expose refince by rate

yellowbean · Sep 13, 2024 · 3ad498a · 3ad498a
1 parent 4266be9
commit 3ad498a
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Showing 3 changed files with 18 additions and 21 deletions.
diff --git a/src/AssetClass/AssetBase.hs b/src/AssetClass/AssetBase.hs
@@ -221,8 +221,6 @@ data Revolver = Heloc OriginalInfo LineOfCredit Balance IRate RemainTerms (Maybe
               | DUMMY5
               deriving (Show,Generic,Eq,Ord)
 
-
-
 -- FixedAsset 
 data Capacity = FixedCapacity Balance
               | CapacityByTerm [(Int,Balance)]

diff --git a/src/Deal.hs b/src/Deal.hs
@@ -626,28 +626,16 @@ run t@TestDeal{accounts=accMap,fees=feeMap,triggers=mTrgMap,bonds=bndMap,status=
               ((shortfall,drawAmt),newAcc) = A.tryDraw dueIntToPay d (PayInt [bName]) (accMap Map.! accName)
 
               newBnd = set L.bndIntLens iInfo $ L.payInt d drawAmt nBnd
+
               newAccMap = Map.insert accName newAcc accMap
               -- reset interest info
-              newBndMap = Map.insert bName newBnd bndMap
+              newRate = L.getBeginRate iInfo
+              newBndMap = Map.insert bName (newBnd {L.bndRate = newRate, L.bndDueIntDate = Just d 
+                                                    ,L.bndLastIntPay = Just d}) bndMap
             in 
               run t{bonds = newBndMap, accounts = newAccMap} poolFlowMap (Just ads) rates calls rAssump log
 
-         -- RefiBond d accName bnd -> 
-         --  let
-         --    bName = L.bndName bnd
-         --    origBnd = bndMap Map.! bName
-         --    
-         --    nBnd = calcDueInt t d Nothing Nothing origBnd 
-
-         --    totalDueAmt = L.getOutstandingAmount nBnd 
-         --    totalAmountIssued = L.getCurBalance bnd
-         --    
-         --    deltaAmt = totalAmountIssued - totalDueAmt
-
-
-         --    newBndMap = Map.insert bName bnd bndMap
-         --  in 
-         --    run t{bonds = newBndMap} poolFlowMap (Just ads) rates calls rAssump log
+         RefiBond d accName bnd -> undefined
 
          _ -> error $ "Failed to match action on Date"++ show ad
          where

diff --git a/src/Liability.hs b/src/Liability.hs
@@ -13,7 +13,7 @@ module Liability
   ,buildRateResetDates,isAdjustble,StepUp(..),isStepUp,getDayCountFromInfo
   ,calcWalBond,patchBondFactor,fundWith,writeOff,InterestOverInterestType(..)
   ,getCurBalance,setBondOrigDate
-  ,bndOriginInfoLens,bndIntLens)
+  ,bndOriginInfoLens,bndIntLens,getBeginRate)
   where
 
 import Language.Haskell.TH
@@ -106,7 +106,18 @@ data InterestInfo = Floater IRate Index Spread RateReset DayCount (Maybe Floor)
                   | FloorRate InterestInfo IRate                          -- ^ floor rate
                   | WithIoI InterestInfo InterestOverInterestType         -- ^ Interest Over Interest(normal on left,IoI on right)
                   deriving (Show, Eq, Generic, Ord, Read)
-
+
+getBeginRate :: InterestInfo -> IRate 
+getBeginRate (Floater a _ _ _ _ _ _ ) = a
+getBeginRate (Fix a _ ) = a
+getBeginRate (RefRate a _ _ _ ) = a
+getBeginRate (CapRate a  _ ) = getBeginRate a
+getBeginRate (FloorRate a  _ ) = getBeginRate a
+getBeginRate (WithIoI a _) = getBeginRate a
+getBeginRate InterestByYield {} = 0.0
+
+
+
 data StepUp = PassDateSpread Date Spread                   -- ^ add a spread on a date and effective afterwards
             | PassDateLadderSpread Date Spread RateReset   -- ^ add a spread on the date pattern
             deriving (Show, Eq, Generic, Ord, Read)