days360 0.3.1

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data/.gitignore

@@ -0,0 +1,18 @@
+*.gem
+*.rbc
+.bundle
+.config
+.yardoc
+Gemfile.lock
+InstalledFiles
+_yardoc
+coverage
+doc/
+lib/bundler/man
+pkg
+rdoc
+spec/reports
+test/tmp
+test/version_tmp
+tmp
+.idea

data/.travis.yml

@@ -0,0 +1,5 @@
+language: ruby
+rvm:
+  - "1.8.7"
+  - "1.9.3"
+  - "2.0.0"

data/Gemfile

@@ -0,0 +1,4 @@
+source 'https://rubygems.org'
+
+# Specify your gem's dependencies in days360.gemspec
+gemspec

data/LICENSE.txt

@@ -0,0 +1,22 @@
+Copyright (c) 2013 Michael Prilop
+
+MIT License
+
+Permission is hereby granted, free of charge, to any person obtaining
+a copy of this software and associated documentation files (the
+"Software"), to deal in the Software without restriction, including
+without limitation the rights to use, copy, modify, merge, publish,
+distribute, sublicense, and/or sell copies of the Software, and to
+permit persons to whom the Software is furnished to do so, subject to
+the following conditions:
+
+The above copyright notice and this permission notice shall be
+included in all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
+MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
+LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
+OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
+WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

data/README.md

@@ -0,0 +1,55 @@
+# Days360
+
+Calculates the difference between two dates based on the 360 day year used in interest calculations
+
+[![Build Status](https://travis-ci.org/tamaloa/days360.png?branch=master)](https://travis-ci.org/tamaloa/days360)
+
+## Notes on DAY360 calculations
+
+Discussion of bug in Calc compared to Excel (including several spreadsheet attachments).
+https://issues.apache.org/ooo/show_bug.cgi?id=84934
+Documentation explaining how calc/excel differ from NASD method
+http://wiki.openoffice.org/wiki/Documentation/How_Tos/Calc:_Date_%26_Time_functions#Financial_date_systems
+
+Page explaining different calculation methods and laws (in german)
+http://zinsmethoden.de/
+
+ISDA Page containing several documents related to interest calculation (including one document showing different 30/360 30E/360 variants)
+http://www.isda.org/c_and_a/trading_practice.html
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+    gem 'days360'
+
+And then execute:
+
+    $ bundle
+
+Or install it yourself as:
+
+    $ gem install days360
+
+## Usage
+
+    class MyFinancialCalculation
+    include Days360
+
+    def interest_using_US_method(from, till)
+      interest_days = days360(from, till)
+      #equals
+      #interest_days = days360_us(from, till)
+
+      interest = balance * interest_rate * (interest_days / 360)
+
+      interest
+    end
+
+## Contributing
+
+1. Fork it
+2. Create your feature branch (`git checkout -b my-new-feature`)
+3. Commit your changes (`git commit -am 'Add some feature'`)
+4. Push to the branch (`git push origin my-new-feature`)
+5. Create new Pull Request

data/Rakefile

@@ -0,0 +1,11 @@
+require "bundler/gem_tasks"
+
+require 'rake/testtask'
+
+Rake::TestTask.new do |t|
+  t.libs << 'lib/days60'
+  t.test_files = FileList['test/*_test.rb']
+  t.verbose = true
+end
+
+task :default => :test

data/days360.gemspec

@@ -0,0 +1,24 @@
+# coding: utf-8
+lib = File.expand_path('../lib', __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require 'days360/version'
+
+Gem::Specification.new do |spec|
+  spec.name          = "days360"
+  spec.version       = Days360::VERSION
+  spec.authors       = ["Michael Prilop"]
+  spec.email         = ["Michael.Prilop@gmail.com"]
+  spec.description   = %q{Calculates the difference between two dates based on the 360 day year used in interest calculations}
+  spec.summary       = %q{Calculates the difference between two dates based on the 360 day year used in interest calculations. Several methods for calculation are available.}
+  spec.homepage      = "https://github.com/tamaloa/days360"
+  spec.license       = "MIT"
+
+  spec.files         = `git ls-files`.split($/)
+  spec.executables   = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
+  spec.test_files    = spec.files.grep(%r{^(test|spec|features)/})
+  spec.require_paths = ["lib"]
+
+  spec.add_development_dependency "bundler", "~> 1.3"
+  spec.add_development_dependency "rake"
+  spec.add_development_dependency "test-unit"
+end

data/lib/days360.rb

@@ -0,0 +1,81 @@
+require "days360/version"
+require 'date'
+
+module Days360
+
+    def Days360.included cls
+      cls.extend Days360
+    end
+
+
+    def days360(date_a, date_b, method = :US)
+      return days360_US(date_a, date_b) if method.eql?(:US)
+      return days360_US_NASD(date_a, date_b) if method.eql?(:US_NASD)
+      return days360_EU(date_a, date_b) if method.eql?(:EU)
+    end
+
+    ##
+    # This method uses the the US/NASD Method (30US/360) to calculate the days between two dates
+    #
+    # NOTE: to use the reference calculation method 'preserve_excel_compatibility' must be set to false
+    # The default is to preserve compatibility. This means results are comparable to those obtained with
+    #  Excel or Calc. This is a bug in Microsoft Office which is preserved for reasons of backward compatibility. Open Office Calc also
+    # choose to "implement" this bug to be MS-Excel compatible [1].
+    #
+    # [1] http://wiki.openoffice.org/wiki/Documentation/How_Tos/Calc:_Date_%26_Time_functions#Financial_date_systems
+    #
+    # Implementation as given by http://en.wikipedia.org/w/index.php?title=360-day_calendar&oldid=546566236
+    #
+    def days360_US(date_a, date_b, preserve_excel_compatibility = true)
+      day_a = date_a.day
+      day_b = date_b.day
+
+      # Step 1 must be skipped to preserve Excel compatibility
+      # (1) If both date A and B fall on the last day of February, then date B will be changed to the 30th.
+      day_b = 30 if last_day_of_february?(date_a) and last_day_of_february?(date_b) and not preserve_excel_compatibility
+
+      # (2) If date A falls on the 31st of a month or last day of February, then date A will be changed to the 30th.
+      day_a = 30 if day_a.eql?(31) or last_day_of_february?(date_a)
+
+      # (3) If date A falls on the 30th of a month after applying (2) above and date B falls on the 31st of a month, then date B will be changed to the 30th.
+      day_b = 30 if day_a.eql?(30) and day_b.eql?(31)
+
+      days = (date_b.year - date_a.year)*360 + (date_b.month - date_a.month)*30 + (day_b - day_a)
+      return days
+
+    end
+
+    def days360_US_NASD(date_a, date_b)
+      days360_US(date_a, date_b, false)
+    end
+
+    ##
+    # This method uses the the European method (30E/360) to calculate the days between two dates
+    #
+    # Implementation as given by http://en.wikipedia.org/w/index.php?title=360-day_calendar&oldid=546566236
+    #
+    def days360_EU(date_a, date_b)
+      day_a = date_a.day
+      day_b = date_b.day
+
+
+      #If either date A or B falls on the 31st of the month, that date will be changed to the 30th;
+      day_a = 30 if day_a.eql?(31)
+      day_b = 30 if day_b.eql?(31)
+
+      #Where date B falls on the last day of February, the actual date B will be used.
+      #This rule is actually only a note and does not change the calculation.
+
+      days = (date_b.year - date_a.year)*360 + (date_b.month - date_a.month)*30 + (day_b - day_a)
+      return days
+
+    end
+
+    private
+
+    def last_day_of_february?(date)
+      last_february_day_in_given_year = Date.new(date.year, 2, -1)
+      date.eql?(last_february_day_in_given_year)
+    end
+
+end

data/lib/days360/version.rb

@@ -0,0 +1,3 @@
+module Days360
+  VERSION = "0.3.1"
+end

data/test/data/NASD_reference_DAYS360_US.csv

@@ -0,0 +1,37 @@
+,2007-01-01,2007-01-28,2007-01-29,2007-01-30,2007-01-31,2007-01-30,2007-02-28,2007-03-29,2007-03-30,2007-03-31,2007-04-29,2007-04-30,2007-05-29,2007-05-30,2007-05-31,2007-06-29,2007-06-30,2007-07-29,2007-07-30,2007-07-31,2007-08-29,2007-08-30,2007-08-31,2007-09-29,2007-09-30,2007-10-29,2007-10-30,2007-10-31,2007-11-29,2007-11-30,2007-12-29,2007-12-30,2007-12-31,2008-02-28,2008-02-29,2008-03-01
+2007-01-01,0,27,28,29,30,29,57,88,89,90,118,119,148,149,150,178,179,208,209,210,238,239,240,268,269,298,299,300,328,329,358,359,360,417,418,420
+2007-01-28,-27,0,1,2,3,2,30,61,62,63,91,92,121,122,123,151,152,181,182,183,211,212,213,241,242,271,272,273,301,302,331,332,333,390,391,393
+2007-01-29,-28,-1,0,1,2,1,29,60,61,62,90,91,120,121,122,150,151,180,181,182,210,211,212,240,241,270,271,272,300,301,330,331,332,389,390,392
+2007-01-30,-29,-2,-1,0,0,0,28,59,60,60,89,90,119,120,120,149,150,179,180,180,209,210,210,239,240,269,270,270,299,300,329,330,330,388,389,391
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data/test/data/README

@@ -0,0 +1,12 @@
+This directory contains test data to verify compliance against common office suits.
+
+Bot MsOffice and OpenOffice / LibreOffice have a days360 method. In both cases the method takes an optional third
+parameter and thus uses either the US method or the EU method.
+
+calc_DAYS360*.csv sheets were generated using LibreOffice Calc 3.5.7.2 
+excel_DAYS360*.csv sheets were generated using Microsoft Office Excel 2010 (version 14.0)
+
+The test data is an 36x36 test vector of dates which is taken from
+https://issues.apache.org/ooo/show_bug.cgi?id=84934 (credits to terrye) but was freshly generate with more up to date
+office suites (and thus do not contain the bug mentioned in before issue).
+ 

data/test/data/calc_DAYS360_EU.csv

@@ -0,0 +1,37 @@
+,2007-01-01,2007-01-28,2007-01-29,2007-01-30,2007-01-31,2007-01-30,2007-02-28,2007-03-29,2007-03-30,2007-03-31,2007-04-29,2007-04-30,2007-05-29,2007-05-30,2007-05-31,2007-06-29,2007-06-30,2007-07-29,2007-07-30,2007-07-31,2007-08-29,2007-08-30,2007-08-31,2007-09-29,2007-09-30,2007-10-29,2007-10-30,2007-10-31,2007-11-29,2007-11-30,2007-12-29,2007-12-30,2007-12-31,2008-02-28,2008-02-29,2008-03-01
+2007-01-01,0,27,28,29,29,29,57,88,89,89,118,119,148,149,149,178,179,208,209,209,238,239,239,268,269,298,299,299,328,329,358,359,359,417,418,420
+2007-01-28,-27,0,1,2,2,2,30,61,62,62,91,92,121,122,122,151,152,181,182,182,211,212,212,241,242,271,272,272,301,302,331,332,332,390,391,393
+2007-01-29,-28,-1,0,1,1,1,29,60,61,61,90,91,120,121,121,150,151,180,181,181,210,211,211,240,241,270,271,271,300,301,330,331,331,389,390,392
+2007-01-30,-29,-2,-1,0,0,0,28,59,60,60,89,90,119,120,120,149,150,179,180,180,209,210,210,239,240,269,270,270,299,300,329,330,330,388,389,391
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data/test/data/excel_DAYS360_US.csv

@@ -0,0 +1,37 @@
+,2007-01-01,2007-01-28,2007-01-29,2007-01-30,2007-01-31,2007-01-30,2007-02-28,2007-03-29,2007-03-30,2007-03-31,2007-04-29,2007-04-30,2007-05-29,2007-05-30,2007-05-31,2007-06-29,2007-06-30,2007-07-29,2007-07-30,2007-07-31,2007-08-29,2007-08-30,2007-08-31,2007-09-29,2007-09-30,2007-10-29,2007-10-30,2007-10-31,2007-11-29,2007-11-30,2007-12-29,2007-12-30,2007-12-31,2008-02-28,2008-02-29,2008-03-01
+2007-01-01,,27,28,29,30,29,57,88,89,90,118,119,148,149,150,178,179,208,209,210,238,239,240,268,269,298,299,300,328,329,358,359,360,417,418,420
+2007-01-28,-27,,1,2,3,2,30,61,62,63,91,92,121,122,123,151,152,181,182,183,211,212,213,241,242,271,272,273,301,302,331,332,333,390,391,393
+2007-01-29,-28,-1,,1,2,1,29,60,61,62,90,91,120,121,122,150,151,180,181,182,210,211,212,240,241,270,271,272,300,301,330,331,332,389,390,392
+2007-01-30,-29,-2,-1,,,,28,59,60,60,89,90,119,120,120,149,150,179,180,180,209,210,210,239,240,269,270,270,299,300,329,330,330,388,389,391
+2007-01-31,-29,-2,-1,,,,28,59,60,60,89,90,119,120,120,149,150,179,180,180,209,210,210,239,240,269,270,270,299,300,329,330,330,388,389,391
+2007-01-30,-29,-2,-1,,,,28,59,60,60,89,90,119,120,120,149,150,179,180,180,209,210,210,239,240,269,270,270,299,300,329,330,330,388,389,391
+2007-02-28,-59,-32,-31,-30,-30,-30,-2,29,30,30,59,60,89,90,90,119,120,149,150,150,179,180,180,209,210,239,240,240,269,270,299,300,300,358,359,361
+2007-03-29,-88,-61,-60,-59,-58,-59,-31,,1,2,30,31,60,61,62,90,91,120,121,122,150,151,152,180,181,210,211,212,240,241,270,271,272,329,330,332
+2007-03-30,-89,-62,-61,-60,-60,-60,-32,-1,,,29,30,59,60,60,89,90,119,120,120,149,150,150,179,180,209,210,210,239,240,269,270,270,328,329,331
+2007-03-31,-89,-62,-61,-60,-60,-60,-32,-1,,,29,30,59,60,60,89,90,119,120,120,149,150,150,179,180,209,210,210,239,240,269,270,270,328,329,331
+2007-04-29,-118,-91,-90,-89,-88,-89,-61,-30,-29,-28,,1,30,31,32,60,61,90,91,92,120,121,122,150,151,180,181,182,210,211,240,241,242,299,300,302
+2007-04-30,-119,-92,-91,-90,-90,-90,-62,-31,-30,-30,-1,,29,30,30,59,60,89,90,90,119,120,120,149,150,179,180,180,209,210,239,240,240,298,299,301
+2007-05-29,-148,-121,-120,-119,-118,-119,-91,-60,-59,-58,-30,-29,,1,2,30,31,60,61,62,90,91,92,120,121,150,151,152,180,181,210,211,212,269,270,272
+2007-05-30,-149,-122,-121,-120,-120,-120,-92,-61,-60,-60,-31,-30,-1,,,29,30,59,60,60,89,90,90,119,120,149,150,150,179,180,209,210,210,268,269,271
+2007-05-31,-149,-122,-121,-120,-120,-120,-92,-61,-60,-60,-31,-30,-1,,,29,30,59,60,60,89,90,90,119,120,149,150,150,179,180,209,210,210,268,269,271
+2007-06-29,-178,-151,-150,-149,-148,-149,-121,-90,-89,-88,-60,-59,-30,-29,-28,,1,30,31,32,60,61,62,90,91,120,121,122,150,151,180,181,182,239,240,242
+2007-06-30,-179,-152,-151,-150,-150,-150,-122,-91,-90,-90,-61,-60,-31,-30,-30,-1,,29,30,30,59,60,60,89,90,119,120,120,149,150,179,180,180,238,239,241
+2007-07-29,-208,-181,-180,-179,-178,-179,-151,-120,-119,-118,-90,-89,-60,-59,-58,-30,-29,,1,2,30,31,32,60,61,90,91,92,120,121,150,151,152,209,210,212
+2007-07-30,-209,-182,-181,-180,-180,-180,-152,-121,-120,-120,-91,-90,-61,-60,-60,-31,-30,-1,,,29,30,30,59,60,89,90,90,119,120,149,150,150,208,209,211
+2007-07-31,-209,-182,-181,-180,-180,-180,-152,-121,-120,-120,-91,-90,-61,-60,-60,-31,-30,-1,,,29,30,30,59,60,89,90,90,119,120,149,150,150,208,209,211
+2007-08-29,-238,-211,-210,-209,-208,-209,-181,-150,-149,-148,-120,-119,-90,-89,-88,-60,-59,-30,-29,-28,,1,2,30,31,60,61,62,90,91,120,121,122,179,180,182
+2007-08-30,-239,-212,-211,-210,-210,-210,-182,-151,-150,-150,-121,-120,-91,-90,-90,-61,-60,-31,-30,-30,-1,,,29,30,59,60,60,89,90,119,120,120,178,179,181
+2007-08-31,-239,-212,-211,-210,-210,-210,-182,-151,-150,-150,-121,-120,-91,-90,-90,-61,-60,-31,-30,-30,-1,,,29,30,59,60,60,89,90,119,120,120,178,179,181
+2007-09-29,-268,-241,-240,-239,-238,-239,-211,-180,-179,-178,-150,-149,-120,-119,-118,-90,-89,-60,-59,-58,-30,-29,-28,,1,30,31,32,60,61,90,91,92,149,150,152
+2007-09-30,-269,-242,-241,-240,-240,-240,-212,-181,-180,-180,-151,-150,-121,-120,-120,-91,-90,-61,-60,-60,-31,-30,-30,-1,,29,30,30,59,60,89,90,90,148,149,151
+2007-10-29,-298,-271,-270,-269,-268,-269,-241,-210,-209,-208,-180,-179,-150,-149,-148,-120,-119,-90,-89,-88,-60,-59,-58,-30,-29,,1,2,30,31,60,61,62,119,120,122
+2007-10-30,-299,-272,-271,-270,-270,-270,-242,-211,-210,-210,-181,-180,-151,-150,-150,-121,-120,-91,-90,-90,-61,-60,-60,-31,-30,-1,,,29,30,59,60,60,118,119,121
+2007-10-31,-299,-272,-271,-270,-270,-270,-242,-211,-210,-210,-181,-180,-151,-150,-150,-121,-120,-91,-90,-90,-61,-60,-60,-31,-30,-1,,,29,30,59,60,60,118,119,121
+2007-11-29,-328,-301,-300,-299,-298,-299,-271,-240,-239,-238,-210,-209,-180,-179,-178,-150,-149,-120,-119,-118,-90,-89,-88,-60,-59,-30,-29,-28,,1,30,31,32,89,90,92
+2007-11-30,-329,-302,-301,-300,-300,-300,-272,-241,-240,-240,-211,-210,-181,-180,-180,-151,-150,-121,-120,-120,-91,-90,-90,-61,-60,-31,-30,-30,-1,,29,30,30,88,89,91
+2007-12-29,-358,-331,-330,-329,-328,-329,-301,-270,-269,-268,-240,-239,-210,-209,-208,-180,-179,-150,-149,-148,-120,-119,-118,-90,-89,-60,-59,-58,-30,-29,,1,2,59,60,62
+2007-12-30,-359,-332,-331,-330,-330,-330,-302,-271,-270,-270,-241,-240,-211,-210,-210,-181,-180,-151,-150,-150,-121,-120,-120,-91,-90,-61,-60,-60,-31,-30,-1,,,58,59,61
+2007-12-31,-359,-332,-331,-330,-330,-330,-302,-271,-270,-270,-241,-240,-211,-210,-210,-181,-180,-151,-150,-150,-121,-120,-120,-91,-90,-61,-60,-60,-31,-30,-1,,,58,59,61
+2008-02-28,-417,-390,-389,-388,-387,-388,-360,-329,-328,-327,-299,-298,-269,-268,-267,-239,-238,-209,-208,-207,-179,-178,-177,-149,-148,-119,-118,-117,-89,-88,-59,-58,-57,,1,3
+2008-02-29,-419,-392,-391,-390,-390,-390,-362,-331,-330,-330,-301,-300,-271,-270,-270,-241,-240,-211,-210,-210,-181,-180,-180,-151,-150,-121,-120,-120,-91,-90,-61,-60,-60,-2,-1,1
+2008-03-01,-420,-393,-392,-391,-390,-391,-363,-332,-331,-330,-302,-301,-272,-271,-270,-242,-241,-212,-211,-210,-182,-181,-180,-152,-151,-122,-121,-120,-92,-91,-62,-61,-60,-3,-2,

data/test/days360_test.rb

@@ -0,0 +1,70 @@
+require File.join(File.dirname(__FILE__), 'test_helper')
+require 'date'
+
+class Days360Test < Test::Unit::TestCase
+  include Days360
+
+  test "last_day_of_february should tell if it is the last day of february" do
+    assert_equal false, send(:last_day_of_february?, Date.parse("20012-01-01"))
+    assert_equal false, send(:last_day_of_february?, Date.parse("20012-02-10"))
+    assert_equal false, send(:last_day_of_february?, Date.parse("20012-02-28"))
+    assert_equal true, send(:last_day_of_february?, Date.parse("20012-02-29"))
+    assert_equal true, send(:last_day_of_february?, Date.parse("2007-02-28"))
+    assert_equal false, send(:last_day_of_february?, Date.parse("20012-01-31"))
+  end
+
+  test "some more calculations" do
+    #From http://zinsmethoden.de/#
+    date_a = Date.parse('18.11.2003')
+    date_b = Date.parse('18.03.2004')
+    assert_equal 120, days360_EU(date_a, date_b), "Deutsche (kaufmaennische) Zinsmethode"
+  end
+
+  test "days360 should calculate the correct number of days" do
+    assert_equal days360_US(Date.parse('2012-01-23'), Date.parse('2012-12-31')), 338
+    assert_equal days360_US(Date.parse('2012-03-19'), Date.parse('2012-12-31')), 282
+    assert_equal days360_US(Date.parse('2012-01-01'), Date.parse('2012-12-31')), 360
+  end
+
+
+  test "days360_US should give same result as Open Office Calc" do
+    reference_results = read_csv_file_from_data_dir('calc_DAYS360_US.csv')
+    result = compare_gem_to_reference(:US, reference_results)
+
+    assert_equal 36*36, result[:comparisons], "We expect the same number of comparisons as put into the test data"
+    assert result[:differences].eql?(0), "The method should calculate the same results as given by reference implementations"
+  end
+
+  test "days360_US should give same result as Microsoft Office Excel" do
+    reference_results = read_csv_file_from_data_dir('excel_DAYS360_US.csv')
+    result = compare_gem_to_reference(:US, reference_results)
+
+    assert_equal 36*36, result[:comparisons], "We expect the same number of comparisons as put into the test data"
+    assert result[:differences].eql?(0), "The method should calculate the same results as given by reference implementations"
+  end
+
+  test "days360_US without excel compatibility should give same result as NASD reference" do
+    reference_results = read_csv_file_from_data_dir('NASD_reference_DAYS360_US.csv')
+    result = compare_gem_to_reference(:US_NASD, reference_results)
+
+    assert_equal 36*36, result[:comparisons], "We expect the same number of comparisons as put into the test data"
+    assert result[:differences].eql?(0), "The method should calculate the same results as given by reference implementations"
+  end
+
+  test "days360_EU should give same result as Open Office Calc" do
+    reference_results = read_csv_file_from_data_dir('calc_DAYS360_EU.csv')
+    result = compare_gem_to_reference(:EU, reference_results)
+
+    assert_equal 36*36, result[:comparisons], "We expect the same number of comparisons as put into the test data"
+    assert result[:differences].eql?(0), "The method should calculate the same results as given by reference implementations"
+  end
+
+  test "days360_EU should give same result as Microsoft Office Excel" do
+    reference_results = read_csv_file_from_data_dir('excel_DAYS360_EU.csv')
+    result = compare_gem_to_reference(:EU, reference_results)
+
+    assert_equal 36*36, result[:comparisons], "We expect the same number of comparisons as put into the test data"
+    assert result[:differences].eql?(0), "The method should calculate the same results as given by reference implementations"
+  end
+
+end

data/test/test_helper.rb

@@ -0,0 +1,42 @@
+require 'test-unit'
+require 'csv'
+require File.expand_path('../../lib/days360.rb', __FILE__)
+
+
+def read_csv_file_from_data_dir(file)
+  file = File.expand_path("../data/#{file}", __FILE__)
+  reference_calculations = CSV.read file
+  reference_calculations
+end
+
+# The reference result contains a 36x36 date vector and the results calculated by different office suites / methods
+# Dates should be ISO-formatted as seen below
+#                       | 2007-01-01	| 2007-01-28
+# 2007-01-01	| 0                    |	27
+# 2007-01-28	| 	-27               |	0
+# 2007-01-29	| 	-28	              |	-1
+def compare_gem_to_reference(calculation_method, reference_results)
+  top_dates = reference_results.first.map{|date| Date.parse(date) if date}
+  left_dates = reference_results.map{|line| Date.parse(line[0]) if line[0]}
+
+  differences = same_result = 0
+
+  top_dates.each_with_index do |top_date, top_index|
+    next if top_index == 0
+    left_dates.each_with_index do |left_date, left_index|
+      next if left_index == 0
+      gem_result = days360(left_date, top_date, calculation_method)
+      reference_result = reference_results[left_index][top_index].to_i
+      equal = reference_result.eql?(gem_result)
+
+      same_result += 1 if equal
+      differences += 1 if not equal
+      puts "For DAYS360( #{left_date}, #{top_date} ) the result should be #{reference_result} instead of #{gem_result}." if not equal
+
+    end
+  end
+
+  p "Compared #{differences + same_result} date combinations to reference results using #{calculation_method} and found #{differences} differences"
+
+  return {:comparisons => (differences + same_result), :differences => differences}
+end

metadata

@@ -0,0 +1,113 @@
+--- !ruby/object:Gem::Specification
+name: days360
+version: !ruby/object:Gem::Version
+  version: 0.3.1
+platform: ruby
+authors:
+- Michael Prilop
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2013-06-05 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '1.3'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '1.3'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: test-unit
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+description: Calculates the difference between two dates based on the 360 day year
+  used in interest calculations
+email:
+- Michael.Prilop@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- .gitignore
+- .travis.yml
+- Gemfile
+- LICENSE.txt
+- README.md
+- Rakefile
+- days360.gemspec
+- lib/days360.rb
+- lib/days360/version.rb
+- test/data/NASD_reference_DAYS360_US.csv
+- test/data/README
+- test/data/calc_DAYS360_EU.csv
+- test/data/calc_DAYS360_US.csv
+- test/data/excel_DAYS360_EU.csv
+- test/data/excel_DAYS360_US.csv
+- test/days360_test.rb
+- test/test_helper.rb
+homepage: https://github.com/tamaloa/days360
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ! '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ! '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.0.3
+signing_key: 
+specification_version: 4
+summary: Calculates the difference between two dates based on the 360 day year used
+  in interest calculations. Several methods for calculation are available.
+test_files:
+- test/data/NASD_reference_DAYS360_US.csv
+- test/data/README
+- test/data/calc_DAYS360_EU.csv
+- test/data/calc_DAYS360_US.csv
+- test/data/excel_DAYS360_EU.csv
+- test/data/excel_DAYS360_US.csv
+- test/days360_test.rb
+- test/test_helper.rb