interest_days 0.5.1 → 0.5.2

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data/.github/workflows/main.yml

@@ -0,0 +1,22 @@
+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: COVERAGE=true bundle exec rake
+      env:
+        token: ${{ secrets.CODECOV_TOKEN }}
+    - name: Upload coverage to Codecov
+      uses: codecov/codecov-action@v2
+      with:
+        token: ${{ secrets.CODECOV_TOKEN }}

data/.gitignore

@@ -0,0 +1,13 @@
+/.bundle/
+/.yardoc
+/_yardoc/
+/coverage/
+/doc/
+/pkg/
+/spec/reports/
+/tmp/
+
+# rspec failure tracking
+.rspec_status
+.history/*
+.DS_Store

data/.rspec

@@ -0,0 +1,3 @@
+--format documentation
+--color
+--require spec_helper

data/.rubocop.yml

@@ -0,0 +1,24 @@
+require:
+  - rubocop-rake
+  - rubocop-rspec
+
+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
+
+Metrics/BlockLength:
+  Max: 50

data/CHANGELOG.md

@@ -0,0 +1,44 @@
+
+## [0.5.2] / 2022-11-11
+==================
+  * Fix ICMA act/act strategy for interest periods longer than one year.
+
+## [0.5.0] / 2022-11-07
+==================
+  * Add ICMA act/act strategy.
+
+## [0.4.1] / 2022-04-12
+==================
+
+  * Fix start_date_after_end_date method considering the case that start_date and end_date are equal.
+
+## [0.4.0] / 2022-03-22
+==================
+
+  * Update readme file.
+  * Bump version to 0.4.0.
+  * Add Isda act/act strategy. #11
+
+## [0.3.0] / 2022-02-03
+==================
+
+  * Bump version to 0.2.1
+  * Change the gemspec metadata.
+  * Setup siplecov.
+  * Add spec for act 364 strategy.
+  * Add act 364 calculation strategy.
+  * Tests isda 30 e 360 (#5)
+  * Add codecov integration.
+
+## [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
+
+- Initial release

data/Gemfile

@@ -0,0 +1,15 @@
+# frozen_string_literal: true
+
+source "https://rubygems.org"
+
+# Specify your gem's dependencies in interest_days.gemspec
+gemspec
+
+gem "rake", "~> 13.0"
+
+group :test, :development do
+  gem "codecov", "~> 0.6.0", require: false
+  gem "rspec", "~> 3.0"
+  gem "rubocop", "~> 1.7"
+  gem "simplecov", "~> 0.21.2", require: false
+end

data/Gemfile.lock

@@ -0,0 +1,81 @@
+PATH
+  remote: .
+  specs:
+    interest_days (0.5.2)
+
+GEM
+  remote: https://rubygems.org/
+  specs:
+    ast (2.4.2)
+    codecov (0.6.0)
+      simplecov (>= 0.15, < 0.22)
+    coderay (1.1.3)
+    diff-lcs (1.5.0)
+    docile (1.4.0)
+    json (2.6.2)
+    method_source (1.0.0)
+    parallel (1.22.1)
+    parser (3.1.2.1)
+      ast (~> 2.4.1)
+    pry (0.13.1)
+      coderay (~> 1.1)
+      method_source (~> 1.0)
+    rainbow (3.1.1)
+    rake (13.0.6)
+    regexp_parser (2.5.0)
+    rexml (3.2.5)
+    rspec (3.11.0)
+      rspec-core (~> 3.11.0)
+      rspec-expectations (~> 3.11.0)
+      rspec-mocks (~> 3.11.0)
+    rspec-core (3.11.0)
+      rspec-support (~> 3.11.0)
+    rspec-expectations (3.11.0)
+      diff-lcs (>= 1.2.0, < 2.0)
+      rspec-support (~> 3.11.0)
+    rspec-mocks (3.11.1)
+      diff-lcs (>= 1.2.0, < 2.0)
+      rspec-support (~> 3.11.0)
+    rspec-support (3.11.0)
+    rubocop (1.35.0)
+      json (~> 2.3)
+      parallel (~> 1.10)
+      parser (>= 3.1.2.1)
+      rainbow (>= 2.2.2, < 4.0)
+      regexp_parser (>= 1.8, < 3.0)
+      rexml (>= 3.2.5, < 4.0)
+      rubocop-ast (>= 1.20.1, < 2.0)
+      ruby-progressbar (~> 1.7)
+      unicode-display_width (>= 1.4.0, < 3.0)
+    rubocop-ast (1.21.0)
+      parser (>= 3.1.1.0)
+    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)
+    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 (2.2.0)
+
+PLATFORMS
+  ruby
+
+DEPENDENCIES
+  codecov (~> 0.6.0)
+  interest_days!
+  pry (~> 0.13.1)
+  rake (~> 13.0)
+  rspec (~> 3.0)
+  rubocop (~> 1.7)
+  rubocop-rake
+  rubocop-rspec
+  simplecov (~> 0.21.2)
+
+BUNDLED WITH
+   2.3.17

data/LICENSE.txt

@@ -0,0 +1,21 @@
+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

@@ -0,0 +1,57 @@
+# InterestDays
+
+This gem provides interest day factor calculation based on ISDA conventions e.g. Isda Act 360.
+- Since version 0.2 interest_day gem supported 30/360 US EOM and 30/360 Bond Basis conventions.
+- Since version 0.3 the gem also supports Isda Act 364
+
+## 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 simply 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
+```
+
+currently, there are five supported conventions:
+- :isda_act_360
+- :isda_act_364
+- :isda_act_365
+- :isda_act_act
+- :isda_30_e_360
+- :us_eom_30_360
+- :bond_basis_30_360
+- :icma_act_act
+
+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.
+
+## 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

@@ -0,0 +1,12 @@
+# 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

@@ -0,0 +1,15 @@
+#!/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

@@ -0,0 +1,8 @@
+#!/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

@@ -0,0 +1,41 @@
+# 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", "Kevin Liebholz", "Cassy Dodd"]
+  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["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/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.
+  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 "pry", "~> 0.13.1"
+  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
+  spec.metadata["rubygems_mfa_required"] = "true"
+end

data/lib/interest_days/calculation/base.rb

@@ -0,0 +1,38 @@
+# frozen_string_literal: true
+
+module InterestDays
+  module Calculation
+    # StartDateBeforeEndDateError class
+    class StartDateBeforeEndDateError < StandardError
+      def initialize(msg = "End date have to be after start date!")
+        super(msg)
+      end
+    end
+
+    # 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
+
+        raise StartDateBeforeEndDateError if start_date_after_end_date?
+      end
+
+      def day_count_factor
+        raise NotImplementedError, "#{self.class} has not implemented method '#{__method__}"
+      end
+
+      private
+
+      def start_date_after_end_date?
+        start_date > end_date
+      end
+
+      def days
+        @end_date - @start_date
+      end
+    end
+  end
+end

data/lib/interest_days/calculation/icma_act_act.rb

@@ -0,0 +1,71 @@
+# frozen_string_literal: true
+
+module InterestDays
+  module Calculation
+    # ISDA Act Act Convention calculation
+    class IcmaActAct < Base
+      DAYS_IN_YEAR = 365
+      DAYS_IN_LEAP_YEAR = 366
+
+      def day_count_factor
+        return days.fdiv(start_date_days_in_year) if start_date_and_end_date_in_same_year?
+
+        if years_in_between_factor.positive?
+          return start_date_period_factor + years_in_between_factor + end_date_period_factor
+        end
+
+        days.fdiv(year_days_in_period)
+      end
+
+      private
+
+      def year_days_in_period
+        period_contains_leap_day? ? DAYS_IN_LEAP_YEAR : DAYS_IN_YEAR
+      end
+
+      def period_contains_leap_day?
+        !leap_day.nil? && leap_day.between?(start_date, end_date)
+      end
+
+      def leap_day
+        @leap_day ||= if start_date.leap?
+                        Date.new(start_date.year, 2, 29)
+                      elsif end_date.leap?
+                        Date.new(end_date.year, 2, 29)
+                      end
+      end
+
+      def start_date_period_factor
+        (start_date_days_in_year - start_date.yday).fdiv(start_date_days_in_year)
+      end
+
+      def end_date_period_factor
+        end_date.yday.fdiv(end_date_days_in_year)
+      end
+
+      def years_in_between_factor
+        (end_date.year - start_date.year) - 1
+      end
+
+      def start_date_period_with_leap_date?
+        start_date.leap? && start_date.month < 3
+      end
+
+      def end_date_period_with_leap_date?
+        end_date.leap? && end_date >= Date.new(end_date.year, 2, 29)
+      end
+
+      def start_date_and_end_date_in_same_year?
+        start_date.year.eql?(end_date.year)
+      end
+
+      def start_date_days_in_year
+        start_date_period_with_leap_date? ? DAYS_IN_LEAP_YEAR : DAYS_IN_YEAR
+      end
+
+      def end_date_days_in_year
+        end_date_period_with_leap_date? ? DAYS_IN_LEAP_YEAR : DAYS_IN_YEAR
+      end
+    end
+  end
+end

data/lib/interest_days/calculation/isda_30_e_360.rb

@@ -0,0 +1,18 @@
+# frozen_string_literal: true
+
+module InterestDays
+  module Calculation
+    # ISDA 30 E 360 Convention calculation
+    class Isda30e360 < ThirtyThreesixtyBase
+      private
+
+      def end_date_days
+        [@end_date.day, RELEVANT_DAY_IN_MONTH].min
+      end
+
+      def start_date_days
+        [@start_date.day, RELEVANT_DAY_IN_MONTH].min
+      end
+    end
+  end
+end

data/lib/interest_days/calculation/isda_act_360.rb

@@ -0,0 +1,14 @@
+# 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_364.rb

@@ -0,0 +1,14 @@
+# frozen_string_literal: true
+
+module InterestDays
+  module Calculation
+    # ISDA 30 E 365 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/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/calculation/isda_act_act.rb

@@ -0,0 +1,45 @@
+# frozen_string_literal: true
+
+module InterestDays
+  module Calculation
+    # ISDA Act Act Convention calculation
+    class IsdaActAct < Base
+      RELEVANT_DAYS_IN_YEAR = 365
+      RELEVANT_DAYS_IN_LEAP_YEAR = 366
+
+      def day_count_factor
+        return days.fdiv(stard_date_days_in_year) if start_date_and_end_date_in_same_year?
+
+        end_date_days.fdiv(end_date_days_in_year) +
+          start_date_days.fdiv(stard_date_days_in_year) +
+          full_years_between_start_and_end_date
+      end
+
+      private
+
+      def full_years_between_start_and_end_date
+        (end_date.year - start_date.year) - 1
+      end
+
+      def start_date_and_end_date_in_same_year?
+        start_date.year.eql?(end_date.year)
+      end
+
+      def stard_date_days_in_year
+        start_date.leap? ? RELEVANT_DAYS_IN_LEAP_YEAR : RELEVANT_DAYS_IN_YEAR
+      end
+
+      def end_date_days_in_year
+        end_date.leap? ? RELEVANT_DAYS_IN_LEAP_YEAR : RELEVANT_DAYS_IN_YEAR
+      end
+
+      def start_date_days
+        stard_date_days_in_year - start_date.yday
+      end
+
+      def end_date_days
+        end_date.yday
+      end
+    end
+  end
+end

data/lib/interest_days/calculation/thirty_threesixty_base.rb

@@ -0,0 +1,42 @@
+# frozen_string_literal: true
+
+module InterestDays
+  module Calculation
+    # ISDA 30 E 360 Convention calculation
+    class ThirtyThreesixtyBase < Base
+      RELEVANT_DAYS_IN_YEAR = 360
+      RELEVANT_DAY_IN_MONTH = 30
+
+      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
+        RELEVANT_DAYS_IN_YEAR * (@end_date.year - @start_date.year)
+      end
+
+      def month_interval_in_days
+        RELEVANT_DAY_IN_MONTH * (@end_date.month - @start_date.month)
+      end
+
+      def day_interval
+        end_date_days - start_date_days
+        # [@end_date.day, 30].min - [@start_date.day, 30].min
+      end
+
+      def end_date_days
+        raise NotImplementedError, "#{self.class} has not implemented method '#{__method__}"
+      end
+
+      def start_date_days
+        raise NotImplementedError, "#{self.class} has not implemented method '#{__method__}"
+      end
+
+      def days_in_month_for(date)
+        Date.new(date.year, date.month, -1).day
+      end
+    end
+  end
+end

data/lib/interest_days/calculation/us_eom_30_360.rb

@@ -0,0 +1,30 @@
+# frozen_string_literal: true
+
+module InterestDays
+  module Calculation
+    # ISDA 30 E 360 Convention calculation
+    class UsEom30360 < ThirtyThreesixtyBase
+      private
+
+      # D2 day
+      def end_date_days
+        if ((@start_date.month == 2 && @start_date.day == days_in_month_for(@start_date)) &&
+           (@end_date.month == 2 && @end_date.day == days_in_month_for(@end_date))) ||
+           (@end_date.day == 31 && @start_date.day >= 30)
+          RELEVANT_DAY_IN_MONTH
+        else
+          @end_date.day
+        end
+      end
+
+      # D1 day
+      def start_date_days
+        if (@start_date.month == 2 && @start_date.day == days_in_month_for(@start_date)) || @start_date.day == 31
+          RELEVANT_DAY_IN_MONTH
+        else
+          @start_date.day
+        end
+      end
+    end
+  end
+end

data/lib/interest_days/calculator.rb

@@ -0,0 +1,35 @@
+# 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_364: InterestDays::Calculation::IsdaAct364,
+        isda_act_365: InterestDays::Calculation::IsdaAct365,
+        isda_act_act: InterestDays::Calculation::IsdaActAct,
+        isda_30_e_360: InterestDays::Calculation::Isda30e360,
+        bond_basis_30_360: InterestDays::Calculation::Isda30e360,
+        us_eom_30_360: InterestDays::Calculation::UsEom30360,
+        icma_act_act: InterestDays::Calculation::IcmaActAct
+      }
+    end
+  end
+end

data/lib/interest_days/version.rb

@@ -0,0 +1,5 @@
+# frozen_string_literal: true
+
+module InterestDays
+  VERSION = "0.5.2"
+end

data/lib/interest_days.rb

@@ -0,0 +1,18 @@
+# frozen_string_literal: true
+
+require_relative "interest_days/version"
+require "interest_days/calculator"
+require "interest_days/calculation/base"
+require "interest_days/calculation/thirty_threesixty_base"
+require "interest_days/calculation/us_eom_30_360"
+require "interest_days/calculation/isda_act_360"
+require "interest_days/calculation/isda_act_364"
+require "interest_days/calculation/isda_act_365"
+require "interest_days/calculation/isda_act_act"
+require "interest_days/calculation/icma_act_act"
+require "interest_days/calculation/isda_30_e_360"
+
+module InterestDays
+  class Error < StandardError; end
+  # Your code goes here...
+end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: interest_days
 version: !ruby/object:Gem::Version
-  version: 0.5.1
+  version: 0.5.2
 platform: ruby
 authors:
 - Eugen Mueller
@@ -10,7 +10,7 @@ authors:
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2022-11-11 00:00:00.000000000 Z
+date: 2022-11-14 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: pry
@@ -74,7 +74,32 @@ email:
 executables: []
 extensions: []
 extra_rdoc_files: []
-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/icma_act_act.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/isda_act_act.rb
+- lib/interest_days/calculation/thirty_threesixty_base.rb
+- lib/interest_days/calculation/us_eom_30_360.rb
+- lib/interest_days/calculator.rb
+- lib/interest_days/version.rb
 homepage: https://github.com/eugenmueller/interest_days
 licenses:
 - MIT