Class: FinModeling::Rate

Inherits:
Object
  • Object
show all
Defined in:
lib/finmodeling/rate.rb

Direct Known Subclasses

DiscountRate

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(value) ⇒ Rate

Returns a new instance of Rate.



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# File 'lib/finmodeling/rate.rb', line 5

def initialize(value)
  @value = value
end

Instance Attribute Details

#value ⇒ Object (readonly)

Returns the value of attribute value.



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# File 'lib/finmodeling/rate.rb', line 3

def value
  @value
end

Instance Method Details

#annualize(from_days = 365, to_days = 365) ⇒ Object 



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# File 'lib/finmodeling/rate.rb', line 9

def annualize(from_days=365, to_days=365)
  ((1.0 + @value)**(to_days.to_f/from_days.to_f)) - 1.0
end

#quarterly_to_yearly ⇒ Object 



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# File 'lib/finmodeling/rate.rb', line 17

def quarterly_to_yearly
  annualize(from_days=365.0/4.0, to_days=365.0)
end

#yearly_to_quarterly ⇒ Object 



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# File 'lib/finmodeling/rate.rb', line 13

def yearly_to_quarterly
  annualize(from_days=365.0, to_days=365.0/4.0)
end