@@ -50,14 +50,30 @@ def main():
5050 "Yield to No Call" ,
5151 "OAS" ,
5252 "Effective Duration" ,
53- "Effective Convexity" ]
54-
55- security1 = FISecurity ("Price" , 100.285 , 10000.0 , "912828ZG8" , "20201202" , "UST" )
56- security2 = FISecurity ("Price" , 101.138 , 200000.0 , "US037833AR12" , "20201203" , "UST" )
53+ "Effective Convexity" ,
54+ "CF Coupon" ]
55+
56+ security1 = FISecurity (
57+ calc_from_method = "Price" ,
58+ calc_from_value = 100.285 ,
59+ face = 10000.0 ,
60+ symbol = "912828ZG8" ,
61+ settlement_date = "20201202" ,
62+ discount_curve = "UST"
63+ )
64+ security2 = FISecurity (
65+ calc_from_method = "Price" ,
66+ calc_from_value = 101.138 ,
67+ face = 200000.0 ,
68+ symbol = "US037833AR12" ,
69+ settlement_date = "20201203" ,
70+ discount_curve = "UST"
71+ )
5772
5873 securities = [security1 , security2 ]
5974
60- jobSettings = FIJobSettings ("20201201" )
75+ jobSettings = FIJobSettings (yield_curve_date = "20201201" ,
76+ partial_duration_months = [1 ,3 ,6 ])
6177
6278 fi_calculation_parameters = FICalculationParameters (securities , calculations , jobSettings )
6379
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