istox 0.2.3 → 0.2.4

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
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+  metadata.gz: 5d4f2a0587825e06d3ff6a6a3ad516f20b90f1ca7e59e11d686b03c892b8c441
+  data.tar.gz: 3b6f8c0f67615b5165f9030343e0713f2b4562109632f93306ebb6a412d87aeb
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+  data.tar.gz: 0be64c5925913cd5fad7242bc0604bf2f553f3d69a5969c1d3165571967d570d8cd2380d8b57b9e15b1af230b2c2f8a516c0bdd59ce59b9a8f9688d948b7406c

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
@@ -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'.freeze
+  VERSION = '0.2.4'.freeze
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: istox
 version: !ruby/object:Gem::Version
-  version: 0.2.3
+  version: 0.2.4
 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