Full FinanceLib bond functions

Author: kevinlano

libraries/Ocl.class

@@ -497,6 +497,17 @@ public static <T> ArrayList<T> asSequence(Collection<T> c)
       return res; 
     }
 
+    public static <S,T> ArrayList<HashMap<S,T>> asSequence(Map<S,T> m)
+    { Set<Map.Entry<S,T>> ss = m.entrySet();
+      ArrayList res = new ArrayList();
+      for (Map.Entry<S,T> item : ss)
+      { HashMap<S,T> maplet = new HashMap<S,T>(); 
+        maplet.put(item.getKey(), item.getValue()); 
+        res.add(maplet); 
+      }  
+      return res; 
+    }
+
     public static <T> ArrayList<T> asOrderedSet(Collection<T> c)
     { ArrayList<T> res = new ArrayList<T>(); 
       for (T x : c)
@@ -513,16 +524,16 @@ public static <T> HashSet<T> asSet(Collection<T> c)
       return res; 
     }
 
-	public static <K,T> HashSet<Map<K,T>> asSet(Map<K,T> m)
-	{ Set ss = m.entrySet();
-	  HashSet<Map<K,T>> res = new HashSet<Map<K,T>>();  
-	  for (Object ee : ss) 
-	  { Map.Entry x = (Map.Entry) ee; 
-	    Map<K,T> mx = new HashMap<K,T>(); 
-		mx.put((K) x.getKey(), (T) x.getValue()); 
-		res.add(mx); 
-      }
-	  return res; 
+     public static <K,T> HashSet<Map<K,T>> asSet(Map<K,T> m)
+     { Set ss = m.entrySet();
+       HashSet<Map<K,T>> res = new HashSet<Map<K,T>>();  
+       for (Object ee : ss) 
+       { Map.Entry x = (Map.Entry) ee; 
+         Map<K,T> mx = new HashMap<K,T>(); 
+         mx.put((K) x.getKey(), (T) x.getValue()); 
+         res.add(mx); 
+       }
+       return res; 
     }
 
   public static <T extends Comparable> ArrayList<T> asBag(Collection<T> a)
@@ -855,7 +866,10 @@ public static String subrange(String s, int i, int j)
   }
 
   public static <T> ArrayList<T> subrange(List<T> l, int i, int j)
-  { ArrayList<T> tmp = new ArrayList<T>(); 
+  { ArrayList<T> tmp = new ArrayList<T>();
+    if (i < 0) { i = l.size() + i; } 
+    if (j < 0) { j = l.size() + j; }
+ 
     for (int k = i-1; k < j; k++)
     { tmp.add(l.get(k)); } 
     return tmp; 
@@ -872,6 +886,7 @@ public static String subrange(String s, int i)
 
   public static <T> ArrayList<T> subrange(List<T> l, int i)
   { ArrayList<T> tmp = new ArrayList<T>(); 
+    if (i < 0) { i = l.size() + i; } 
     for (int k = i-1; k < l.size(); k++)
     { tmp.add(l.get(k)); } 
     return tmp; 

libraries/Ocl.java

@@ -269,7 +269,16 @@ public OclIteratorResult nextResult()
   } 
 
   public Object next()
-  {
+  { if (generatorFunction != null) 
+    { Object res = generatorFunction.apply(new Integer(position)); 
+      position++; 
+      if (position <= elements.size())  
+      { set(res); } 
+      else
+      { elements.add(res); } 
+      return res; 
+    } 
+     
     Object result = null;
     moveForward();
     return getCurrent();

libraries/OclIterator.java

@@ -34,6 +34,19 @@ public static String rightTrim(String s)
     return result;
   }
 
+  public static String sumStringsWithSeparator(List lst, String sep)
+  {
+    String res = "";
+    for (int i = 0; i < lst.size(); i++)
+    {
+      String xx = "" + lst.get(i);
+      res = res + xx;
+      if (i < lst.size() - 1)
+      { res = res + sep; }
+    }
+    return res; 
+  } 
+
 
   public static String padLeftWithInto(String s,String c,int n)
   { String result = "";
@@ -278,6 +291,41 @@ else if (c == '\7')
     return res; 
   } 
 
+  public static String formattedString(String f)
+  { /* s written with {v:fmt} to format v element */ 
+
+    String res = "\"";
+    boolean inElement = false;
+    boolean inFormat = false;
+    String var = "";   
+    for (int i = 0; i < f.length(); i++) 
+    { char c = f.charAt(i); 
+      if (inElement) 
+      { if (':' == c) 
+        { res = res + "\" + " + var + " + \""; 
+          var = ""; 
+          inFormat = true; 
+        } 
+        else if ('}' == c)
+        { inElement = false;
+          inFormat = false;  
+          var = ""; 
+        } 
+        else if (inFormat) 
+        { } // skip the format
+        else 
+        { var = var + c; } // var name character
+      } 
+      else if ('{' == c) 
+      { inElement = true; } 
+      else 
+      { res = res + c; } // literal character
+    }  
+
+    return res + "\""; 
+  } 
+
+
   public static void main(String[] args)
   { /* ArrayList res = StringLib.scan("100##3.3::20\n", "%d##%f::%d\n"); 
     System.out.println(res); 

libraries/StringLib.java

@@ -13,13 +13,15 @@ package mathlib {
 
     static attribute iz : int;
 
+    static attribute defaultTolerance : double; 
+
     static attribute hexdigit : Sequence(String); 
 
     static operation initialiseMathLib() : void
     pre: true
     post: true
     activity: 
-      (MathLib.hexdigit := Sequence{ "0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F" } ; MathLib.setSeeds(1001, 781, 913) ); 
+      (MathLib.hexdigit := Sequence{ "0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F" } ; MathLib.setSeeds(1001, 781, 913) ; MathLib.defaultTolerance := 0.001 ); 
 
     static query pi() : double
     pre: true
@@ -29,6 +31,10 @@ package mathlib {
     pre: true
     post: result = 3.14159265;
 
+    static query e() : double
+    pre: true
+    post: result = 1->exp();
+
     static query eValue() : double
     pre: true
     post: result = 1->exp();
@@ -269,8 +275,8 @@ package mathlib {
   post: m = MathLib.mean(sq) & result = ( sq->collect( x | (x - m)->sqr() )->sum() ) / ( sq->size() ); 
 
   static query standardDeviation(sq : Sequence(double)) : double 
-  pre: sq->size() > 0
-  post: m = MathLib.variance(sq) & result = m->sqrt();  
+  pre: true
+  post: (sq->size() = 0 => result = 0) & (sq->size() > 0 => result = MathLib.variance(sq)->sqrt());  
 
   static query lcm(x : int, y : int) : int
   pre: true 
@@ -296,13 +302,13 @@ package mathlib {
    static query differential(f : Function(double,double)) : Function(double,double)
    pre: true 
    post: 
-     result = lambda x : double in (500*(f->apply(x+0.001) - f->apply(x-0.001))); 
+     result = lambda x : double in ((1.0/(2.0*MathLib.defaultTolerance))*(f->apply(x+MathLib.defaultTolerance) - f->apply(x-MathLib.defaultTolerance))); 
 
   static query definiteIntegral(st : double , en : double , f : Function(double,double) ) : double
   pre: true
   post: true
   activity:
-    var tol : double := 0.001; 
+    var tol : double := MathLib.defaultTolerance; 
     var area : double := 0.0; 
     var d : double := tol*(en - st); 
     var cum : double := st; 
@@ -347,7 +353,7 @@ package mathlib {
   static query irrDiscrete(values: Sequence(double)) : double
   pre: true post: true; 
 
-  static query straddleDate(d1 : OclDate, d2 : OclDate, period : int) : Sequence(OclDate)
+  static query straddleDates(d1 : OclDate, d2 : OclDate, period : int) : Sequence(OclDate)
   pre: true 
   post: true 
   activity: 
@@ -357,6 +363,16 @@ package mathlib {
       (cd := cd.addMonthYMD(period)); 
     return Sequence{cd.subtractMonthYMD(period),cd}; 
 
+  static query numberOfPeriods(settle : OclDate, matur : OclDate, period : int) : int 
+  pre: true 
+  post: (monthsToMaturity = OclDate.differenceMonths(matur,settle)*1.0 => result = (monthsToMaturity/period)->ceil()); 
+
+  static query sequenceOfPeriods(sett : OclDate, mat : OclDate, period : int) : Sequence(int) 
+  pre: true 
+  post: 
+    (numPeriods = FinanceLib.numberOfPeriods(sett, mat, period) => 
+    result = Integer.subrange(1, numPeriods)); 
+
   }
 
 }

libraries/mathlib.km3

@@ -250,7 +250,6 @@ def bisectionAsc(r, rl, ru, f, tol) :
       r = ru
 
     v = f(r)
-    # print("value at " + str(r) + " is " + str(v))
 
     if v < tol and v > -tol:
       return r
@@ -379,6 +378,7 @@ def allInstances_MathLib():
 
 MathLib.initialiseMathLib()
 
+
 class FinanceLib : 
 
   def discountDiscrete(amount, rate, time) :

libraries/mathlib.py

@@ -1704,6 +1704,9 @@ int** subrangeint(int** col, int i, int j)
 { /* OCL indexing: 1..n */
 
   int len = length((void**) col);
+  if (i < 0) { i = len + i; } 
+  if (j < 0) { j = len + j; } 
+    
   if (i > j || j > len) 
   { return NULL; }