def calculate(self):
period_cal = period_util.calc_period_info(self.period, self.period_type, self.interest_rate)
self.period = period_cal['period']
self.interest_rate = period_cal['interest_rate']
if self.annuity is False:
return self.par_value * self.discount_rate()
else:
return self.par_value * Decimal((1 - self.discount_rate()) / (self.interest_rate / 100))
def calculate(self):
period_cal = period_util.calc_period_info(self.period,
self.period_type,
self.interest_rate)
self.period = period_cal['period']
self.interest_rate = period_cal['interest_rate']
if self.annuity is False:
return pow(1 + (self.interest_rate / 100),
self.period) * self.par_value
else:
upper_value = pow(1 + self.interest_rate / 100, self.period) - 1
return Decimal(self.par_value) * (
Decimal(upper_value) / Decimal(self.interest_rate / 100))
def price_bond(self):
ytm = self.interest_rate
coupon_period_cal = calc_period_info(self.period, self.period_type,
self.coupon / 100)
periods = coupon_period_cal['period']
interest_rate = coupon_period_cal['interest_rate'] * 100
dt = [(i + 1) / self.period_type for i in range(int(periods))]
if self.period_type == 6:
freq = 2
elif self.period_type == 12:
freq = 1
price = sum([interest_rate / (1 + ytm / freq)**periods
for t in dt]) + self.par_value / (1 + ytm / freq)**periods
return price
def calculate(self):
if self.coupon != 0:
coupon_period_cal = calc_period_info(self.period, self.period_type,
self.coupon / 100)
coupon_period = coupon_period_cal['interest_rate'] * self.par_value
coupon_pv = PresentValue(coupon_period, self.interest_rate,
self.period, self.period_type, True)
par_pv = PresentValue(self.par_value, self.interest_rate,
self.period, self.period_type, False)
return round(coupon_pv.calculate()) + round(par_pv.calculate())
else:
par_pv = PresentValue(self.par_value, self.interest_rate,
self.period, self.period_type, False)
return round(par_pv.calculate())
def cash_flow(coupon_rate, period, period_type=6, par_value=1000):
result = []
future_value = par_value
period_cal = calc_period_info(period, period_type, coupon_rate)
period_count = period_cal['period']
payment = (period_cal['interest_rate'] * future_value) / 100
temp = 1
while temp <= period_count - 1:
result.append(payment)
temp += 1
result.append(par_value + payment)
return result
def detail_calc_future_value(principal, interest_rate, period, period_type,
annuity):
detail = {'detailed_cash_flow': []}
period_cal = calc_period_info(period, period_type, interest_rate)
detail['period_count'] = period_cal['period']
detail['interest_rate'] = period_cal['interest_rate']
detail['present_value'] = principal
detail['annuity'] = annuity
temp = 1
while temp <= detail['period_count']:
future_value = Decimal(
FutureValue(principal, interest_rate, temp, period_type,
annuity).calculate())
detail['detailed_cash_flow'].append({
'period_count': temp,
'future_value': future_value
})
temp += 1
return detail