Atualizações e NTN-B Classs#50
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Machgui wants to merge 1 commit intoFinance-Hub:masterfrom
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Retirando dependencias interclassesl, Adicionando classe NTN-B,
gusamarante
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Apr 24, 2021
| rate: Optional[float] = None, | ||
| price: Optional[float] = None, | ||
| vna: Optional[float] = None, | ||
| principal: float = 1e6, |
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Porque esse principal é necessário? o VNA da NTNB já é o principal dela.
| ref_date: Date = TODAY): | ||
| """ | ||
| Class constructor. | ||
| This is a Brazilian government bond that pays coupons every six months |
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Usei o código abaixo para testar a classe, ela crava o preço da ANBIMA. Parabéns!. Mas tem o problema Também achei esse código muito parecido com o da Pull Request #48 e #49. Muito improvável que vocês, trabalhando separadamente tenham chegado num código tão parecido. from finmath.brazilian_bonds.government_bonds import NTNB
ntn = NTNB(expiry='2050-08-15',
rate=0.044125,
updated_nominal_value=3517.844181,
ref_date='2021-04-23')
print('Preço calculado foi de', ntn.price)
print('PU na ANBIMA é de 4.460,278154') |
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Arrumando convenções anbima (Trunc,Round,principal),
Retirando dependencias interclasses,
Adicionando classe NTN-B,