enable query

ChangeLog.md

@@ -1,13 +1,15 @@
 # Changelog for Hastructure
 
-## 0.28.11
+## 0.28.13
 ###  2024-06-30
 * NEW: new assumption `issue bond` which allow funding by issuing new bonds during cashflow projection.
-* FIX: `formula` will return `inf` if a `divide` with zero instead of just throw exception
 * NEW: new asset class `projectScheduleFlow` which can be divided projected cashflow with fix portion and float portions. The interest from the float portion will be affected by interest rate assumption.
+* ENHANCE: enable formula `bondRate`/`bondWaRate` on `bondGroup`
+* FIX: `formula` will return `inf` if a `divide` with zero instead of just throw exception
 * FIX: `financial reports` was failing because it can't access to `interest due` on bond group.
 * FIX: enable formula query on `bond groups` 
 
+
 ## 0.28.8
 ### 2024-06
 * FIX: `limit` on `payFee` was not working with `duePct`

src/Deal/DealAction.hs

@@ -344,6 +344,7 @@ calcDueInt t calc_date mBal mRate b@(L.Bond bn bt bo bi _ bond_bal bond_rate _ i
 
 
 calcDuePrin :: Ast.Asset a => TestDeal a -> T.Day -> L.Bond -> L.Bond
+calcDuePrin t calc_date b@(L.BondGroup bMap) = L.BondGroup $ Map.map (calcDuePrin t calc_date) bMap
 calcDuePrin t calc_date b@(L.Bond _ L.Sequential _ _ _ bondBal _ _ _ _ _ _ _ _)
   = b {L.bndDuePrin = bondBal } 
 
@@ -393,6 +394,7 @@ priceAssetUnion (ACM.LO m) d pm aps = Ast.priceAsset m d pm aps
 priceAssetUnion (ACM.IL m) d pm aps = Ast.priceAsset m d pm aps
 priceAssetUnion (ACM.LS m) d pm aps = Ast.priceAsset m d pm aps
 priceAssetUnion (ACM.RE m) d pm aps = Ast.priceAsset m d pm aps
+priceAssetUnion (ACM.PF m) d pm aps = Ast.priceAsset m d pm aps
 
 priceAssetUnionList :: [ACM.AssetUnion] -> Date -> PricingMethod  -> AP.ApplyAssumptionType -> Maybe [RateAssumption] -> [PriceResult]
 priceAssetUnionList assetList d pm (AP.PoolLevel assetPerf) mRates 
@@ -784,7 +786,7 @@ performAction d t@TestDeal{bonds=bndMap, accounts=accMap, liqProvider=liqMap} (W
                        Just (DueCapAmt amt) -> min amt (accBal + supportAvail)
                        _ -> error $ "Not support for limit when pay int by seq" ++ show mLimit
       bndsList = (Map.!) bndMap <$> bnds
-      dueAmts = L.bndDueIntOverInt<$> bndsList
+      dueAmts = L.bndDueIntOverInt <$> bndsList
       actualPaids = paySeqLiabilitiesAmt amtAvailable dueAmts
       -- update bond paid
       bondsPaid = uncurry (L.payInt d) <$> zip actualPaids bndsList

src/Deal/DealQuery.hs

@@ -94,6 +94,7 @@ patchDateToStats d t
          _ -> t -- `debug` ("Failed to patch date to stats"++show t)
 
 
+
 queryDealRate :: P.Asset a => TestDeal a -> DealStats -> Micro
 queryDealRate t s =
   fromRational $ 
@@ -125,14 +126,27 @@ queryDealRate t s =
           cumuPoolDefBal / originPoolBal -- `debug` (show idx ++" cumulative p def rate"++show cumuPoolDefBal++">>"++show originPoolBal)
 
 
-      BondRate bn -> toRational $ L.bndRate $ bonds t Map.! bn
+      BondRate bn -> case Map.lookup bn (bonds t) of 
+                      Just b@(L.Bond {}) -> toRational $ L.bndRate b 
+                      Just b@(L.BondGroup bSubMap) -> 
+                        let 
+                          bnds = Map.elems bSubMap
+                          rates = toRational <$> L.bndRate <$> bnds
+                          bals = L.getCurBalance <$> bnds
+                        in 
+                          weightedBy bals rates
+                      Nothing -> 
+                        case viewDealBondsByNames t [bn] of 
+                          [b] -> toRational $ L.bndRate b
+                          _ -> error ("Failed to find bond by name"++bn)
 
       BondWaRate bns -> 
         let 
           rs = toRational <$> (\bn -> queryDealRate t (BondRate bn)) <$> bns
-          ws = toRational <$> (\bn -> queryDeal t (CurrentBondBalanceOf [bn])) <$> bns
+          ws = (\bn -> queryDeal t (CurrentBondBalanceOf [bn])) <$> bns
         in 
-          toRational $ sum (zipWith (+) ws rs) / sum ws
+          -- toRational $ safeDivide $ sum (zipWith (*) ws rs) $ sum ws
+          weightedBy ws rs
 
       PoolWaRate mPns -> 
         let 

src/Liability.hs

@@ -11,7 +11,8 @@ module Liability
   ,priceBond,PriceResult(..),pv,InterestInfo(..),RateReset(..)
   ,weightAverageBalance,calcZspread,payYield,scaleBond,totalDueInt
   ,buildRateResetDates,isAdjustble,StepUp(..),isStepUp,getDayCountFromInfo
-  ,calcWalBond,patchBondFactor,fundWith,writeOff,InterestOverInterestType(..))
+  ,calcWalBond,patchBondFactor,fundWith,writeOff,InterestOverInterestType(..)
+  ,getCurBalance)
   where
 
 import Language.Haskell.TH

src/Util.hs

@@ -11,6 +11,7 @@ module Util
     ,maximum',minimum',roundingBy,roundingByM
     ,floorWith,slice,toPeriodRateByInterval, dropLastN
     ,lastOf,findBox
+    ,safeDivide
     -- for debug
     ,zyj
     )
@@ -27,6 +28,7 @@ import Lib
 import Types
 import DateUtil
 
+import Numeric.Limits (infinity)
 import Text.Printf
 import Control.Exception
 
@@ -305,6 +307,9 @@ findBox (Exc,Exc) x ((l,h):xs)
   | otherwise = findBox (Exc,Exc) x xs
 
 
+safeDivide :: RealFloat a => a -> a -> a 
+safeDivide _ 0 = infinity
+safeDivide x y = x / y
 
 
 ----- DEBUG/PRINT

swagger.json

@@ -17098,7 +17098,7 @@
             "name": "BSD 3"
         },
         "title": "Hastructure API",
-        "version": "0.28.11"
+        "version": "0.28.12"
     },
     "openapi": "3.0.0",
     "paths": {