README
moonbit-fixedincome
Fixed-income cash-flow generation and pricing primitives in MoonBit.
fixed-income
bond
cash-flow
finance
pricing
Author
Version
0.2.1
License
Apache-2.0
Repository
Last updated
2 months ago
Downloads
33
#MoonBit 固定收益现金流定价库
moonbit-fixedincome is an original MoonBit library for deterministic fixed-income cash-flow generation and pricing. It is designed for bonds, notes, and loans that need auditable schedules, discounting, and risk metrics without a market-data service.
#Scope
- Gregorian dates, holidays, business-day adjustment, and five day-count conventions.
- Fixed coupon cash flows, accrued interest, zero-coupon notes, and maturity principal.
- Equal-principal and equal-payment loan schedules with explicit prepayment events.
- Flat and piecewise discount curves, present value, simple-yield solving, clean/dirty price, duration, convexity, and flat-curve stress tests.
- Floating-rate note projection, callable exercise metadata, probability-weighted cash-flow trees, parallel curve sensitivity, and portfolio aggregation.
- Cash-flow books, ledgers, forecasts, waterfalls, quote batches, curve calibration, projections, risk snapshots, validation reports, and portfolio exposure analytics.
- Cross-platform CI for wasm, wasm-gc, JavaScript, and native targets, with a manual MoonCakes publishing workflow.
The library intentionally does not connect to live prices, provide investment advice, or claim production trading-system compliance.
#Quick start
Run the deterministic example:
moon run cmd/fixedincomeThe public API keeps cash-flow generation separate from discounting, so an application can replace DiscountCurve without changing bond or loan definitions.
#Development
moon check --deny-warn
moon test --deny-warn
moon fmt --check
moon info
moon run cmd/fixedincome
moon run cmd/benchmarkThe repository uses the strict flags supported by the current stable CLI and checks generated interfaces after moon info.
#Provenance and license
The implementation is original MoonBit code. Formula notes and market-convention references are listed in docs/formula-notes.md. No third-party implementation source is copied into this repository. The project is released under Apache-2.0; see LICENSE.
Install
Download zipFixed-income cash-flow generation and pricing primitives in MoonBit.
fixed-incomebondcash-flowfinancepricing
Apache-2.0
Updated 2 months ago
33 downloads