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::Bond
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— Documentation by YARD 0.9.9
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pathId = "BondCalculator::Bond";
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<a href="../_index.html">Index (B)</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">Bond</span>
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href="../class_list.html">
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<div id="content"><h1>Class: BondCalculator::Bond
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<span class="inheritName">Object</span>
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<li>Object</li>
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<li class="next">BondCalculator::Bond</li>
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<a href="#" class="inheritanceTree">show all</a>
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<dl>
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<dt>Defined in:</dt>
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<dd>lib/bond_calculator/bond.rb</dd>
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<h2>Overview</h2><div class="docstring">
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<p>Bond is a PORO that represent the structure of benchmark and curve
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cvs's header</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="#name-instance_method" title="#name (instance method)">#<strong>name</strong> ⇒ Object </a>
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<span class="note title readonly">readonly</span>
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<a href="#term_years-instance_method" title="#term_years (instance method)">#<strong>term_years</strong> ⇒ Object </a>
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<span class="note title readonly">readonly</span>
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<span class="note title constructor">constructor</span>
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<h2>Constructor Details</h2>
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<p>The options to create a Bond with</p>
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— <div class='inline'>
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<p>Type of the Bond currencty we implement the calculation for corporate and
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government only.</p>
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<span class="name">:bond</span>
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|
363
|
+
<span class="type">(<tt>String</tt>)</span>
|
|
364
|
+
<span class="default">
|
|
365
|
+
|
|
366
|
+
</span>
|
|
367
|
+
|
|
368
|
+
— <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
|
+
— <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
|
+
— <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'>'</span><span class='tstring_content'>type</span><span class='tstring_end'>'</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'>'</span><span class='tstring_content'>bond</span><span class='tstring_end'>'</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'>'</span><span class='tstring_content'>term</span><span class='tstring_end'>'</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'>'</span><span class='tstring_content'>yield</span><span class='tstring_end'>'</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> ⇒ <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> ⇒ <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> ⇒ <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> ⇒ <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>
|
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|
+
</div>
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679
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+
|
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680
|
+
</div>
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681
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+
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+
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683
|
+
</div>
|
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|
+
|
|
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|
+
<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>
|
|
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|
+
0.9.9 (ruby-2.4.0).
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</div>
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