README
¶
financial
financial provides financial date/tenor calculations, settlement date logic, amount formatting, and rate ladder generation.
Types
| Type | Description |
|---|---|
FinDate |
Represents a dated rate-ladder rung with Code, Name, Date, Index, Simple, External, and Human fields |
Tenor |
Financial tenor value object (e.g. "1M", "SP", "3Y") with validation |
Functions
Tenor
| Function | Description |
|---|---|
NewTenor(term string) (Tenor, error) |
Creates and validates a Tenor |
(*Tenor).String() string |
Returns the tenor string |
(*Tenor).Set(term string) (*Tenor, error) |
Sets and validates the tenor |
Date Calculations
| Function | Description |
|---|---|
GetDateFromTenor(tenor, tradeDate string, ccy ...string) (time.Time, error) |
Calculates the settlement date for a given tenor and currencies |
GetTenorFromDate(inDate, baseDate time.Time, ccy ...string) (Tenor, error) |
Reverse-maps a date to its closest tenor |
GetLadder(pivotDate time.Time, ccy ...string) ([]FinDate, int, error) |
Generates a full rate ladder of dated tenors |
GetSpotDate(time.Time) time.Time |
Returns T+2 adjusted for weekends |
GetTenorDate(time.Time, monthStr string) time.Time |
Returns T+N months adjusted for weekends |
GetFirstDayOfYear(time.Time) time.Time |
Returns Jan 2 adjusted for weekends |
SettlementDate(major, minor string, pivotDate time.Time) (time.Time, error) |
Calculates settlement date for a currency pair |
SettlementDateVia(major, minor string, pivotDate time.Time, via string) (time.Time, error) |
Calculates settlement date for a cross-currency pair |
Amount Formatting
| Function | Description |
|---|---|
AbbrToInt(str string) int |
Converts abbreviated amounts (e.g. "5M") to integers |
FormatAmount(float64, ccy string) string |
Formats amount using currency-specific symbol/DPS |
FormatAmountFullDPS(amount, ccy string) string |
Formats amount to 7 decimal places |
FormatAmountToDPS(amount, ccy, prec string) string |
Formats amount to specified decimal places |
Example
import "github.com/mt1976/frantic-core/financial"
func main() {
tenor, _ := financial.NewTenor("3M")
date, _ := financial.GetDateFromTenor("3M", "2024-01-15", "GBP", "USD")
fmt.Println(tenor.String(), "settles on", date)
formatted := financial.FormatAmount(1234567.89, "GBP")
fmt.Println(formatted) // £1,234,567.89
}
Documentation
¶
Overview ¶
Package financial provides date/tenor calculations and financial helpers used for scheduling and time conventions.
Index ¶
- func AbbrToInt(str string) int
- func FormatAmount(inAmount float64, inCCY string) string
- func FormatAmountFullDPS(inAmount string, inCCY string) string
- func FormatAmountToDPS(inAmount string, inCCY string, inPrec string) string
- func GetDateFromTenor(tenor Tenor, tradeDate time.Time, ccy ...string) (time.Time, error)
- func GetFirstDayOfYear(inTime time.Time) time.Time
- func GetSpotDate(inTime time.Time) time.Time
- func GetTenorDate(inTime time.Time, inMonth string) time.Time
- func SettlementDate(major string, minor string, pivotDate time.Time) (time.Time, error)
- func SettlementDateVia(major string, minor string, pivotDate time.Time, via string) (time.Time, error)
- type FinDate
- type Tenor
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
func AbbrToInt ¶
The function AbbrToInt converts a string representation of a number with abbreviations (such as "1M" for 1 million) into its corresponding integer value.
func FormatAmount ¶
func FormatAmountFullDPS ¶
FormatAmountFullDPS returns a formated string version of a CCY amount to 7dps The function takes an amount and currency code as input, formats the amount with the specified precision and currency symbol, and returns the formatted amount as a string.
func FormatAmountToDPS ¶
FormatAmountToDPS returns a formated string version of a CCY amount to a given DPS The function takes an amount, currency, and precision as input, and formats the amount to the specified decimal places with the currency symbol.
func GetDateFromTenor ¶
The function `GetDateFromTenor` calculates the settlement date based on the given tenor, trade date, and currency.
func GetFirstDayOfYear ¶
The function "GetFirstDayOfYear" returns the first day of the year, assuming that January 1st is a holiday and the first day is shifted to January 2nd.
func GetSpotDate ¶
GetSpotDate(inTime invalid type) The function "GetSpotDate" takes a time input and returns a modified time value.
func GetTenorDate ¶
CalculateSpotDate(inTime invalid type) The function `GetTenorDate` takes a time and a month as input, adds the specified number of months to the time, and returns the resulting date.
func SettlementDate ¶
Types ¶
type FinDate ¶
type FinDate struct {
Code string
Name string
Date time.Time
Index int
Simple string
External string
Human string
}
The "FinDate" type represents a date with various properties and formats. @property {string} Code - The "Code" property is a string that represents a code associated with the date. @property {string} Name - The "Name" property is a string that represents the name of the date. @property FinDate - The "FinDate" property is of type "time.Time" and represents a specific date and time. @property {int} Sort - The "Sort" property is an integer that is used to determine the order in which the dates should be sorted. It can be used to sort the dates in ascending or descending order based on this value. @property {string} Simple - The "Simple" property is a string that represents the date in a simplified format. It could be a formatted string that only includes the day, month, and year of the date. @property {string} External - The "External" property in the FinDate struct is a string that represents an external reference or identifier related to the date. @property {string} Human - The "Human" property in the "FinDate" struct represents the date in a human-readable format. It is likely used to display the date to users in a more understandable way, such as "January 1, 2022".
type Tenor ¶
type Tenor struct {
// contains filtered or unexported fields
}
func GetTenorFromDate ¶
The function `GetTenorFromDate` takes a date and optional currency as input and returns the corresponding tenor or an error.
Source Files