days360 0.3.1 → 0.3.2

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Files changed (7) hide show
  1. checksums.yaml +8 -8
  2. data/.travis.yml +3 -1
  3. data/README.md +37 -11
  4. data/days360.gemspec +2 -2
  5. data/lib/days360/version.rb +1 -1
  6. data/test/data/README +1 -0
  7. metadata +6 -6
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data/.travis.yml CHANGED
@@ -2,4 +2,6 @@ language: ruby
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  rvm:
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  - "1.8.7"
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  - "1.9.3"
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- - "2.0.0"
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+ - "2.0.0"
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+ - "jruby-18mode"
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+ - "jruby-19mode"
data/README.md CHANGED
@@ -1,21 +1,22 @@
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  # Days360
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- Calculates the difference between two dates based on the 360 day year used in interest calculations
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+ Calculates the difference between two dates based on the 360 day year used in interest calculations.
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- [![Build Status](https://travis-ci.org/tamaloa/days360.png?branch=master)](https://travis-ci.org/tamaloa/days360)
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+ This gems aims to provide full compatibility to calculations based on Excel or Calc. The testsuite thus uses over a thousand date combinations especially picked to highlight problems in the days360 calculation. The reference values were calculated with different office suites using their provided methods (more information in test/data).
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+ Additional calculation methods are also provided. See the Notes section to learn more about the different calculation methods and their history.
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- ## Notes on DAY360 calculations
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+ The following table gives an overview on which functions are supported and what their equivalents in Excel or Calc are.
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- Discussion of bug in Calc compared to Excel (including several spreadsheet attachments).
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- https://issues.apache.org/ooo/show_bug.cgi?id=84934
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- Documentation explaining how calc/excel differ from NASD method
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- http://wiki.openoffice.org/wiki/Documentation/How_Tos/Calc:_Date_%26_Time_functions#Financial_date_systems
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- Page explaining different calculation methods and laws (in german)
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- http://zinsmethoden.de/
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+ | Method | days360 gem | Excel | Calc |
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+ |----------------------------------------------|-----------------------------------|----------------------------|----------------------------|
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+ | US/NASD Method (30US/360) (Excel compatible) | days360(date_a, date_b) | DAYS360(date_a, date_b) | DAYS360(date_a, date_b) |
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+ | US/NASD Method (30US/360) | days360(date_a, date_b, :US_NASD) | not available | not available |
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+ | European method (30E/360) | days360(date_a, date_b, :EU) | DAYS360(date_a, date_b, 1) | DAYS360(date_a, date_b, 1) |
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+
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+
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+ [![Build Status](https://travis-ci.org/tamaloa/days360.png?branch=master)](https://travis-ci.org/tamaloa/days360) tested on all major ruby versions.
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- ISDA Page containing several documents related to interest calculation (including one document showing different 30/360 30E/360 variants)
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- http://www.isda.org/c_and_a/trading_practice.html
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  ## Installation
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  $ gem install days360
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  ## Usage
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+ ```ruby
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  class MyFinancialCalculation
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  include Days360
@@ -46,8 +48,32 @@ Or install it yourself as:
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  interest
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  end
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+ ```
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+
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+ ## Notes on DAY360 calculations
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+
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+ Nowadays it seems senseless to calculate interest based on some fictional year instead of simply using the number of days between two dates. The reason (i believe) for different calculation methods to still be in use are:
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+
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+ * history - Before we had computers it was hard calculating interest to the real number of days :)
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+ * legacy data/calculations - Changing the calculation would make "older" calculations look wrong. Thats also the reason why Excel and Calc actually stick to a buggy version of DAYS360
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+ * Comparison - Comparing interest from different years and months is easier using days360 as all months have the same length. Thus the interest for the same amount of mony does not differ from month to month or in between years (remember leap years!)
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+
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+ Discussion of bug in Calc compared to Excel (including several spreadsheet attachments).
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+ https://issues.apache.org/ooo/show_bug.cgi?id=84934
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+
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+ Documentation explaining how calc/excel differ from NASD method
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+ http://wiki.openoffice.org/wiki/Documentation/How_Tos/Calc:_Date_%26_Time_functions#Financial_date_systems
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+
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+ Page explaining different calculation methods and laws (in german)
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+ http://zinsmethoden.de/
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+
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+ ISDA Page containing several documents related to interest calculation (including one document showing different 30/360 30E/360 variants)
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+ http://www.isda.org/c_and_a/trading_practice.html
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+
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  ## Contributing
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+ There are a huge amount of different calculation methods out there (see ISDA page for a beginning). If you need a different one you are invited to add it. Please make sure you have some kind of documentation and ideally a test vector (see test/data) with reference results.
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+
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  1. Fork it
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  2. Create your feature branch (`git checkout -b my-new-feature`)
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  3. Commit your changes (`git commit -am 'Add some feature'`)
data/days360.gemspec CHANGED
@@ -8,8 +8,8 @@ Gem::Specification.new do |spec|
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  spec.version = Days360::VERSION
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  spec.authors = ["Michael Prilop"]
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  spec.email = ["Michael.Prilop@gmail.com"]
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- spec.description = %q{Calculates the difference between two dates based on the 360 day year used in interest calculations}
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- 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.}
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+ spec.summary = %q{number of days between two dates based on the 360 day year}
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+ spec.description = %q{Calculates the difference in days between two dates. The calculation is based on the 360 day year used in interest calculations. Different methods are provided. The default method aims to be fully compatible to Excel/Calc based calculations.}
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  spec.homepage = "https://github.com/tamaloa/days360"
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  spec.license = "MIT"
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data/lib/days360/version.rb CHANGED
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  module Days360
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- VERSION = "0.3.1"
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+ VERSION = "0.3.2"
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  end
data/test/data/README CHANGED
@@ -5,6 +5,7 @@ parameter and thus uses either the US method or the EU method.
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  calc_DAYS360*.csv sheets were generated using LibreOffice Calc 3.5.7.2
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  excel_DAYS360*.csv sheets were generated using Microsoft Office Excel 2010 (version 14.0)
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+ NASD_reference_DAYS360_US.csv was generated using an macro provided in the spreadsheet linked in below Open Office issue (and cross validated for single values from other sources)
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  The test data is an 36x36 test vector of dates which is taken from
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  https://issues.apache.org/ooo/show_bug.cgi?id=84934 (credits to terrye) but was freshly generate with more up to date
metadata CHANGED
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  --- !ruby/object:Gem::Specification
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  name: days360
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  version: !ruby/object:Gem::Version
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- version: 0.3.1
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+ version: 0.3.2
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  platform: ruby
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  authors:
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  - Michael Prilop
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  autorequire:
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  bindir: bin
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  cert_chain: []
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- date: 2013-06-05 00:00:00.000000000 Z
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+ date: 2013-06-17 00:00:00.000000000 Z
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  dependencies:
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  - !ruby/object:Gem::Dependency
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  name: bundler
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  - - ! '>='
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  - !ruby/object:Gem::Version
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  version: '0'
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- description: Calculates the difference between two dates based on the 360 day year
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- used in interest calculations
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+ description: Calculates the difference in days between two dates. The calculation
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+ is based on the 360 day year used in interest calculations. Different methods are
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+ provided. The default method aims to be fully compatible to Excel/Calc based calculations.
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  email:
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  - Michael.Prilop@gmail.com
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  executables: []
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  rubygems_version: 2.0.3
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  signing_key:
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  specification_version: 4
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- summary: Calculates the difference between two dates based on the 360 day year used
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- in interest calculations. Several methods for calculation are available.
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+ summary: number of days between two dates based on the 360 day year
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  test_files:
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  - test/data/NASD_reference_DAYS360_US.csv
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  - test/data/README