interest_days 0.2.1 → 0.3.0
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- checksums.yaml +4 -4
- data/CHANGELOG.md +17 -0
- data/Gemfile +1 -4
- data/Gemfile.lock +1 -1
- data/README.md +5 -1
- data/lib/interest_days/calculation/isda_act_364.rb +1 -1
- data/lib/interest_days/calculator.rb +1 -0
- data/lib/interest_days/version.rb +1 -1
- data/lib/interest_days.rb +1 -0
- metadata +1 -1
checksums.yaml
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data/CHANGELOG.md
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## [0.3.0] / 2022-02-03
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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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## [0.2.1] / 2022-02-03
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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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## [0.2.0] / 2021-10-08
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==================
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data/Gemfile
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data/Gemfile.lock
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data/README.md
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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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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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## 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.
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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,
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data/lib/interest_days.rb
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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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