
+ <div class="method_details ">
626
+ <h3 class="signature " id="yield_percent-instance_method">
627
+
628
+ #<strong>yield_percent</strong> &#x21d2; <tt>Object</tt> <span class="extras">(readonly)</span>
629
+
630
+
631
+
632
+
633
+
634
+ </h3><div class="docstring">
635
+ <div class="discussion">
636
+
637
+
638
+ </div>
639
+ </div>
640
+ <div class="tags">
641
+
642
+ <p class="tag_title">Since:</p>
643
+ <ul class="since">
644
+
645
+ <li>
646
+
647
+
648
+
649
+
650
+
651
+ <div class='inline'>
652
+ <p>0.0.1</p>
653
+ </div>
654
+
655
+ </li>
656
+
657
+ </ul>
658
+
659
+ </div><table class="source_code">
660
+ <tr>
661
+ <td>
662
+ <pre class="lines">
663
+
664
+
665
+ 12
666
+ 13
667
+ 14</pre>
668
+ </td>
669
+ <td>
670
+ <pre class="code"><span class="info file"># File 'lib/bond_calculator/bond.rb', line 12</span>
671
+
672
+ <span class='kw'>def</span> <span class='id identifier rubyid_yield_percent'>yield_percent</span>
673
+ <span class='ivar'>@yield_percent</span>
674
+ <span class='kw'>end</span></pre>
675
+ </td>
676
+ </tr>
677
+ </table>
678
+ </div>
679
+
680
+ </div>
681
+
682
+
683
+ </div>
684
+
685
+ <div id="footer">
686
+ Generated on Mon Sep 25 23:31:15 2017 by
687
+ <a href="http://yardoc.org" title="Yay! A Ruby Documentation Tool" target="_parent">yard</a>
688
+ 0.9.9 (ruby-2.4.0).
689
+ </div>
690
+
691
+ </div>
692
+ </body>
693
+ </html>