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refactor(fi): example code (#38)
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-7
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.github/workflows/CI.yml

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@@ -17,10 +17,10 @@ jobs:
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steps:
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- uses: actions/checkout@v2
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- name: Set up Python 3.4
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- name: Set up Python 3.6
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uses: actions/setup-python@v2
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with:
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python-version: 3.4
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python-version: 3.6
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- name: Build and install new SDK
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run: |

examples/fi_example.py

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@@ -50,14 +50,30 @@ def main():
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"Yield to No Call",
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"OAS",
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"Effective Duration",
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"Effective Convexity"]
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security1 = FISecurity("Price", 100.285, 10000.0, "912828ZG8", "20201202", "UST")
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security2 = FISecurity("Price", 101.138, 200000.0, "US037833AR12", "20201203", "UST")
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"Effective Convexity",
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"CF Coupon"]
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security1 = FISecurity(
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calc_from_method = "Price",
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calc_from_value = 100.285,
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face = 10000.0,
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symbol = "912828ZG8",
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settlement_date = "20201202",
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discount_curve = "UST"
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)
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security2 = FISecurity(
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calc_from_method = "Price",
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calc_from_value = 101.138,
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face = 200000.0,
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symbol = "US037833AR12",
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settlement_date = "20201203",
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discount_curve = "UST"
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)
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securities = [security1, security2]
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jobSettings = FIJobSettings("20201201")
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jobSettings = FIJobSettings(yield_curve_date = "20201201",
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partial_duration_months = [1,3,6])
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fi_calculation_parameters = FICalculationParameters(securities, calculations, jobSettings)
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