istox 0.1.94 → 0.1.95
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/lib/istox/quant/bond.rb +5 -4
- data/lib/istox/version.rb +1 -1
- metadata +2 -2
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
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---
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SHA256:
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-
metadata.gz:
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4
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-
data.tar.gz:
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3
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+
metadata.gz: eadc2878c739807c16ebc1252a460f1881a910d3626bf4c754e9de24793b7842
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4
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+
data.tar.gz: c81a31aa33e6e50d283a25036a84098aaef446926af5a5ef0cdb3f9a13857883
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SHA512:
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-
metadata.gz:
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-
data.tar.gz:
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+
metadata.gz: a26a64b83c378f9431fb81421794413328ff701b94e4911c644cf9d4b1b2f4e04875af350538a2405745b010e1192aedca3622d6729571683a6405873411e804
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7
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+
data.tar.gz: c9a789fc9076c32b3e25e362543e255cd7f85ea471d138638894c615ab887a4e2aaa503d8c426a8a93feeae421f6e4aa02d955d6f7066d2cbb7ad04ad2536330
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data/lib/istox/quant/bond.rb
CHANGED
@@ -18,16 +18,16 @@ module Istox
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raise "Invalid maturity_date #{maturity_date}" if (maturity_date.nil? || maturity_date.methods.include?("strftime"))
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raise "Invalid years #{years}" if (years.nil? || !is_number?(years))
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raise "Invalid coupon_frequency #{days_of_year}" if (coupon_frequency.nil? || !is_number?(coupon))
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-
raise "Invalid coupon_payment_dates #{coupon_payment_dates}" if (coupon_payment_dates.nil? || coupon_payment_dates.count == 0 || coupon_payment_dates.any? { |date| date > maturity_date })
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raise "Invalid coupon_payment_dates #{coupon_payment_dates}" if (coupon_payment_dates.nil? || coupon_payment_dates.count == 0 || coupon_payment_dates.any? { |date| date > maturity_date.to_date })
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raise "Invalid days_of_year #{days_of_year}" if (days_of_year != 365 && days_of_year != 360)
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@coupon = coupon.to_d
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-
@maturity_date = maturity_date
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+
@maturity_date = maturity_date.to_date
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@years = years
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@coupon_frequency = coupon_frequency.to_d
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@days_of_year = days_of_year.to_d
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@face_value = face_value
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-
@coupon_payment_dates = coupon_payment_dates.sort
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+
@coupon_payment_dates = coupon_payment_dates.map(&:to_date).sort
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@start_date = (@maturity_date-(years*12).to_i.months)
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end
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@@ -120,6 +120,7 @@ module Istox
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# end
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def price_for_irr(irr, date, ex_coupon_date: nil, fees: 0)
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date = date.to_date
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raise "Date is after maturity_date!" if date > @maturity_date
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if date <= @start_date
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date = @start_date
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@@ -187,7 +188,7 @@ module Istox
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end
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def first_coupon(date, ex_coupon_date)
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-
if @coupon_payment_dates.include?(date) || (!ex_coupon_date.nil? && date > ex_coupon_date)
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+
if @coupon_payment_dates.include?(date) || (!ex_coupon_date.nil? && date > ex_coupon_date.to_date)
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# if today is on coupon payment date, we won't include the coupon
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# as by default it's passing ex_coupon_date in our calculation
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# after ex coupon date, buyer won't receive next coupon
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data/lib/istox/version.rb
CHANGED
metadata
CHANGED
@@ -1,14 +1,14 @@
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--- !ruby/object:Gem::Specification
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name: istox
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version: !ruby/object:Gem::Version
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-
version: 0.1.
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version: 0.1.95
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platform: ruby
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authors:
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- Siong Leng
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autorequire:
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bindir: exe
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cert_chain: []
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-
date: 2019-
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+
date: 2019-11-18 00:00:00.000000000 Z
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dependencies:
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- !ruby/object:Gem::Dependency
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name: bunny
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