rupee 0.2.6 → 0.2.6.1

data/lib/rupee/day_count.rb

@@ -4,8 +4,6 @@ module Rupee
   # A class representing a day count convention used to determine cash flow
   # and accrual dates for fixed income products
   class DayCount
-    include FindInstance
-
     autoload :THIRTY_360,        "rupee/day_count/30_360"
     autoload :THIRTY_E_360,      "rupee/day_count/30e_360"
     autoload :THIRTY_E_360_ISDA, "rupee/day_count/30e_360_isda"
@@ -30,6 +28,8 @@ module Rupee
     end
 
     class << self
+      include FindInstance
+
       # The number of seconds in a day (a difference of <tt>1</tt> between two
       # dates in Ruby indicates a difference of one second)
       SECONDS_PER_DAY = 86_400.0

data/lib/rupee/{custom.rb → fixed_income.rb}

@@ -1,10 +1,8 @@
 module Rupee
-  # Under construction
-  #
-  # A custom security that allows the user to specify cash flows, discount
-  # curves, payout curves, calendars, currencies, daycounts, roll day
+  # A basic fixed income security that allows the user to specify cash flows,
+  # discount curves, payout curves, calendars, currencies, daycounts, roll day
   # conventions, etc.
-  class Custom < Security
+  class FixedIncome < Security
     # The security's business day convention
     attr :business_day
     # The calendar used for determining holidays
@@ -49,13 +47,16 @@ module Rupee
     #   * <tt>:act_365</tt> - Act/365
     #   * <tt>:act_act</tt> - Act/Act
     #
+    # For example, the following security types can be created (although not
+    # currently priced or anything useful like that):
+    #
     #   require "rupee"
     #
     #   # A typical pay-fixed bond
-    #   bond = Rupee::Custom.new
+    #   bond = Rupee::FixedIncome.new
     #
     #   # A typical yen LIBOR security
-    #   bond = Rupee::Custom.new :calendar => :japan, :currency => :yen,
+    #   bond = Rupee::FixedIncome.new :calendar => :japan, :currency => :yen,
     #     :day_count => :act_365
     def initialize(opts = {})
       opts = {
@@ -75,7 +76,7 @@ module Rupee
       @business_day = BusinessDay.find(business_day)
     end
 
-    def calendar=(calendar) # :nodoc:
+    def calendar=(calendar)  # :nodoc:
       @calendar = Calendar.find(calendar)
     end
 

data/lib/rupee/version.rb

@@ -1,4 +1,4 @@
 module Rupee
   # The current version
-  VERSION = "0.2.6"
+  VERSION = "0.2.6.1"
 end

data/lib/rupee.rb

@@ -21,7 +21,7 @@ module Rupee
   autoload :Benchmark,   "rupee/benchmark"
   autoload :BusinessDay, "rupee/business_day"
   autoload :Calendar,    "rupee/calendar"
-  autoload :Custom,      "rupee/custom"
+  autoload :FixedIncome, "rupee/fixed_income"
   autoload :Call,        "rupee/option"
   autoload :Currency,    "rupee/currency"
   autoload :DayCount,    "rupee/day_count"

data/spec/ruby/fixed_income_spec.rb

@@ -0,0 +1,7 @@
+require File.dirname(__FILE__) + "/../spec_helper"
+
+describe FixedIncome do
+  it "should be able to instantiate a basic fixed income product" do
+    lambda { FixedIncome.new }.should_not raise_error
+  end
+end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: rupee
 version: !ruby/object:Gem::Version
-  version: 0.2.6
+  version: 0.2.6.1
   prerelease: 
 platform: ruby
 authors:
@@ -13,7 +13,7 @@ date: 2011-10-03 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
-  requirement: &77429770 !ruby/object:Gem::Requirement
+  requirement: &82312150 !ruby/object:Gem::Requirement
     none: false
     requirements:
     - - ~>
@@ -21,10 +21,10 @@ dependencies:
         version: '1.0'
   type: :development
   prerelease: false
-  version_requirements: *77429770
+  version_requirements: *82312150
 - !ruby/object:Gem::Dependency
   name: rspec
-  requirement: &77429500 !ruby/object:Gem::Requirement
+  requirement: &82311900 !ruby/object:Gem::Requirement
     none: false
     requirements:
     - - ~>
@@ -32,10 +32,10 @@ dependencies:
         version: '2.0'
   type: :development
   prerelease: false
-  version_requirements: *77429500
+  version_requirements: *82311900
 - !ruby/object:Gem::Dependency
   name: sdoc
-  requirement: &77429260 !ruby/object:Gem::Requirement
+  requirement: &82311670 !ruby/object:Gem::Requirement
     none: false
     requirements:
     - - ~>
@@ -43,7 +43,7 @@ dependencies:
         version: '0.3'
   type: :development
   prerelease: false
-  version_requirements: *77429260
+  version_requirements: *82311670
 description: ! "                      rupee aims to provide user-friendly tools for
   use in\n                      financial gems and applications.\n"
 email:
@@ -83,7 +83,6 @@ files:
 - lib/rupee/currency/gbp.rb
 - lib/rupee/currency/jpy.rb
 - lib/rupee/currency/usd.rb
-- lib/rupee/custom.rb
 - lib/rupee/day_count.rb
 - lib/rupee/day_count/30_360.rb
 - lib/rupee/day_count/30e+_360.rb
@@ -92,6 +91,7 @@ files:
 - lib/rupee/day_count/act_360.rb
 - lib/rupee/day_count/act_365.rb
 - lib/rupee/day_count/act_act.rb
+- lib/rupee/fixed_income.rb
 - lib/rupee/mixins/find_instance.rb
 - lib/rupee/option.rb
 - lib/rupee/quote.rb
@@ -111,6 +111,7 @@ files:
 - spec/ruby/calendar_spec.rb
 - spec/ruby/currency_spec.rb
 - spec/ruby/day_count_spec.rb
+- spec/ruby/fixed_income_spec.rb
 - spec/ruby/generic_spec.rb
 - spec/ruby/quote_spec.rb
 - spec/ruby/source_spec.rb
@@ -151,6 +152,7 @@ test_files:
 - spec/ruby/calendar_spec.rb
 - spec/ruby/currency_spec.rb
 - spec/ruby/day_count_spec.rb
+- spec/ruby/fixed_income_spec.rb
 - spec/ruby/generic_spec.rb
 - spec/ruby/quote_spec.rb
 - spec/ruby/source_spec.rb