istox 0.1.94 → 0.1.95

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
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-  data.tar.gz: a8912b96ea64951023d686bdcc7429912c754156bbed14d2144d59d23c837619
+  metadata.gz: eadc2878c739807c16ebc1252a460f1881a910d3626bf4c754e9de24793b7842
+  data.tar.gz: c81a31aa33e6e50d283a25036a84098aaef446926af5a5ef0cdb3f9a13857883
 SHA512:
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-  data.tar.gz: 99476cf586495b78e5de3d52590f40aa3ae1d823e901a96643b8ee2d098b4e5e9e955640a6ba220ad875907df2a59119e8c1938c42fb1fe4612b00c1fe8426fe
+  metadata.gz: a26a64b83c378f9431fb81421794413328ff701b94e4911c644cf9d4b1b2f4e04875af350538a2405745b010e1192aedca3622d6729571683a6405873411e804
+  data.tar.gz: c9a789fc9076c32b3e25e362543e255cd7f85ea471d138638894c615ab887a4e2aaa503d8c426a8a93feeae421f6e4aa02d955d6f7066d2cbb7ad04ad2536330

data/lib/istox/quant/bond.rb

@@ -18,16 +18,16 @@ module Istox
         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))
         raise "Invalid coupon_frequency #{days_of_year}" if (coupon_frequency.nil? || !is_number?(coupon))
-        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 })
+        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 })
         raise "Invalid days_of_year #{days_of_year}" if (days_of_year != 365 && days_of_year != 360)
 
         @coupon               = coupon.to_d
-        @maturity_date        = maturity_date
+        @maturity_date        = maturity_date.to_date
         @years                = years
         @coupon_frequency     = coupon_frequency.to_d
         @days_of_year         = days_of_year.to_d
         @face_value           = face_value
-        @coupon_payment_dates = coupon_payment_dates.sort
+        @coupon_payment_dates = coupon_payment_dates.map(&:to_date).sort
         @start_date           = (@maturity_date-(years*12).to_i.months)
       end
 
@@ -120,6 +120,7 @@ module Istox
       # end
 
       def price_for_irr(irr, date, ex_coupon_date: nil, fees: 0)
+        date = date.to_date
         raise "Date is after maturity_date!" if date > @maturity_date
         if date <= @start_date
           date = @start_date
@@ -187,7 +188,7 @@ module Istox
       end
 
       def first_coupon(date, ex_coupon_date)
-        if @coupon_payment_dates.include?(date) || (!ex_coupon_date.nil? && date > ex_coupon_date)
+        if @coupon_payment_dates.include?(date) || (!ex_coupon_date.nil? && date > ex_coupon_date.to_date)
           # if today is on coupon payment date, we won't include the coupon 
           # as by default it's passing ex_coupon_date in our calculation
           # after ex coupon date, buyer won't receive next coupon

data/lib/istox/version.rb

@@ -1,3 +1,3 @@
 module Istox
-  VERSION = '0.1.94'.freeze
+  VERSION = '0.1.95'.freeze
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: istox
 version: !ruby/object:Gem::Version
-  version: 0.1.94
+  version: 0.1.95
 platform: ruby
 authors:
 - Siong Leng
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2019-10-25 00:00:00.000000000 Z
+date: 2019-11-18 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bunny