istox 0.2.3.pre.1 → 0.2.4.1

checksums.yaml

@@ -1,7 +1,7 @@
 ---
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-  data.tar.gz: 357cf1556b389dfc212ad5521f0e674ba58053fa2a4111183574e921ddbc85b4
+  metadata.gz: c7966045ae225d89f6881853faebfc2b9ac826053964d27f1d79a1870be301da
+  data.tar.gz: ddaf8c7cfcbf15d62d7d5ec739593c2b1f5b93e80d502c852a14c852941b03a0
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+  data.tar.gz: eb784318e41850201bd1bfbac812d7d153959141385cb9e01fe7071948e648e46b6fd240e912bd62670b7de9ea6f1eca6a5be75e7731a6ba2cdfede8e7a8b13b

data/lib/istox/helpers/messaging.rb

@@ -93,7 +93,6 @@ module Istox
       # sample template data, it should be an array
       # [{
       #    email: email,
-      #    sid: xxxxx,
       #    istoxP1: auth.first_name,
       #    <more other sample template attributes>: <other sample template data>,
       # }]
@@ -138,8 +137,7 @@ module Istox
             else
               # if it is a object hash
               # {
-              #     email: xxxx,
-              #     sid: xxxx,
+              #     email: xxxx
               #     params: {
               #       istoxP1: xxxx,
               #       istoxP2: xxxx
@@ -148,7 +146,6 @@ module Istox
               next unless ce[:email].present?
 
               copy_email_data[:email] = ce[:email]
-              copy_email_data[:sid] = ce[:sid]
               copy_email_data = copy_email_data.merge(ce[:params])
             end
 

data/lib/istox/quant/bond.rb

@@ -73,6 +73,11 @@ module Istox
       end
 
       def ytm(date, ex_coupon_date: nil, price: 100, fees: 0, approximation_error: DEFAULT_APPROXIMATION_ERROR)
+        if !is_zero_coupon? && price == @face_value && date <= @start_date
+          # for non zero coupon bond, if price is face value and date is at or before start date
+          # YTM is simply the coupon rate
+          return @coupon
+        end
         ytm_down, ytm_up = ytm_limits(price, date, ex_coupon_date: ex_coupon_date, fees: fees)
         approximate_ytm(ytm_down, ytm_up, price, date, ex_coupon_date: ex_coupon_date, fees: fees, approximation_error: approximation_error)
       end
@@ -185,7 +190,7 @@ module Istox
           if @pay_accrued_interest
             # accrued interest + face value discounted to the current date
             discounted_accrued_interest = 0
-            if ex_coupon_date.nil? || ex_coupon_date == @maturity_date
+            if ex_coupon_date.nil? || date < ex_coupon_date
               discounted_accrued_interest = @coupon*@face_value*accrued_interest_factor*discount_factor
             end
             discounted_face_value = @face_value*discount_factor
@@ -193,7 +198,7 @@ module Istox
             return price
           else
             discounted_last_coupon = 0
-            if ex_coupon_date.nil? || ex_coupon_date == @maturity_date
+            if ex_coupon_date.nil? || date < ex_coupon_date
               discounted_last_coupon = @coupon*@face_value/@coupon_frequency*discount_factor
             end
             discounted_face_value = @face_value*discount_factor
@@ -292,6 +297,8 @@ module Istox
             previous_coupon_date = @coupon_payment_dates.last
           end
         end
+
+        return previous_coupon_date
       end
 
       def first_coupon_factor

data/lib/istox/version.rb

@@ -1,3 +1,3 @@
 module Istox
-  VERSION = '0.2.3-1'.freeze
+  VERSION = '0.2.4.1'.freeze
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: istox
 version: !ruby/object:Gem::Version
-  version: 0.2.3.pre.1
+  version: 0.2.4.1
 platform: ruby
 authors:
 - Siong Leng
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2021-03-30 00:00:00.000000000 Z
+date: 2021-04-08 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: amazing_print
@@ -542,9 +542,9 @@ required_ruby_version: !ruby/object:Gem::Requirement
       version: '0'
 required_rubygems_version: !ruby/object:Gem::Requirement
   requirements:
-  - - ">"
+  - - ">="
     - !ruby/object:Gem::Version
-      version: 1.3.1
+      version: '0'
 requirements: []
 rubygems_version: 3.0.6
 signing_key: