Update bond.py to allow to define the BusDayAdjustTypes and DateGenRu… #154
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…leTypes from financepy.utils import * from financepy.products.bonds import * from financepy.market.curves import * accrual_type, frequencyType, settlementDays, exDiv, calendar = get_bond_market_conventions(BondMarkets.AZERBAIJAN) # Azerbaijan in will be in another PR issueDt= Date(24,2,2021) settleDt = Date(6,2,2023) coupon = 7.5/100 maturityDt= Date(20,2,2024) bond = Bond(issueDt, maturityDt, coupon, frequencyType, accrual_type, date_gen_rule_type=DateGenRuleTypes.FORWARD) bond.print_coupon_dates(settleDt) #24-AUG-2021 3.75 #24-FEB-2022 3.75 #24-AUG-2022 3.75 #24-FEB-2023 3.75 #24-AUG-2023 3.75 #20-FEB-2024 103.75 #The last coupon amount is wrong, but it is another issue.
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Hi - the unit tests fail. You need to initialise the busdayadjustyypes and dategenrules as members of the bond class. |
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…leTypes
accrual_type, frequencyType, settlementDays, exDiv, calendar = get_bond_market_conventions(BondMarkets.AZERBAIJAN) # Azerbaijan country will be in another PRbond = Bond(issueDt, maturityDt, coupon, frequencyType, accrual_type, date_gen_rule_type=DateGenRuleTypes.FORWARD) bond.print_coupon_dates(issueDt)#24-AUG-2021 3.75
#24-FEB-2022 3.75
#24-AUG-2022 3.75
#24-FEB-2023 3.75
#24-AUG-2023 3.75
#20-FEB-2024 103.75
#The last coupon amount is wrong, but it is another issue.