| com.nodelab.interest | |
com.nodelab.0.10188
Instance of Type
Inheriting from Calculator
This calculator calculates the theoretical value of a bond, based on the yield. It displays clean and dirty price, delta, duration, modified duration and convexity.
| Type data | Value |
| org.uninode.Type.displayPattern | a {att:org.uninode.Node.type} |
| org.uninode.Resource.resourceType | |
| org.uninode.Resource.label | |
| org.uninode.Resource.resourceOf | List{} |
| org.uninode.Listable.resources | Reference[org.uninode.Listable.resources] of com.nodelab.interest.YieldPricing |
| Attribute summary | Defined in | Uninode® Id | Properties | Default | |
| Reference[org.uninode.Listable.resources] | resources | Listable | org.uninode.0.2001 | type | |
| String | toString This is the display string. | Node | org.uninode.0.102 | ||
| Type | type The type of an object determines the behaviour and attributes of the object. | Node | org.uninode.0.101 | ||
| String | uri | Node | org.uninode.0.103 | ||
| String | label | Resource | org.uninode.0.2041 | type | |
| List[Type] | resourceOf | Resource | org.uninode.0.2042 | type | |
| Signature | resourceType This defines the type of resource. It can be 'view', 'adapter' or 'action' | Resource | org.uninode.0.2043 | type | |
| Script summary |
com.nodelab.0.10389/*
BaliCalculator subclass: #BaliCalcYieldPricing
instanceVariableNames: 'zeroCouponYield break zeroCouponYieldText couponRate duration rate convexity delta settlementText modDuration settlement interestType cleanPrice dirtyPrice '
classVariableNames: ''
poolDictionaries: ''
category: 'Bali'!
!BaliCalcYieldPricing methodsFor: 'actions'!
calculate
| source interest modDate |
(source := self firstSource) isNil ifTrue: [^self message: 'No source'].
(source isKindOf: BaliYield) ifFalse: [^self message: 'Not a yield'].
self zeroCouponYield: source.
self date: self display dimHistory focus.
self date isNil ifTrue: [^nil].
modDate := self date addYears: source maturityOffset.
self settlement: self settlement.
self interestType value = #tbill
ifTrue: [interest := BaliSecTBill new]
ifFalse: [interest := BaliSecBond new].
interest settlementDays: self settlement.
self rate value: (interest
zeroCouponRate: self zeroCouponYield
at: modDate
maturity: self maturity
coupon: self couponRate value asDouble).
(self rate value isNil or: [(interest isKindOf: BaliSecBond) not]) ifTrue: [
self cleanPrice value: nil.
self dirtyPrice value: nil.
self delta value: nil.
self duration value: nil.
self modDuration value: nil.
self convexity value: nil.
^nil].
self cleanPrice value: (interest
cleanPriceAt: modDate
maturity: self maturity
rate: self rate value asDouble
coupon: self couponRate value asDouble).
self dirtyPrice value: (interest
dirtyPriceAt: modDate
maturity: self maturity
rate: self rate value asDouble
coupon: self couponRate value asDouble).
self delta value: (interest
deltaAt: modDate
maturity: self maturity
rate: self rate value asDouble
coupon: self couponRate value asDouble).
self duration value: (interest
durationAt: modDate
maturity: self maturity
rate: self rate value asDouble
coupon: self couponRate value asDouble).
self modDuration value: (interest
modDurationAt: modDate
maturity: self maturity
rate: self rate value asDouble
coupon: self couponRate value asDouble).
self convexity value: (interest
convexityAt: modDate
maturity: self maturity
rate: self rate value asDouble
coupon: self couponRate value asDouble).!
changeMaturity
self maturity: (BaliTime fromString: self maturityText value).
self reset.!
decSettlement
(self settlement > 1) ifTrue: [
self settlement: (self settlement - 1).
self calculate].!
incSettlement
self settlement: self settlement + 1.
self calculate!
message: aString
self dateText value: aString.
self zeroCouponYieldText value: ''.
self maturityText value: ''.
self rate value: 0! !
!BaliCalcYieldPricing methodsFor: 'aspects'!
break
^break!
break: years
break := years!
cleanPrice
"This method was generated by UIDefiner. Any edits made here
may be lost whenever methods are automatically defined. The
initialization provided below may have been preempted by an
initialize method."
^cleanPrice isNil
ifTrue:
[cleanPrice := 0 asValue]
ifFalse:
[cleanPrice]!
convexity
"This method was generated by UIDefiner. Any edits made here
may be lost whenever methods are automatically defined. The
initialization provided below may have been preempted by an
initialize method."
^convexity isNil
ifTrue:
[convexity := 0 asValue]
ifFalse:
[convexity]!
couponRate
"This method was generated by UIDefiner. Any edits made here
may be lost whenever methods are automatically defined. The
initialization provided below may have been preempted by an
initialize method."
^couponRate isNil
ifTrue:
[couponRate := 0 asValue]
ifFalse:
[couponRate]!
date
^self display dimHistory focus!
date: aBaliTime
self display dimHistory focus: aBaliTime.!
dateText
^self display dimHistory focusHolder!
delta
"This method was generated by UIDefiner. Any edits made here
may be lost whenever methods are automatically defined. The
initialization provided below may have been preempted by an
initialize method."
^delta isNil
ifTrue:
[delta := 0 asValue]
ifFalse:
[delta]!
dirtyPrice
"This method was generated by UIDefiner. Any edits made here
may be lost whenever methods are automatically defined. The
initialization provided below may have been preempted by an
initialize method."
^dirtyPrice isNil
ifTrue:
[dirtyPrice := 0 asValue]
ifFalse:
[dirtyPrice]!
duration
"This method was generated by UIDefiner. Any edits made here
may be lost whenever methods are automatically defined. The
initialization provided below may have been preempted by an
initialize method."
^duration isNil
ifTrue:
[duration := 0 asValue]
ifFalse:
[duration]!
interestType
"This method was generated by UIDefiner. Any edits made here
may be lost whenever methods are automatically defined. The
initialization provided below may have been preempted by an
initialize method."
^interestType isNil
ifTrue:
[interestType := #bond asValue]
ifFalse:
[interestType]!
maturity
^self display dimMaturity focusDate!
maturity: aBaliTime
self display dimMaturity focusDate: aBaliTime.!
maturityText
^self display dimMaturity focusHolder!
modDuration
"This method was generated by UIDefiner. Any edits made here
may be lost whenever methods are automatically defined. The
initialization provided below may have been preempted by an
initialize method."
^modDuration isNil
ifTrue:
[modDuration := 0 asValue]
ifFalse:
[modDuration]!
rate
"This method was generated by UIDefiner. Any edits made here
may be lost whenever methods are automatically defined. The
initialization provided below may have been preempted by an
initialize method."
^rate isNil
ifTrue:
[rate := 0 asValue]
ifFalse:
[rate]!
settlement
settlement isNil ifTrue: [^settlement := 3].
^settlement!
settlement: aNumber
settlement := aNumber.
self settlementText value:
((self settlementDate printType: #day) , ' (' , self settlement printString , ')').!
settlementDate
^(self date addYears: self firstSource maturityOffset) settlement: self settlement!
settlementText
^settlementText isNil
ifTrue:
[settlementText := String new asValue]
ifFalse:
[settlementText]!
zeroCouponYield
^zeroCouponYield!
zeroCouponYield: aBaliYield
zeroCouponYield := aBaliYield.
self zeroCouponYieldText value: aBaliYield printString.!
zeroCouponYieldText
"This method was generated by UIDefiner. Any edits made here
may be lost whenever methods are automatically defined. The
initialization provided below may have been preempted by an
initialize method."
^zeroCouponYieldText isNil
ifTrue:
[zeroCouponYieldText := String new asValue]
ifFalse:
[zeroCouponYieldText]! !
"-- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- "!
BaliCalcYieldPricing class
instanceVariableNames: ''!
!BaliCalcYieldPricing class methodsFor: 'interface specs'!
windowSpec
"UIPainter new openOnClass: self andSelector: #windowSpec"
^#(#FullSpec
#window:
#(#WindowSpec
#label: 'Bond Evaluator'
#min: #(#Point 189 315 )
#max: #(#Point 388 372 )
#bounds: #(#Rectangle 274 493 468 831 )
#colors:
#(#LookPreferences
#setForegroundColor: #(#ColorValue #black )
#setBackgroundColor: #(#ColorValue 6143 7167 8191 )
#setSelectionForegroundColor: #(#ColorValue #black )
#setSelectionBackgroundColor: #(#ColorValue 4915 4915 4915 )
#setBorderColor: #(#ColorValue #black ) )
#isEventDriven: true )
#component:
#(#SpecCollection
#collection: #(
#(#LabelSpec
#layout: #(#Point 3 109 )
#label: 'Coupon' )
#(#InputFieldSpec
#layout: #(#Rectangle 58 107 123 133 )
#colors:
#(#LookPreferences
#setBackgroundColor: #(#ColorValue #white ) )
#model: #couponRate
#callbacksSpec:
#(#UIEventCallbackSubSpec
#valueChangeSelector: #calculate )
#type: #number )
#(#InputFieldSpec
#layout: #(#Rectangle 5 3 188 27 )
#colors:
#(#LookPreferences
#setBackgroundColor: #(#ColorValue 7167 7679 8191 ) )
#model: #zeroCouponYieldText
#tabable: false
#alignment: #center
#isReadOnly: true )
#(#LabelSpec
#layout: #(#Point 4 82 )
#label: 'Maturity' )
#(#InputFieldSpec
#layout: #(#Rectangle 58 80 188 105 )
#colors:
#(#LookPreferences
#setBackgroundColor: #(#ColorValue #white ) )
#model: #maturityText
#callbacksSpec:
#(#UIEventCallbackSubSpec
#valueChangeSelector: #changeMaturity )
#tabable: false
#isReadOnly: false )
#(#LabelSpec
#layout: #(#Point 4 30 )
#label: ' date' )
#(#InputFieldSpec
#layout: #(#Rectangle 58 31 188 53 )
#colors:
#(#LookPreferences
#setBackgroundColor: #(#ColorValue 7700 7700 7700 ) )
#model: #dateText
#tabable: false
#isReadOnly: true )
#(#InputFieldSpec
#layout: #(#Rectangle 90 190 188 212 )
#colors:
#(#LookPreferences
#setBackgroundColor: #(#ColorValue 7700 7700 7700 ) )
#model: #rate
#tabable: false
#isReadOnly: true
#type: #number
#formatString: '0.0000' )
#(#InputFieldSpec
#layout: #(#Rectangle 90 286 188 308 )
#colors:
#(#LookPreferences
#setBackgroundColor: #(#ColorValue 7700 7700 7700 ) )
#model: #duration
#tabable: false
#isReadOnly: true
#type: #number
#formatString: '0.000' )
#(#LabelSpec
#layout: #(#Point 6 288 )
#label: ' duration' )
#(#DividerSpec
#layout: #(#LayoutFrame 5 0 177 0 -5 1 181 0 ) )
#(#LabelSpec
#layout: #(#Point 4 192 )
#label: 'Theor. Bid' )
#(#InputFieldSpec
#layout: #(#Rectangle 126 109 175 130 )
#flags: 0
#model: #couponRate
#tabable: false
#isReadOnly: true
#type: #number )
#(#InputFieldSpec
#layout: #(#Rectangle 90 336 188 359 )
#colors:
#(#LookPreferences
#setBackgroundColor: #(#ColorValue 7700 7700 7700 ) )
#model: #convexity
#tabable: false
#isReadOnly: true
#type: #number
#formatString: '0.000' )
#(#LabelSpec
#layout: #(#Point 5 336 )
#label: 'Convexity' )
#(#LabelSpec
#layout: #(#Point 5 263 )
#label: ' delta' )
#(#InputFieldSpec
#layout: #(#Rectangle 90 262 188 284 )
#colors:
#(#LookPreferences
#setBackgroundColor: #(#ColorValue 7700 7700 7700 ) )
#model: #delta
#tabable: false
#isReadOnly: true
#type: #number
#formatString: '0.0' )
#(#InputFieldSpec
#layout: #(#Rectangle 58 55 151 78 )
#colors:
#(#LookPreferences
#setBackgroundColor: #(#ColorValue 7700 7700 7700 ) )
#model: #settlementText
#tabable: false
#isReadOnly: true )
#(#LabelSpec
#layout: #(#Point 5 58 )
#label: 'Settl.' )
#(#LabelSpec
#layout: #(#Point 4 312 )
#label: 'Mod. Duration' )
#(#InputFieldSpec
#layout: #(#Rectangle 90 311 188 334 )
#colors:
#(#LookPreferences
#setBackgroundColor: #(#ColorValue 7700 7700 7700 ) )
#model: #modDuration
#tabable: false
#isReadOnly: true
#type: #number
#formatString: '0.000' )
#(#ActionButtonSpec
#layout: #(#Rectangle 153 56 189 65 )
#flags: 0
#model: #incSettlement
#tabable: false
#label: '+'
#defaultable: true )
#(#ActionButtonSpec
#layout: #(#Rectangle 153 68 189 77 )
#flags: 0
#model: #decSettlement
#tabable: false
#label: '-'
#defaultable: true )
#(#RadioButtonSpec
#layout: #(#Point 54 132 )
#model: #interestType
#callbacksSpec:
#(#UIEventCallbackSubSpec
#valueChangeSelector: #calculate )
#tabable: false
#label: 'Bond'
#select: #bond )
#(#RadioButtonSpec
#layout: #(#Point 54 150 )
#model: #interestType
#callbacksSpec:
#(#UIEventCallbackSubSpec
#valueChangeSelector: #calculate )
#tabable: false
#label: 'T-bill'
#select: #tbill )
#(#ArbitraryComponentSpec
#layout: #(#LayoutFrame -28 1 166 0 -5 1 190 0 )
#flags: 0
#component: #logotype )
#(#LabelSpec
#layout: #(#Point 4 216 )
#label: 'Clean Price' )
#(#InputFieldSpec
#layout: #(#Rectangle 90 214 188 236 )
#colors:
#(#LookPreferences
#setBackgroundColor: #(#ColorValue 7700 7700 7700 ) )
#model: #cleanPrice
#tabable: false
#isReadOnly: true
#type: #number
#formatString: '0.000' )
#(#LabelSpec
#layout: #(#Point 4 240 )
#label: ' dirty Price' )
#(#InputFieldSpec
#layout: #(#Rectangle 90 238 188 260 )
#colors:
#(#LookPreferences
#setBackgroundColor: #(#ColorValue 7700 7700 7700 ) )
#model: #dirtyPrice
#tabable: false
#isReadOnly: true
#type: #number
#formatString: '0.000000' ) ) ) )! !
*/ |