interest_days 0.2.1 → 0.3.0

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Files changed (10) hide show
  1. checksums.yaml +4 -4
  2. data/CHANGELOG.md +17 -0
  3. data/Gemfile +1 -4
  4. data/Gemfile.lock +1 -1
  5. data/README.md +5 -1
  6. data/lib/interest_days/calculation/isda_act_364.rb +1 -1
  7. data/lib/interest_days/calculator.rb +1 -0
  8. data/lib/interest_days/version.rb +1 -1
  9. data/lib/interest_days.rb +1 -0
  10. metadata +1 -1
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data/CHANGELOG.md CHANGED
@@ -1,4 +1,21 @@
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+ ## [0.3.0] / 2022-02-03
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+ ==================
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+
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+ * Bump version to 0.3.0
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+ * Finish including isda act 364 (#11)
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+
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+ ## [0.2.1] / 2022-02-03
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+ ==================
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+
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+ * Bump version to 0.2.1
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+ * Change the gemspec metadata.
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+ * Setup siplecov.
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+ * Add spec for act 364 strategy.
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+ * Add act 364 calculation strategy.
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+ * Tests isda 30 e 360 (#5)
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+ * Add codecov integration.
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+
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  ## [0.2.0] / 2021-10-08
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  ==================
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data/Gemfile CHANGED
@@ -8,11 +8,8 @@ gemspec
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  gem "rake", "~> 13.0"
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  group :test, :development do
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+ gem "codecov", "~> 0.6.0"
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  gem "rspec", "~> 3.0"
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-
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  gem "rubocop", "~> 1.7"
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-
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  gem "simplecov", "~> 0.21.2"
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-
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- gem "codecov", "~> 0.6.0"
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  end
data/Gemfile.lock CHANGED
@@ -1,7 +1,7 @@
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  PATH
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  remote: .
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  specs:
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- interest_days (0.2.1)
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+ interest_days (0.3.0)
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  GEM
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  remote: https://rubygems.org/
data/README.md CHANGED
@@ -1,7 +1,8 @@
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  # InterestDays
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  This gem provide interest day factor calculation based on ISDA conventions e.g. Isda Act 360.
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- Since version 0.2 interest_day gem support 30/360 US EOM and 30/360 Bond Basis conventions.
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+ - Since version 0.2 interest_day gem support 30/360 US EOM and 30/360 Bond Basis conventions.
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+ - Since version 0.3 the gem also supports Isda Act 364
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  ## Installation
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@@ -31,11 +32,14 @@ calculator.interest_day_count_factor
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  currently there a five supported conventions:
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  - :isda_act_360
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+ - :isda_act_364
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  - :isda_act_365
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  - :isda_30_e_360
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  - :us_eom_30_360
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  - :bond_basis_30_360
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+ As often, [Wikipedia](https://en.wikipedia.org/wiki/Day_count_convention) is the best resource, so check it out to get more insights into these conventions.
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+
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  ## Development
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  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.
data/lib/interest_days/calculation/isda_act_364.rb CHANGED
@@ -2,7 +2,7 @@
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  module InterestDays
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  module Calculation
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- # ISDA Act 360 Convention calculation
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+ # ISDA 30 E 365 Convention calculation
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  class IsdaAct364 < Base
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  RELEVANT_DAYS_IN_YEAR = 364
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data/lib/interest_days/calculator.rb CHANGED
@@ -22,6 +22,7 @@ module InterestDays
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  def strategies
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  @strategies ||= {
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  isda_act_360: InterestDays::Calculation::IsdaAct360,
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+ isda_act_364: InterestDays::Calculation::IsdaAct364,
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  isda_act_365: InterestDays::Calculation::IsdaAct365,
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  isda_30_e_360: InterestDays::Calculation::Isda30e360,
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  bond_basis_30_360: InterestDays::Calculation::Isda30e360,
data/lib/interest_days/version.rb CHANGED
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  # frozen_string_literal: true
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  module InterestDays
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- VERSION = "0.2.1"
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+ VERSION = "0.3.0"
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  end
data/lib/interest_days.rb CHANGED
@@ -6,6 +6,7 @@ require "interest_days/calculation/base"
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  require "interest_days/calculation/thirty_threesixty_base"
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  require "interest_days/calculation/us_eom_30_360"
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  require "interest_days/calculation/isda_act_360"
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+ require "interest_days/calculation/isda_act_364"
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  require "interest_days/calculation/isda_act_365"
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  require "interest_days/calculation/isda_30_e_360"
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metadata CHANGED
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  --- !ruby/object:Gem::Specification
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  name: interest_days
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  version: !ruby/object:Gem::Version
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- version: 0.2.1
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+ version: 0.3.0
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  platform: ruby
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  authors:
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  - Eugen Mueller