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[0.5.3] / 2022-11-14

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  • Fix ICMA act/act strategy for interest periods relates to small periods within a leap year.

[0.5.2] / 2022-11-11

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  • Fix ICMA act/act strategy for interest periods longer than one year.

[0.5.0] / 2022-11-07

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  • Add ICMA act/act strategy.

[0.4.1] / 2022-04-12

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  • Fix start_date_after_end_date method considering the case that start_date and end_date are equal.

[0.4.0] / 2022-03-22

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  • Update readme file.
  • Bump version to 0.4.0.
  • Add Isda act/act strategy. #11

[0.3.0] / 2022-02-03

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  • Bump version to 0.2.1
  • Change the gemspec metadata.
  • Setup siplecov.
  • Add spec for act 364 strategy.
  • Add act 364 calculation strategy.
  • Tests isda 30 e 360 (#5)
  • Add codecov integration.

[0.2.0] / 2021-10-08

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  • Feature/#2 30 360 bond basis (#4)
  • Merge pull request #1 from eugenmueller/FIX/readme_typo
  • FIX: indention in README
  • FIX: fix readme typo
  • add .history dir to gitignore

[0.1.0] - 2021-10-03

  • Initial release