expose trigger:effect:changeBondRate

Author: yellowbean

absbox/local/component.py

@@ -1332,6 +1332,8 @@ def mkTriggerEffect(x):
             return mkTag(("ChangeReserveBalance", [vStr(accName), mkAccType(newReserve)]))
         case ["结果", *efs] | ["Effects", *efs] | ("Effects", *efs):
             return mkTag(("TriggerEffects", [mkTriggerEffect(e) for e in efs]))
+        case ("changeBondRate", bndName, bondRateType, newRate):
+            return mkTag(("ChangeBondRate", [vStr(bndName), mkBondRate(bondRateType), vNum(newRate)]))
         case None:
             return mkTag(("DoNothing"))
         case _:

absbox/tests/regression/test_main.py

@@ -274,4 +274,17 @@ def test_bondGrp(setup_api):
     r = setup_api.run(bondGrp , read=True , runAssump = [])
     grpFlow = readBondsCf(r['bonds'])['A'].xs('balance',axis=1,level=1)
     assert grpFlow.A1.to_list()[:8] == [1000.0, 1000.0, 1000.0, 1000.0, 1000.0, 1000.0, 1000.0, 993.93]
-    assert grpFlow.A2.to_list()[:8] == [510.6, 436.68, 364.06, 290.75, 217.26, 143.1, 68.74, 0.0,]
+    assert grpFlow.A2.to_list()[:8] == [510.6, 436.68, 364.06, 290.75, 217.26, 143.1, 68.74, 0.0,]
+
+@pytest.mark.trigger
+def test_trigger_chgBondRate(setup_api):
+    withTrigger = test01 & lens.trigger.set({
+                    "BeforeDistribution":{
+                        "changeBndRt":{"condition":[">=","2021-08-20"]
+                                    ,"effects":("changeBondRate", "A1", {"floater":[0.05, "SOFR1Y",-0.02,"MonthEnd"]}, 0.12)
+                                    ,"status":False
+                                    ,"curable":False}
+                    }
+                    })
+    r = setup_api.run(withTrigger , read=True ,runAssump = [("interest",("SOFR1Y",0.04))])
+    assert r['bonds']['A1'].rate.to_list() == [0.07, 0.12, 0.02, 0.02, 0.02, 0.02, 0.02, 0.02, 0.02, 0.02]

docs/source/modeling.rst

@@ -3535,6 +3535,18 @@ Perform Actions
               .... 
               )
 
+Change Bond Rate Type
+  .. versionadded:: 0.45.9
+  Change the rate type of a bond, which will change the way how interest is calculated.
+
+.. code-block:: python
+
+  "effects":("changeBondRate",<Bond Name>,<Rate Type>,<init rate>)
+
+* <Bond Name> : name of the bond
+* <Rate Type> : type of rate, :ref:`Interest` from bond interest rate type section
+* <init rate> : initial rate to be set
+
 Combination of above
   a list of above can be combined together with keyword ``Effects``
 

pyproject.toml

@@ -59,6 +59,7 @@ minversion = "7.0"
 addopts = "-ra -q --color=yes  --import-mode=importlib"
 markers = [
     "pool","account","bond","fee","interest","collect","asset","performance",
+    "trigger",
     "TB","analytics","dontrun"
 ]