Class: Rupee::Security

Inherits:
Object
  • Object
show all
Defined in:
lib/rupee/security.rb,
ext/rupee/bond.c,
ext/rupee/rupee.c,
ext/rupee/future.c,
ext/rupee/option.c

Overview

An abstract class from which all Rupee security types inherit

Direct Known Subclasses

Bond, FixedIncome, Future, Option

Class Method Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(opts = {}) ⇒ Security

Automatically sets all arguments passed to initialize to instance variables if they exist (think Rails mass assignment).

require "rupee"

call = Rupee::Call.new(
  :underlying => 60,
  :strike     => 65,
  :time       =>  0.25,
  :rate       =>  0.08,
  :div_yield  =>  0.00,
  :volatility =>  0.3
)
puts call.black_scholes
# => 2.1333718619275794

You still have the option of avoiding the creation of an object (and the overhead it entails) by using the class methods directly:

require "rupee"

puts Rupee::Option.black_scholes "c", 60, 65, 0.25, 0.08, 0, 0.3
# => 2.1333718619275794



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# File 'lib/rupee/security.rb', line 27

def initialize(opts = {})
  opts.each do |key, value|
    writer = key.to_s.+("=").to_sym
    if respond_to?(writer)
      send writer, value
    end
  end
end

Class Method Details

.attr_alias(new_read, old_read) ⇒ Object

Aliases an attribute, taking into account both its getter and setter methods. For example,

attr_accessor :price
attr_alias :value, :price

would add both a value and a value= that are equivalent to their price counterparts and would modify the @price instance variable. On the other hand,

attr :price
attr_alias :value, :price

would only add value method that’s equivalent to price.



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# File 'lib/rupee/security.rb', line 52

def attr_alias(new_read, old_read)
  alias_method(new_read, old_read) if method_defined?(old_read)
  new_write = "#{new_read}="
  old_write = "#{old_read}="
  alias_method(new_write, old_write) if method_defined?(old_write)
end