interest_days 0.4.1 → 0.5.1

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metadata CHANGED
@@ -1,16 +1,31 @@
1
1
  --- !ruby/object:Gem::Specification
2
2
  name: interest_days
3
3
  version: !ruby/object:Gem::Version
4
- version: 0.4.1
4
+ version: 0.5.1
5
5
  platform: ruby
6
6
  authors:
7
7
  - Eugen Mueller
8
8
  - Kevin Liebholz
9
+ - Cassy Dodd
9
10
  autorequire:
10
11
  bindir: exe
11
12
  cert_chain: []
12
- date: 2022-04-12 00:00:00.000000000 Z
13
+ date: 2022-11-11 00:00:00.000000000 Z
13
14
  dependencies:
15
+ - !ruby/object:Gem::Dependency
16
+ name: pry
17
+ requirement: !ruby/object:Gem::Requirement
18
+ requirements:
19
+ - - "~>"
20
+ - !ruby/object:Gem::Version
21
+ version: 0.13.1
22
+ type: :development
23
+ prerelease: false
24
+ version_requirements: !ruby/object:Gem::Requirement
25
+ requirements:
26
+ - - "~>"
27
+ - !ruby/object:Gem::Version
28
+ version: 0.13.1
14
29
  - !ruby/object:Gem::Dependency
15
30
  name: rspec
16
31
  requirement: !ruby/object:Gem::Requirement
@@ -59,31 +74,7 @@ email:
59
74
  executables: []
60
75
  extensions: []
61
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  extra_rdoc_files: []
62
- files:
63
- - ".github/workflows/main.yml"
64
- - ".gitignore"
65
- - ".rspec"
66
- - ".rubocop.yml"
67
- - CHANGELOG.md
68
- - Gemfile
69
- - Gemfile.lock
70
- - LICENSE.txt
71
- - README.md
72
- - Rakefile
73
- - bin/console
74
- - bin/setup
75
- - interest_days.gemspec
76
- - lib/interest_days.rb
77
- - lib/interest_days/calculation/base.rb
78
- - lib/interest_days/calculation/isda_30_e_360.rb
79
- - lib/interest_days/calculation/isda_act_360.rb
80
- - lib/interest_days/calculation/isda_act_364.rb
81
- - lib/interest_days/calculation/isda_act_365.rb
82
- - lib/interest_days/calculation/isda_act_act.rb
83
- - lib/interest_days/calculation/thirty_threesixty_base.rb
84
- - lib/interest_days/calculation/us_eom_30_360.rb
85
- - lib/interest_days/calculator.rb
86
- - lib/interest_days/version.rb
77
+ files: []
87
78
  homepage: https://github.com/eugenmueller/interest_days
88
79
  licenses:
89
80
  - MIT
@@ -91,6 +82,7 @@ metadata:
91
82
  homepage_uri: https://github.com/eugenmueller/interest_days
92
83
  source_code_uri: https://github.com/eugenmueller/interest_days
93
84
  changelog_uri: https://github.com/eugenmueller/interest_days/blob/v0.2.0/CHANGELOG.md
85
+ rubygems_mfa_required: 'true'
94
86
  post_install_message:
95
87
  rdoc_options: []
96
88
  require_paths:
@@ -106,7 +98,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
106
98
  - !ruby/object:Gem::Version
107
99
  version: '0'
108
100
  requirements: []
109
- rubygems_version: 3.1.6
101
+ rubygems_version: 3.3.17
110
102
  signing_key:
111
103
  specification_version: 4
112
104
  summary: Interest day calculation
@@ -1,20 +0,0 @@
1
- name: Interest days CI
2
-
3
- on: [push,pull_request]
4
-
5
- jobs:
6
- build:
7
- runs-on: ubuntu-latest
8
- steps:
9
- - uses: actions/checkout@v2
10
- - name: Set up Ruby
11
- uses: ruby/setup-ruby@v1
12
- with:
13
- ruby-version: '2.7.3'
14
- bundler-cache: true
15
- - name: Run the default task
16
- run: bundle exec rake
17
- - name: Upload coverage to Codecov
18
- uses: codecov/codecov-action@v2
19
- with:
20
- token: ${{ secrets.CODECOV_TOKEN }}
data/.gitignore DELETED
@@ -1,12 +0,0 @@
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- /.bundle/
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- /.yardoc
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- /_yardoc/
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- /coverage/
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- /doc/
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- /pkg/
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- /spec/reports/
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- /tmp/
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-
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- # rspec failure tracking
11
- .rspec_status
12
- .history/*
data/.rspec DELETED
@@ -1,3 +0,0 @@
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- --format documentation
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- --color
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- --require spec_helper
data/.rubocop.yml DELETED
@@ -1,20 +0,0 @@
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- AllCops:
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- TargetRubyVersion: 2.7
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- NewCops: enable
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-
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- Style/StringLiterals:
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- Enabled: true
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- EnforcedStyle: double_quotes
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-
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- Style/StringLiteralsInInterpolation:
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- Enabled: true
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- EnforcedStyle: double_quotes
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-
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- Layout/LineLength:
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- Max: 120
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-
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- Naming/VariableNumber:
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- EnforcedStyle: snake_case
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-
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- Metrics/BlockLength:
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- Max: 50
data/CHANGELOG.md DELETED
@@ -1,36 +0,0 @@
1
-
2
- ## [0.4.1] / 2022-04-12
3
- ==================
4
-
5
- * Fix start_date_after_end_date method considering the case that start_date and end_date are equal.
6
-
7
- ## [0.4.0] / 2022-03-22
8
- ==================
9
-
10
- * Update readme file.
11
- * Bump version to 0.4.0.
12
- * Add Isda Act Act strategy. #11
13
-
14
- ## [0.3.0] / 2022-02-03
15
- ==================
16
-
17
- * Bump version to 0.2.1
18
- * Change the gemspec metadata.
19
- * Setup siplecov.
20
- * Add spec for act 364 strategy.
21
- * Add act 364 calculation strategy.
22
- * Tests isda 30 e 360 (#5)
23
- * Add codecov integration.
24
-
25
- ## [0.2.0] / 2021-10-08
26
- ==================
27
-
28
- * Feature/#2 30 360 bond basis (#4)
29
- * Merge pull request #1 from eugenmueller/FIX/readme_typo
30
- * FIX: indention in README
31
- * FIX: fix readme typo
32
- * add .history dir to gitignore
33
-
34
- ## [0.1.0] - 2021-10-03
35
-
36
- - Initial release
data/Gemfile DELETED
@@ -1,15 +0,0 @@
1
- # frozen_string_literal: true
2
-
3
- source "https://rubygems.org"
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-
5
- # Specify your gem's dependencies in interest_days.gemspec
6
- gemspec
7
-
8
- gem "rake", "~> 13.0"
9
-
10
- group :test, :development do
11
- gem "codecov", "~> 0.6.0"
12
- gem "rspec", "~> 3.0"
13
- gem "rubocop", "~> 1.7"
14
- gem "simplecov", "~> 0.21.2"
15
- end
data/Gemfile.lock DELETED
@@ -1,75 +0,0 @@
1
- PATH
2
- remote: .
3
- specs:
4
- interest_days (0.4.1)
5
-
6
- GEM
7
- remote: https://rubygems.org/
8
- specs:
9
- ast (2.4.2)
10
- codecov (0.6.0)
11
- simplecov (>= 0.15, < 0.22)
12
- diff-lcs (1.4.4)
13
- docile (1.4.0)
14
- parallel (1.20.1)
15
- parser (3.0.2.0)
16
- ast (~> 2.4.1)
17
- rainbow (3.0.0)
18
- rake (13.0.6)
19
- regexp_parser (2.1.1)
20
- rexml (3.2.5)
21
- rspec (3.10.0)
22
- rspec-core (~> 3.10.0)
23
- rspec-expectations (~> 3.10.0)
24
- rspec-mocks (~> 3.10.0)
25
- rspec-core (3.10.1)
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- rspec-support (~> 3.10.0)
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- rspec-expectations (3.10.1)
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- diff-lcs (>= 1.2.0, < 2.0)
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- rspec-support (~> 3.10.0)
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- rspec-mocks (3.10.2)
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- diff-lcs (>= 1.2.0, < 2.0)
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- rspec-support (~> 3.10.0)
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- rspec-support (3.10.2)
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- rubocop (1.18.3)
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- parallel (~> 1.10)
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- parser (>= 3.0.0.0)
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- rainbow (>= 2.2.2, < 4.0)
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- regexp_parser (>= 1.8, < 3.0)
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- rexml
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- rubocop-ast (>= 1.7.0, < 2.0)
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- ruby-progressbar (~> 1.7)
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- unicode-display_width (>= 1.4.0, < 3.0)
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- rubocop-ast (1.7.0)
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- parser (>= 3.0.1.1)
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- rubocop-rake (0.6.0)
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- rubocop (~> 1.0)
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- rubocop-rspec (2.4.0)
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- rubocop (~> 1.0)
49
- rubocop-ast (>= 1.1.0)
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- ruby-progressbar (1.11.0)
51
- simplecov (0.21.2)
52
- docile (~> 1.1)
53
- simplecov-html (~> 0.11)
54
- simplecov_json_formatter (~> 0.1)
55
- simplecov-html (0.12.3)
56
- simplecov_json_formatter (0.1.3)
57
- unicode-display_width (2.0.0)
58
-
59
- PLATFORMS
60
- x86_64-darwin-19
61
- x86_64-darwin-20
62
- x86_64-linux
63
-
64
- DEPENDENCIES
65
- codecov (~> 0.6.0)
66
- interest_days!
67
- rake (~> 13.0)
68
- rspec (~> 3.0)
69
- rubocop (~> 1.7)
70
- rubocop-rake
71
- rubocop-rspec
72
- simplecov (~> 0.21.2)
73
-
74
- BUNDLED WITH
75
- 2.2.33
data/LICENSE.txt DELETED
@@ -1,21 +0,0 @@
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- The MIT License (MIT)
2
-
3
- Copyright (c) 2021 Eugen Mueller
4
-
5
- Permission is hereby granted, free of charge, to any person obtaining a copy
6
- of this software and associated documentation files (the "Software"), to deal
7
- in the Software without restriction, including without limitation the rights
8
- to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
9
- copies of the Software, and to permit persons to whom the Software is
10
- furnished to do so, subject to the following conditions:
11
-
12
- The above copyright notice and this permission notice shall be included in
13
- all copies or substantial portions of the Software.
14
-
15
- THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
16
- IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
17
- FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
18
- AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
19
- LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
20
- OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
21
- THE SOFTWARE.
data/README.md DELETED
@@ -1,56 +0,0 @@
1
- # InterestDays
2
-
3
- This gem provide interest day factor calculation based on ISDA conventions e.g. Isda Act 360.
4
- - Since version 0.2 interest_day gem support 30/360 US EOM and 30/360 Bond Basis conventions.
5
- - Since version 0.3 the gem also supports Isda Act 364
6
-
7
- ## Installation
8
-
9
- Add this line to your application's Gemfile:
10
-
11
- ```ruby
12
- gem 'interest_days'
13
- ```
14
-
15
- And then execute:
16
-
17
- $ bundle install
18
-
19
- Or install it yourself as:
20
-
21
- $ gem install interest_days
22
-
23
- ## Usage
24
-
25
- You can simple use the InterestDays::Calculator like:
26
-
27
- ```ruby
28
- calculator = InterestDays::Calculator.new(start_date: start, end_date: end, strategy: :isda_act_360)
29
-
30
- calculator.interest_day_count_factor
31
- ```
32
-
33
- currently there a five supported conventions:
34
- - :isda_act_360
35
- - :isda_act_364
36
- - :isda_act_365
37
- - :isda_act_act
38
- - :isda_30_e_360
39
- - :us_eom_30_360
40
- - :bond_basis_30_360
41
-
42
- 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.
43
-
44
- ## Development
45
-
46
- 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.
47
-
48
- 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).
49
-
50
- ## Contributing
51
-
52
- Bug reports and pull requests are welcome on GitHub at https://github.com/eugenmueller/interest_days. ;)
53
-
54
- ## License
55
-
56
- The gem is available as open source under the terms of the [MIT License](https://opensource.org/licenses/MIT).
data/Rakefile DELETED
@@ -1,12 +0,0 @@
1
- # frozen_string_literal: true
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-
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- require "bundler/gem_tasks"
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- require "rspec/core/rake_task"
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-
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- RSpec::Core::RakeTask.new(:spec)
7
-
8
- require "rubocop/rake_task"
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-
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- RuboCop::RakeTask.new
11
-
12
- task default: %i[spec rubocop]
data/bin/console DELETED
@@ -1,15 +0,0 @@
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- #!/usr/bin/env ruby
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- # frozen_string_literal: true
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-
4
- require "bundler/setup"
5
- require "interest_days"
6
-
7
- # You can add fixtures and/or initialization code here to make experimenting
8
- # with your gem easier. You can also use a different console, if you like.
9
-
10
- # (If you use this, don't forget to add pry to your Gemfile!)
11
- # require "pry"
12
- # Pry.start
13
-
14
- require "irb"
15
- IRB.start(__FILE__)
data/bin/setup DELETED
@@ -1,8 +0,0 @@
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- #!/usr/bin/env bash
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- set -euo pipefail
3
- IFS=$'\n\t'
4
- set -vx
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-
6
- bundle install
7
-
8
- # Do any other automated setup that you need to do here
@@ -1,40 +0,0 @@
1
- # frozen_string_literal: true
2
-
3
- require_relative "lib/interest_days/version"
4
-
5
- Gem::Specification.new do |spec|
6
- spec.name = "interest_days"
7
- spec.version = InterestDays::VERSION
8
- spec.authors = ["Eugen Mueller", "Kevin Liebholz"]
9
- spec.email = ["eugen.mllr@gmail.com"]
10
-
11
- spec.summary = "Interest day calculation"
12
- spec.description = "Interest days gem calculate interest days depends on desired method."
13
- spec.homepage = "https://github.com/eugenmueller/interest_days"
14
- spec.license = "MIT"
15
- spec.required_ruby_version = ">= 2.7.0"
16
-
17
- # spec.metadata["allowed_push_host"] = "TODO: Set to 'https://mygemserver.com'"
18
-
19
- spec.metadata["homepage_uri"] = spec.homepage
20
- spec.metadata["source_code_uri"] = "https://github.com/eugenmueller/interest_days"
21
- spec.metadata["changelog_uri"] = "https://github.com/eugenmueller/interest_days/blob/v0.2.0/CHANGELOG.md"
22
-
23
- # Specify which files should be added to the gem when it is released.
24
- # The `git ls-files -z` loads the files in the RubyGem that have been added into git.
25
- spec.files = Dir.chdir(File.expand_path(__dir__)) do
26
- `git ls-files -z`.split("\x0").reject { |f| f.match(%r{\A(?:test|spec|features)/}) }
27
- end
28
- spec.bindir = "exe"
29
- spec.executables = spec.files.grep(%r{\Aexe/}) { |f| File.basename(f) }
30
- spec.require_paths = ["lib"]
31
-
32
- # Uncomment to register a new dependency of your gem
33
- # spec.add_dependency "example-gem", "~> 1.0"
34
- spec.add_development_dependency "rspec", "~> 3.2"
35
- spec.add_development_dependency "rubocop-rake"
36
- spec.add_development_dependency "rubocop-rspec"
37
-
38
- # For more information and examples about making a new gem, checkout our
39
- # guide at: https://bundler.io/guides/creating_gem.html
40
- end
@@ -1,38 +0,0 @@
1
- # frozen_string_literal: true
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-
3
- module InterestDays
4
- module Calculation
5
- # StartDateBeforeEndDateError class
6
- class StartDateBeforeEndDateError < StandardError
7
- def initialize(msg = "End date have to be after start date!")
8
- super(msg)
9
- end
10
- end
11
-
12
- # Base calculation class
13
- class Base
14
- attr_reader :start_date, :end_date
15
-
16
- def initialize(start_date:, end_date:)
17
- @start_date = start_date
18
- @end_date = end_date
19
-
20
- raise StartDateBeforeEndDateError if start_date_after_end_date?
21
- end
22
-
23
- def day_count_factor
24
- raise NotImplementedError, "#{self.class} has not implemented method '#{__method__}"
25
- end
26
-
27
- private
28
-
29
- def start_date_after_end_date?
30
- start_date > end_date
31
- end
32
-
33
- def days
34
- @end_date - @start_date
35
- end
36
- end
37
- end
38
- end
@@ -1,18 +0,0 @@
1
- # frozen_string_literal: true
2
-
3
- module InterestDays
4
- module Calculation
5
- # ISDA 30 E 360 Convention calculation
6
- class Isda30e360 < ThirtyThreesixtyBase
7
- private
8
-
9
- def end_date_days
10
- [@end_date.day, RELEVANT_DAY_IN_MONTH].min
11
- end
12
-
13
- def start_date_days
14
- [@start_date.day, RELEVANT_DAY_IN_MONTH].min
15
- end
16
- end
17
- end
18
- end
@@ -1,14 +0,0 @@
1
- # frozen_string_literal: true
2
-
3
- module InterestDays
4
- module Calculation
5
- # ISDA Act 360 Convention calculation
6
- class IsdaAct360 < Base
7
- RELEVANT_DAYS_IN_YEAR = 360
8
-
9
- def day_count_factor
10
- days.fdiv(RELEVANT_DAYS_IN_YEAR)
11
- end
12
- end
13
- end
14
- end
@@ -1,14 +0,0 @@
1
- # frozen_string_literal: true
2
-
3
- module InterestDays
4
- module Calculation
5
- # ISDA 30 E 365 Convention calculation
6
- class IsdaAct364 < Base
7
- RELEVANT_DAYS_IN_YEAR = 364
8
-
9
- def day_count_factor
10
- days.fdiv(RELEVANT_DAYS_IN_YEAR)
11
- end
12
- end
13
- end
14
- end
@@ -1,14 +0,0 @@
1
- # frozen_string_literal: true
2
-
3
- module InterestDays
4
- module Calculation
5
- # ISDA 30 E 365 Convention calculation
6
- class IsdaAct365 < Base
7
- RELEVANT_DAYS_IN_YEAR = 365
8
-
9
- def day_count_factor
10
- days.fdiv(RELEVANT_DAYS_IN_YEAR)
11
- end
12
- end
13
- end
14
- end
@@ -1,45 +0,0 @@
1
- # frozen_string_literal: true
2
-
3
- module InterestDays
4
- module Calculation
5
- # ISDA Act Act Convention calculation
6
- class IsdaActAct < Base
7
- RELEVANT_DAYS_IN_YEAR = 365
8
- RELEVANT_DAYS_IN_LEAP_YEAR = 366
9
-
10
- def day_count_factor
11
- return days.fdiv(stard_date_days_in_year) if start_date_and_end_date_in_same_year?
12
-
13
- end_date_days.fdiv(end_date_days_in_year) +
14
- start_date_days.fdiv(stard_date_days_in_year) +
15
- full_years_between_start_and_end_date
16
- end
17
-
18
- private
19
-
20
- def full_years_between_start_and_end_date
21
- (end_date.year - start_date.year) - 1
22
- end
23
-
24
- def start_date_and_end_date_in_same_year?
25
- start_date.year.eql?(end_date.year)
26
- end
27
-
28
- def stard_date_days_in_year
29
- start_date.leap? ? RELEVANT_DAYS_IN_LEAP_YEAR : RELEVANT_DAYS_IN_YEAR
30
- end
31
-
32
- def end_date_days_in_year
33
- end_date.leap? ? RELEVANT_DAYS_IN_LEAP_YEAR : RELEVANT_DAYS_IN_YEAR
34
- end
35
-
36
- def start_date_days
37
- stard_date_days_in_year - start_date.yday
38
- end
39
-
40
- def end_date_days
41
- end_date.yday
42
- end
43
- end
44
- end
45
- end
@@ -1,42 +0,0 @@
1
- # frozen_string_literal: true
2
-
3
- module InterestDays
4
- module Calculation
5
- # ISDA 30 E 360 Convention calculation
6
- class ThirtyThreesixtyBase < Base
7
- RELEVANT_DAYS_IN_YEAR = 360
8
- RELEVANT_DAY_IN_MONTH = 30
9
-
10
- def day_count_factor
11
- (year_interval_in_days + month_interval_in_days + day_interval).fdiv(RELEVANT_DAYS_IN_YEAR)
12
- end
13
-
14
- private
15
-
16
- def year_interval_in_days
17
- RELEVANT_DAYS_IN_YEAR * (@end_date.year - @start_date.year)
18
- end
19
-
20
- def month_interval_in_days
21
- RELEVANT_DAY_IN_MONTH * (@end_date.month - @start_date.month)
22
- end
23
-
24
- def day_interval
25
- end_date_days - start_date_days
26
- # [@end_date.day, 30].min - [@start_date.day, 30].min
27
- end
28
-
29
- def end_date_days
30
- raise NotImplementedError, "#{self.class} has not implemented method '#{__method__}"
31
- end
32
-
33
- def start_date_days
34
- raise NotImplementedError, "#{self.class} has not implemented method '#{__method__}"
35
- end
36
-
37
- def days_in_month_for(date)
38
- Date.new(date.year, date.month, -1).day
39
- end
40
- end
41
- end
42
- end
@@ -1,30 +0,0 @@
1
- # frozen_string_literal: true
2
-
3
- module InterestDays
4
- module Calculation
5
- # ISDA 30 E 360 Convention calculation
6
- class UsEom30360 < ThirtyThreesixtyBase
7
- private
8
-
9
- # D2 day
10
- def end_date_days
11
- if ((@start_date.month == 2 && @start_date.date == days_in_month_for(@start_date)) &&
12
- (@end_date.month == 2 && @end_date.date == days_in_month_for(@end_date))) ||
13
- (@end_date.day == 31 && @start_date.day >= 30)
14
- RELEVANT_DAY_IN_MONTH
15
- else
16
- @end_date.day
17
- end
18
- end
19
-
20
- # D1 day
21
- def start_date_days
22
- if (@start_date.month == 2 && @start_date.date == days_in_month_for(@start_date)) || @start_date.day == 31
23
- RELEVANT_DAY_IN_MONTH
24
- else
25
- @start_date.day
26
- end
27
- end
28
- end
29
- end
30
- end
@@ -1,34 +0,0 @@
1
- # frozen_string_literal: true
2
-
3
- module InterestDays
4
- # Main calculator class
5
- class Calculator
6
- attr_accessor :strategy, :start_date, :end_date
7
-
8
- def initialize(start_date:, end_date:, strategy:)
9
- @start_date = start_date
10
- @end_date = end_date
11
- @strategy = strategies[strategy.to_sym]
12
- end
13
-
14
- def interest_day_count_factor
15
- raise StandardError, "Strategy is not set" if @strategy.nil?
16
-
17
- @strategy.new(start_date: @start_date, end_date: @end_date).day_count_factor
18
- end
19
-
20
- private
21
-
22
- def strategies
23
- @strategies ||= {
24
- isda_act_360: InterestDays::Calculation::IsdaAct360,
25
- isda_act_364: InterestDays::Calculation::IsdaAct364,
26
- isda_act_365: InterestDays::Calculation::IsdaAct365,
27
- isda_act_act: InterestDays::Calculation::IsdaActAct,
28
- isda_30_e_360: InterestDays::Calculation::Isda30e360,
29
- bond_basis_30_360: InterestDays::Calculation::Isda30e360,
30
- us_eom_30_360: InterestDays::Calculation::UsEom30360
31
- }
32
- end
33
- end
34
- end
@@ -1,5 +0,0 @@
1
- # frozen_string_literal: true
2
-
3
- module InterestDays
4
- VERSION = "0.4.1"
5
- end
data/lib/interest_days.rb DELETED
@@ -1,17 +0,0 @@
1
- # frozen_string_literal: true
2
-
3
- require_relative "interest_days/version"
4
- require "interest_days/calculator"
5
- require "interest_days/calculation/base"
6
- require "interest_days/calculation/thirty_threesixty_base"
7
- require "interest_days/calculation/us_eom_30_360"
8
- require "interest_days/calculation/isda_act_360"
9
- require "interest_days/calculation/isda_act_364"
10
- require "interest_days/calculation/isda_act_365"
11
- require "interest_days/calculation/isda_act_act"
12
- require "interest_days/calculation/isda_30_e_360"
13
-
14
- module InterestDays
15
- class Error < StandardError; end
16
- # Your code goes here...
17
- end