def main():
#with open( sys.argv[1] ) as jsonFile:
#data = json.load( jsonFileName )
#test_jsonFileOpen( sys.argv[1] )
inputData = cb.jsonFileOpen( sys.argv[1] )
# check valid inputs
if cb.inputChecker( inputData ) > 0:
return 1
#first calculate coupon payment
couponPay = cb.singleCouponPayment( inputData['parAmount'], inputData[ 'coupon' ], inputData[ 'couponFrequency' ] )
# calculate total number of periods
totalPeriods = inputData[ 'yearsUntilMaturity' ] * inputData[ 'couponFrequency' ]
# convert yield curve to two arrays for yield interpolation/extrapolation
tenorArr, yieldArr = cb.dictToArr( inputData[ 'yieldCurve' ] )
# calculate bond yield from yield curve, return value in percentage.
bondYield = cb.bondYieldCalc(tenorArr, yieldArr, inputData[ 'yearsUntilMaturity' ] )
# convert bondYield to decimal value
bondYield/=100
# calculate discounted coupon value
discountCouponTot = cb.couponVal( couponPay, totalPeriods, bondYield, inputData[ 'couponFrequency' ], inputData[ 'couponTiming' ] )
# calculate discounted bond value
discountBondVal = cb.bondValCalc( inputData[ 'parAmount' ], bondYield, inputData[ 'couponFrequency' ], totalPeriods )
#add output of couponVal && bondVal to get present val
presentVal = discountCouponTot + discountBondVal
# print output
print( '%.4f'%presentVal )
def test_couponVal_ZeroPeriod_End(self):
self.assertEqual(float('%.4f' % cb.couponVal(15.0, 0, 0.01, 2, 'end')),
0.0000)
def test_couponVal_End(self):
self.assertEqual(float('%.4f' % cb.couponVal(15.0, 4, 0.01, 2, 'end')),
59.2574)
def test_couponVal_ZeroPeriod_Start(self):
self.assertEqual(
float('%.4f' % cb.couponVal(15.0, 0, 0.01, 2, 'start')), 0.0000)
def test_couponVal_Start(self):
self.assertEqual(
float('%.4f' % cb.couponVal(15.0, 4, 0.01, 2, 'start')), 59.5537)