istox 0.2.2 → 0.2.3

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 2518cababd563f81557ac460906f73cbae0be78c6e570170a513f3f7b690dcd1
-  data.tar.gz: ff2dc59cac13cc28cbf01228f796e7f67631ff8220a9e167f1304527f7a73201
+  metadata.gz: 3aa5c0d11cb873cfd398db44b8f4a139baf6668bf04f578db3091cb049b7d89f
+  data.tar.gz: '02109c5b9c3cb01c288d757cef841357f79cc36186d4245f624a619dbb984489'
 SHA512:
-  metadata.gz: 8661709ddff2d71dc54205e52ad0bf864b4707d806e57741f2b5f866acddbe66ca0df3a34a3371df80ec0c7b0b32b57f4d5d29908400ad210a6260625a0dc029
-  data.tar.gz: 1a0bf97e6c7efb5f11dea2042069643a07b78c7c6585e9db1f3be1c71d0f80ff1f3506c437538cfd440be0421d4664b01b2194fc3dd241c26da1f2be768a466f
+  metadata.gz: bdfe781debfdb6c49ab24140562b55bff2e919090fb6e46c71b6e6dfecbb9607843379e0ac97e58edc26a0426527839494294bcb94703d80fc7a0102b244333a
+  data.tar.gz: 88b913cbd976f4d85e2e7a140e7fd3747dd42a5c8da83b2135796b20d3121619ed54b8a1f2040179aafd13ee03cae5646fd4c6634258854e2bfb522681dc649f

data/lib/istox/quant/bond.rb

@@ -12,23 +12,23 @@ module Istox
 
       DEFAULT_APPROXIMATION_ERROR = 0.00001
 
-      def initialize(coupon: nil, maturity_date: nil, years: nil, coupon_frequency: nil, coupon_payment_dates: nil, face_value: 100, days_of_year: 365)
+      def initialize(coupon: nil, maturity_date: nil, start_date: nil, coupon_frequency: nil, coupon_payment_dates: nil, face_value: 100, days_of_year: 365)
         raise "Invalid coupon #{coupon}" if (coupon.nil? || !is_number?(coupon)) || coupon < 0
         raise "Invalid maturity_date #{maturity_date}" if (maturity_date.nil? || maturity_date.methods.include?("strftime"))
-        raise "Invalid years #{years}" if (years.nil? || !is_number?(years)) || years < 0
+        raise "Invalid start_date #{start_date}" if (start_date.nil? || start_date.methods.include?("strftime"))
         raise "Invalid coupon_frequency #{coupon_frequency}" if (coupon_frequency.nil? || !coupon_frequency.is_a?(Integer) || coupon_frequency < 0)
         raise "Invalid coupon_payment_dates #{coupon_payment_dates}" if (coupon_payment_dates.nil? || (coupon_payment_dates.count == 0 && coupon_frequency != 0) || coupon_payment_dates.any? { |date| date > maturity_date.to_date })
         raise "Invalid days_of_year #{days_of_year}" if (days_of_year != 365 && days_of_year != 360)
+        raise "start_date is not before maturity_date" if start_date>=maturity_date
 
         @coupon               = coupon.to_d
         @maturity_date        = maturity_date.to_date
-        @years                = years.to_d
         @coupon_frequency     = coupon_frequency.to_i # if this is 0, it means zero coupon
         @days_of_year         = days_of_year.to_d
         @face_value           = face_value.to_d
         @coupon_payment_dates = coupon_payment_dates.map(&:to_date).uniq.sort
         # note here we work out the start date based on maturity date and nunber of years
-        @start_date           = (@maturity_date-(years*12).to_i.months)
+        @start_date           = start_date.to_date
 
         @pay_accrued_interest = false
         @coupon_payment_dates_include_accrued_interest = false
@@ -62,7 +62,7 @@ module Istox
           end
         end
 
-        log.info "Bond info: start=#{@start_date} maturity=#{@maturity_date} years=#{@years} days_of_years=#{days_of_year} coupon=#{@coupon} coupon_frequency=#{coupon_frequency} face_value=#{@face_value} coupon_payment_dates=#{@coupon_payment_dates} pay_accrued_interest=#{@pay_accrued_interest} coupon_payment_dates_include_accrued_interest=#{@coupon_payment_dates_include_accrued_interest}"
+        log.info "Bond info: start_date=#{@start_date} maturity_date=#{@maturity_date} days_of_years=#{days_of_year} coupon=#{@coupon} coupon_frequency=#{coupon_frequency} face_value=#{@face_value} coupon_payment_dates=#{@coupon_payment_dates} pay_accrued_interest=#{@pay_accrued_interest} coupon_payment_dates_include_accrued_interest=#{@coupon_payment_dates_include_accrued_interest}"
       end
 
       def price(ytm, date, ex_coupon_date: nil, fees: 0)

data/lib/istox/version.rb

@@ -1,3 +1,3 @@
 module Istox
-  VERSION = '0.2.2'.freeze
+  VERSION = '0.2.3'.freeze
 end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: istox
 version: !ruby/object:Gem::Version
-  version: 0.2.2
+  version: 0.2.3
 platform: ruby
 authors:
 - Siong Leng