istox 0.2.4 → 0.2.4.1

checksums.yaml

@@ -1,7 +1,7 @@
 ---
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data/lib/istox/quant/bond.rb

@@ -190,7 +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
@@ -198,7 +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

data/lib/istox/version.rb

@@ -1,3 +1,3 @@
 module Istox
-  VERSION = '0.2.4'.freeze
+  VERSION = '0.2.4.1'.freeze
 end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: istox
 version: !ruby/object:Gem::Version
-  version: 0.2.4
+  version: 0.2.4.1
 platform: ruby
 authors:
 - Siong Leng