interest_days 0.1.1

checksums.yaml

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+---
+SHA256:
+  metadata.gz: 68382b7fbcf8795d417cef0017b8c77cf3169d0e7b14aad979afc82003f80a31
+  data.tar.gz: 0e283cb94a33ec8d073ba0c3ea38b95309e8ca95c18a655b0c6d9772bce152bc
+SHA512:
+  metadata.gz: 8b30317b93074457dd25bf20968a533d051d91fdb757a8de6db2a3e1b25c352a2f40ef6e91cc05b42457b58bde54167a408a2e62155d1f569ebb6f751ba17b25
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data/.github/workflows/main.yml

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+name: Interest days CI
+
+on: [push,pull_request]
+
+jobs:
+  build:
+    runs-on: ubuntu-latest
+    steps:
+    - uses: actions/checkout@v2
+    - name: Set up Ruby
+      uses: ruby/setup-ruby@v1
+      with:
+        ruby-version: '2.7.3'
+        bundler-cache: true
+    - name: Run the default task
+      run: bundle exec rake

data/.gitignore

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+/.bundle/
+/.yardoc
+/_yardoc/
+/coverage/
+/doc/
+/pkg/
+/spec/reports/
+/tmp/
+
+# rspec failure tracking
+.rspec_status

data/.rspec

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+--format documentation
+--color
+--require spec_helper

data/.rubocop.yml

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+AllCops:
+  TargetRubyVersion: 2.7
+  NewCops: enable
+
+Style/StringLiterals:
+  Enabled: true
+  EnforcedStyle: double_quotes
+
+Style/StringLiteralsInInterpolation:
+  Enabled: true
+  EnforcedStyle: double_quotes
+
+Layout/LineLength:
+  Max: 120
+
+Naming/VariableNumber:
+  EnforcedStyle: snake_case

data/CHANGELOG.md

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+## [Unreleased]
+
+## [0.1.0] - 2021-10-03
+
+- Initial release

data/Gemfile

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+# frozen_string_literal: true
+
+source "https://rubygems.org"
+
+# Specify your gem's dependencies in interest_days.gemspec
+gemspec
+
+gem "rake", "~> 13.0"
+
+gem "rspec", "~> 3.0"
+
+gem "rubocop", "~> 1.7"

data/Gemfile.lock

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+PATH
+  remote: .
+  specs:
+    interest_days (0.1.1)
+
+GEM
+  remote: https://rubygems.org/
+  specs:
+    ast (2.4.2)
+    diff-lcs (1.4.4)
+    parallel (1.20.1)
+    parser (3.0.2.0)
+      ast (~> 2.4.1)
+    rainbow (3.0.0)
+    rake (13.0.6)
+    regexp_parser (2.1.1)
+    rexml (3.2.5)
+    rspec (3.10.0)
+      rspec-core (~> 3.10.0)
+      rspec-expectations (~> 3.10.0)
+      rspec-mocks (~> 3.10.0)
+    rspec-core (3.10.1)
+      rspec-support (~> 3.10.0)
+    rspec-expectations (3.10.1)
+      diff-lcs (>= 1.2.0, < 2.0)
+      rspec-support (~> 3.10.0)
+    rspec-mocks (3.10.2)
+      diff-lcs (>= 1.2.0, < 2.0)
+      rspec-support (~> 3.10.0)
+    rspec-support (3.10.2)
+    rubocop (1.18.3)
+      parallel (~> 1.10)
+      parser (>= 3.0.0.0)
+      rainbow (>= 2.2.2, < 4.0)
+      regexp_parser (>= 1.8, < 3.0)
+      rexml
+      rubocop-ast (>= 1.7.0, < 2.0)
+      ruby-progressbar (~> 1.7)
+      unicode-display_width (>= 1.4.0, < 3.0)
+    rubocop-ast (1.7.0)
+      parser (>= 3.0.1.1)
+    rubocop-rake (0.6.0)
+      rubocop (~> 1.0)
+    rubocop-rspec (2.4.0)
+      rubocop (~> 1.0)
+      rubocop-ast (>= 1.1.0)
+    ruby-progressbar (1.11.0)
+    unicode-display_width (2.0.0)
+
+PLATFORMS
+  x86_64-darwin-20
+  x86_64-linux
+
+DEPENDENCIES
+  interest_days!
+  rake (~> 13.0)
+  rspec (~> 3.0)
+  rubocop (~> 1.7)
+  rubocop-rake
+  rubocop-rspec
+
+BUNDLED WITH
+   2.2.21

data/LICENSE.txt

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+The MIT License (MIT)
+
+Copyright (c) 2021 Eugen Mueller
+
+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

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+# InterestDays
+
+This gem provide interest day factor calculation based on ISDA conventions e.g. Isda Act 360.
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+```ruby
+gem 'interest_days'
+```
+
+And then execute:
+
+    $ bundle install
+
+Or install it yourself as:
+
+    $ gem install interest_days
+
+## Usage
+
+You can simple use the InterestDays::Calculator like:
+
+’’’
+InterestDays::Calculator.new(start_date: start, end_date: end, strategy: :isda_act_360)
+’’’
+
+current there a three supported conventions:
+- :isda_act_360
+- :isda_act_365
+- :isda_30_e_360
+
+
+## Development
+
+After checking out the repo, run `bin/setup` to install dependencies. Then, run `rake spec` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
+
+To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and the created tag, and push the `.gem` file to [rubygems.org](https://rubygems.org).
+
+## Contributing
+
+Bug reports and pull requests are welcome on GitHub at https://github.com/eugenmueller/interest_days.
+
+## License
+
+The gem is available as open source under the terms of the [MIT License](https://opensource.org/licenses/MIT).

data/Rakefile

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+# frozen_string_literal: true
+
+require "bundler/gem_tasks"
+require "rspec/core/rake_task"
+
+RSpec::Core::RakeTask.new(:spec)
+
+require "rubocop/rake_task"
+
+RuboCop::RakeTask.new
+
+task default: %i[spec rubocop]

data/bin/console

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+#!/usr/bin/env ruby
+# frozen_string_literal: true
+
+require "bundler/setup"
+require "interest_days"
+
+# You can add fixtures and/or initialization code here to make experimenting
+# with your gem easier. You can also use a different console, if you like.
+
+# (If you use this, don't forget to add pry to your Gemfile!)
+# require "pry"
+# Pry.start
+
+require "irb"
+IRB.start(__FILE__)

data/bin/setup

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+#!/usr/bin/env bash
+set -euo pipefail
+IFS=$'\n\t'
+set -vx
+
+bundle install
+
+# Do any other automated setup that you need to do here

data/interest_days.gemspec

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+# frozen_string_literal: true
+
+require_relative "lib/interest_days/version"
+
+Gem::Specification.new do |spec|
+  spec.name          = "interest_days"
+  spec.version       = InterestDays::VERSION
+  spec.authors       = ["Eugen Mueller"]
+  spec.email         = ["eugen.mllr@gmail.com"]
+
+  spec.summary       = "Interest day calculation"
+  spec.description   = "Interest days gem calculate interest days depends on desired method."
+  spec.homepage      = "https://github.com/eugenmueller/interest_days"
+  spec.license       = "MIT"
+  spec.required_ruby_version = ">= 2.7.0"
+
+  # spec.metadata["allowed_push_host"] = "TODO: Set to 'https://mygemserver.com'"
+
+  spec.metadata["homepage_uri"] = spec.homepage
+  spec.metadata["source_code_uri"] = "https://github.com/eugenmueller/interest_days"
+  spec.metadata["changelog_uri"] = "https://github.com/eugenmueller/interest_days/CHANGELOG.md"
+
+  # Specify which files should be added to the gem when it is released.
+  # The `git ls-files -z` loads the files in the RubyGem that have been added into git.
+  spec.files = Dir.chdir(File.expand_path(__dir__)) do
+    `git ls-files -z`.split("\x0").reject { |f| f.match(%r{\A(?:test|spec|features)/}) }
+  end
+  spec.bindir        = "exe"
+  spec.executables   = spec.files.grep(%r{\Aexe/}) { |f| File.basename(f) }
+  spec.require_paths = ["lib"]
+
+  # Uncomment to register a new dependency of your gem
+  # spec.add_dependency "example-gem", "~> 1.0"
+  spec.add_development_dependency "rspec", "~> 3.2"
+  spec.add_development_dependency "rubocop-rake"
+  spec.add_development_dependency "rubocop-rspec"
+
+  # For more information and examples about making a new gem, checkout our
+  # guide at: https://bundler.io/guides/creating_gem.html
+end

data/lib/interest_days/calculation/base.rb

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+# frozen_string_literal: true
+
+module InterestDays
+  module Calculation
+    # Base calculation class
+    class Base
+      attr_reader :start_date, :end_date
+
+      def initialize(start_date:, end_date:)
+        @start_date = start_date
+        @end_date = end_date
+      end
+
+      def day_count_factor
+        raise NotImplementedError, "#{self.class} has nit implemented method '#{__method__}"
+      end
+
+      private
+
+      def days
+        @end_date - @start_date
+      end
+    end
+  end
+end

data/lib/interest_days/calculation/isda_30_e_360.rb

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+# frozen_string_literal: true
+
+module InterestDays
+  module Calculation
+    # ISDA 30 E 360 Convention calculation
+    class Isda30e360 < Base
+      RELEVANT_DAYS_IN_YEAR = 360
+
+      def day_count_factor
+        (year_interval_in_days + month_interval_in_days + day_interval).fdiv(RELEVANT_DAYS_IN_YEAR)
+      end
+
+      private
+
+      def year_interval_in_days
+        360 * (@end_date.year - @start_date.year)
+      end
+
+      def month_interval_in_days
+        30 * (@end_date.month - @start_date.month)
+      end
+
+      def day_interval
+        [@end_date.day, 30].min - [@start_date.day, 30].min
+      end
+    end
+  end
+end

data/lib/interest_days/calculation/isda_act_360.rb

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+# frozen_string_literal: true
+
+module InterestDays
+  module Calculation
+    # ISDA Act 360 Convention calculation
+    class IsdaAct360 < Base
+      RELEVANT_DAYS_IN_YEAR = 360
+
+      def day_count_factor
+        days.fdiv(RELEVANT_DAYS_IN_YEAR)
+      end
+    end
+  end
+end

data/lib/interest_days/calculation/isda_act_365.rb

@@ -0,0 +1,14 @@
+# frozen_string_literal: true
+
+module InterestDays
+  module Calculation
+    # ISDA 30 E 365 Convention calculation
+    class IsdaAct365 < Base
+      RELEVANT_DAYS_IN_YEAR = 365
+
+      def day_count_factor
+        days.fdiv(RELEVANT_DAYS_IN_YEAR)
+      end
+    end
+  end
+end

data/lib/interest_days/calculator.rb

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+# frozen_string_literal: true
+
+module InterestDays
+  # Main calculator class
+  class Calculator
+    attr_accessor :strategy, :start_date, :end_date
+
+    def initialize(start_date:, end_date:, strategy:)
+      @start_date = start_date
+      @end_date = end_date
+      @strategy = strategies[strategy.to_sym]
+    end
+
+    def interest_day_count_factor
+      raise StandardError, "Strategy is not set" if @strategy.nil?
+
+      @strategy.new(start_date: @start_date, end_date: @end_date).day_count_factor
+    end
+
+    private
+
+    def strategies
+      @strategies ||= {
+        isda_act_360: InterestDays::Calculation::IsdaAct360,
+        isda_act_365: InterestDays::Calculation::IsdaAct365,
+        isda_30_e_360: InterestDays::Calculation::Isda30e360
+      }
+    end
+  end
+end

data/lib/interest_days/version.rb

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+# frozen_string_literal: true
+
+module InterestDays
+  VERSION = "0.1.1"
+end

data/lib/interest_days.rb

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+# frozen_string_literal: true
+
+require_relative "interest_days/version"
+require "interest_days/calculator"
+require "interest_days/calculation/base"
+require "interest_days/calculation/isda_act_360"
+require "interest_days/calculation/isda_act_365"
+require "interest_days/calculation/isda_30_e_360"
+
+module InterestDays
+  class Error < StandardError; end
+  # Your code goes here...
+end

metadata

@@ -0,0 +1,108 @@
+--- !ruby/object:Gem::Specification
+name: interest_days
+version: !ruby/object:Gem::Version
+  version: 0.1.1
+platform: ruby
+authors:
+- Eugen Mueller
+autorequire: 
+bindir: exe
+cert_chain: []
+date: 2021-10-04 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.2'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.2'
+- !ruby/object:Gem::Dependency
+  name: rubocop-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: rubocop-rspec
+  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: Interest days gem calculate interest days depends on desired method.
+email:
+- eugen.mllr@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".github/workflows/main.yml"
+- ".gitignore"
+- ".rspec"
+- ".rubocop.yml"
+- CHANGELOG.md
+- Gemfile
+- Gemfile.lock
+- LICENSE.txt
+- README.md
+- Rakefile
+- bin/console
+- bin/setup
+- interest_days.gemspec
+- lib/interest_days.rb
+- lib/interest_days/calculation/base.rb
+- lib/interest_days/calculation/isda_30_e_360.rb
+- lib/interest_days/calculation/isda_act_360.rb
+- lib/interest_days/calculation/isda_act_365.rb
+- lib/interest_days/calculator.rb
+- lib/interest_days/version.rb
+homepage: https://github.com/eugenmueller/interest_days
+licenses:
+- MIT
+metadata:
+  homepage_uri: https://github.com/eugenmueller/interest_days
+  source_code_uri: https://github.com/eugenmueller/interest_days
+  changelog_uri: https://github.com/eugenmueller/interest_days/CHANGELOG.md
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: 2.7.0
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubygems_version: 3.1.6
+signing_key: 
+specification_version: 4
+summary: Interest day calculation
+test_files: []