interest_days 0.2.0 → 0.2.1

checksums.yaml

@@ -1,7 +1,7 @@
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data/.github/workflows/main.yml

@@ -14,3 +14,7 @@ jobs:
         bundler-cache: true
     - name: Run the default task
       run: bundle exec rake
+    - name: Upload coverage to Codecov
+      uses: codecov/codecov-action@v2
+      with:
+        token: ${{ secrets.CODECOV_TOKEN }}

data/.gitignore

@@ -9,3 +9,4 @@
 
 # rspec failure tracking
 .rspec_status
+.history/*

data/CHANGELOG.md

@@ -1,4 +1,12 @@
-## [Unreleased]
+
+## [0.2.0] / 2021-10-08
+==================
+
+  * Feature/#2 30 360 bond basis (#4)
+  * Merge pull request #1 from eugenmueller/FIX/readme_typo
+  * FIX: indention in README
+  * FIX: fix readme typo
+  * add .history dir to gitignore
 
 ## [0.1.0] - 2021-10-03
 

data/Gemfile

@@ -7,6 +7,12 @@ gemspec
 
 gem "rake", "~> 13.0"
 
-gem "rspec", "~> 3.0"
+group :test, :development do
+  gem "rspec", "~> 3.0"
 
-gem "rubocop", "~> 1.7"
+  gem "rubocop", "~> 1.7"
+
+  gem "simplecov", "~> 0.21.2"
+
+  gem "codecov", "~> 0.6.0"
+end

data/Gemfile.lock

@@ -1,13 +1,16 @@
 PATH
   remote: .
   specs:
-    interest_days (0.2.0)
+    interest_days (0.2.1)
 
 GEM
   remote: https://rubygems.org/
   specs:
     ast (2.4.2)
+    codecov (0.6.0)
+      simplecov (>= 0.15, < 0.22)
     diff-lcs (1.4.4)
+    docile (1.4.0)
     parallel (1.20.1)
     parser (3.0.2.0)
       ast (~> 2.4.1)
@@ -45,19 +48,28 @@ GEM
       rubocop (~> 1.0)
       rubocop-ast (>= 1.1.0)
     ruby-progressbar (1.11.0)
+    simplecov (0.21.2)
+      docile (~> 1.1)
+      simplecov-html (~> 0.11)
+      simplecov_json_formatter (~> 0.1)
+    simplecov-html (0.12.3)
+    simplecov_json_formatter (0.1.3)
     unicode-display_width (2.0.0)
 
 PLATFORMS
+  x86_64-darwin-19
   x86_64-darwin-20
   x86_64-linux
 
 DEPENDENCIES
+  codecov (~> 0.6.0)
   interest_days!
   rake (~> 13.0)
   rspec (~> 3.0)
   rubocop (~> 1.7)
   rubocop-rake
   rubocop-rspec
+  simplecov (~> 0.21.2)
 
 BUNDLED WITH
    2.2.21

data/README.md

@@ -1,7 +1,7 @@
 # InterestDays
 
 This gem provide interest day factor calculation based on ISDA conventions e.g. Isda Act 360.
-Since version 0.2 interest_day gem support 30/360 US EOM and 30/360 Bond Basis conventions. 
+Since version 0.2 interest_day gem support 30/360 US EOM and 30/360 Bond Basis conventions.
 
 ## Installation
 
@@ -23,20 +23,19 @@ Or install it yourself as:
 
 You can simple use the InterestDays::Calculator like:
 
-    ```ruby
-    calculator = InterestDays::Calculator.new(start_date: start, end_date: end, strategy: :isda_act_360)
-    
-    calculator.interest_day_count_factor
-    ```
+```ruby
+calculator = InterestDays::Calculator.new(start_date: start, end_date: end, strategy: :isda_act_360)
+
+calculator.interest_day_count_factor
+```
 
-currently there a three supported conventions:
+currently there a five supported conventions:
 - :isda_act_360
 - :isda_act_365
 - :isda_30_e_360
 - :us_eom_30_360
 - :bond_basis_30_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.
@@ -45,7 +44,7 @@ To install this gem onto your local machine, run `bundle exec rake install`. To
 
 ## Contributing
 
-Bug reports and pull requests are welcome on GitHub at https://github.com/eugenmueller/interest_days.
+Bug reports and pull requests are welcome on GitHub at https://github.com/eugenmueller/interest_days. ;)
 
 ## License
 

data/interest_days.gemspec

@@ -5,7 +5,7 @@ require_relative "lib/interest_days/version"
 Gem::Specification.new do |spec|
   spec.name          = "interest_days"
   spec.version       = InterestDays::VERSION
-  spec.authors       = ["Eugen Mueller"]
+  spec.authors       = ["Eugen Mueller", "Kevin Liebholz"]
   spec.email         = ["eugen.mllr@gmail.com"]
 
   spec.summary       = "Interest day calculation"
@@ -18,7 +18,7 @@ Gem::Specification.new do |spec|
 
   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"
+  spec.metadata["changelog_uri"] = "https://github.com/eugenmueller/interest_days/blob/v0.2.0/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.

data/lib/interest_days/calculation/isda_act_364.rb

@@ -0,0 +1,14 @@
+# frozen_string_literal: true
+
+module InterestDays
+  module Calculation
+    # ISDA Act 360 Convention calculation
+    class IsdaAct364 < Base
+      RELEVANT_DAYS_IN_YEAR = 364
+
+      def day_count_factor
+        days.fdiv(RELEVANT_DAYS_IN_YEAR)
+      end
+    end
+  end
+end

data/lib/interest_days/version.rb

@@ -1,5 +1,5 @@
 # frozen_string_literal: true
 
 module InterestDays
-  VERSION = "0.2.0"
+  VERSION = "0.2.1"
 end

metadata

@@ -1,14 +1,15 @@
 --- !ruby/object:Gem::Specification
 name: interest_days
 version: !ruby/object:Gem::Version
-  version: 0.2.0
+  version: 0.2.1
 platform: ruby
 authors:
 - Eugen Mueller
+- Kevin Liebholz
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2021-10-08 00:00:00.000000000 Z
+date: 2022-02-03 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rspec
@@ -71,11 +72,13 @@ files:
 - Rakefile
 - bin/console
 - bin/setup
+- interest_days-0.2.0.gem
 - 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_364.rb
 - lib/interest_days/calculation/isda_act_365.rb
 - lib/interest_days/calculation/thirty_threesixty_base.rb
 - lib/interest_days/calculation/us_eom_30_360.rb
@@ -87,7 +90,7 @@ licenses:
 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
+  changelog_uri: https://github.com/eugenmueller/interest_days/blob/v0.2.0/CHANGELOG.md
 post_install_message: 
 rdoc_options: []
 require_paths: