Kazuma
48 lines
1.2 KiB
TypeScript
48 lines
1.2 KiB
TypeScript
import { CREDIT_RATING_SCALE } from '../../config/ScoringConfig.js';
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import { Asset } from './Asset.js';
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interface BondData {
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ticker?: string;
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currentPrice?: number;
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creditRating?: string;
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yieldToMaturity?: string | number;
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duration?: string | number;
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[key: string]: unknown;
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}
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export interface BondMetrics {
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ytm: number;
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duration: number;
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creditRating: string;
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creditRatingNumeric: number;
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}
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export class Bond extends Asset {
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metrics: BondMetrics;
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constructor(data: BondData) {
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super(data);
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const creditRating = data.creditRating || 'BBB';
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const creditRatingNumeric = CREDIT_RATING_SCALE[creditRating] ?? 7;
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this.metrics = {
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ytm: parseFloat(String(data.yieldToMaturity)) || 0,
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duration: parseFloat(String(data.duration)) || 0,
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creditRating,
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creditRatingNumeric,
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};
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}
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getDisplayMetrics(): Record<string, string> {
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return {
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Ticker: this.ticker,
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Type: 'BOND',
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Price: this.formatCurrency(this.currentPrice),
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'YTM%': `${this.metrics.ytm.toFixed(2)}%`,
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Duration: this.metrics.duration.toFixed(1),
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Rating: `${this.metrics.creditRating} (${this.metrics.creditRatingNumeric})`,
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};
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}
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}
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