istox 0.2.3 → 0.2.4
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- checksums.yaml +4 -4
- data/lib/istox/quant/bond.rb +7 -0
- data/lib/istox/version.rb +1 -1
- metadata +2 -2
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
|
|
1
1
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---
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2
2
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SHA256:
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3
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-
metadata.gz:
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4
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-
data.tar.gz:
|
3
|
+
metadata.gz: 5d4f2a0587825e06d3ff6a6a3ad516f20b90f1ca7e59e11d686b03c892b8c441
|
4
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+
data.tar.gz: 3b6f8c0f67615b5165f9030343e0713f2b4562109632f93306ebb6a412d87aeb
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5
5
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SHA512:
|
6
|
-
metadata.gz:
|
7
|
-
data.tar.gz:
|
6
|
+
metadata.gz: 6fb65f68fed5082be9d4b8ecd73547a06cc77224baf3e57296974768351127c0d39dc51d063c7855d38921bb7ca4925a1edd36eb097747ceb7da83bd1568379f
|
7
|
+
data.tar.gz: 0be64c5925913cd5fad7242bc0604bf2f553f3d69a5969c1d3165571967d570d8cd2380d8b57b9e15b1af230b2c2f8a516c0bdd59ce59b9a8f9688d948b7406c
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data/lib/istox/quant/bond.rb
CHANGED
@@ -73,6 +73,11 @@ module Istox
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73
73
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end
|
74
74
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|
75
75
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def ytm(date, ex_coupon_date: nil, price: 100, fees: 0, approximation_error: DEFAULT_APPROXIMATION_ERROR)
|
76
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+
if !is_zero_coupon? && price == @face_value && date <= @start_date
|
77
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+
# for non zero coupon bond, if price is face value and date is at or before start date
|
78
|
+
# YTM is simply the coupon rate
|
79
|
+
return @coupon
|
80
|
+
end
|
76
81
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ytm_down, ytm_up = ytm_limits(price, date, ex_coupon_date: ex_coupon_date, fees: fees)
|
77
82
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approximate_ytm(ytm_down, ytm_up, price, date, ex_coupon_date: ex_coupon_date, fees: fees, approximation_error: approximation_error)
|
78
83
|
end
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@@ -292,6 +297,8 @@ module Istox
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|
292
297
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previous_coupon_date = @coupon_payment_dates.last
|
293
298
|
end
|
294
299
|
end
|
300
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+
|
301
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+
return previous_coupon_date
|
295
302
|
end
|
296
303
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|
297
304
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def first_coupon_factor
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data/lib/istox/version.rb
CHANGED
metadata
CHANGED
@@ -1,14 +1,14 @@
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|
1
1
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--- !ruby/object:Gem::Specification
|
2
2
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name: istox
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 0.2.
|
4
|
+
version: 0.2.4
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- Siong Leng
|
8
8
|
autorequire:
|
9
9
|
bindir: exe
|
10
10
|
cert_chain: []
|
11
|
-
date: 2021-
|
11
|
+
date: 2021-04-08 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: amazing_print
|