fix: restructure Money module into Instruments and Cashflows

README.md

@@ -14,7 +14,7 @@
 
 <p align="center">
     <a href="#build" alt="build">
-        <img alt="GitHub Workflow Status" src="https://img.shields.io/github/actions/workflow/status/avhz/RustQuant/build.yml">
+        <img alt="GitHub Workflow Status" src="https://img.shields.io/github/actions/workflow/status/avhz/RustQuant/cargo_build.yml">
     <a href="#codecov" alt="codecov">
         <img alt="Codecov" src="https://img.shields.io/codecov/c/gh/avhz/RustQuant">
     <a href="#deps" alt="deps">

src/money/mod.rs → src/cashflows/mod.rs

@@ -16,20 +16,8 @@
 //! among other things.
 
 /// Cashflow definitions.
-pub mod cashflows;
-pub use cashflows::*;
-
-/// Currency data struct.
-pub mod currency;
-pub use currency::*;
-
-/// Currency exchange rate helpers.
-pub mod exchange;
-pub use exchange::*;
-
-/// Global currencies defined by ISO 4217.
-pub mod iso_currencies;
-pub use iso_currencies::*;
+pub mod cashflow;
+pub use cashflow::*;
 
 /// Legs (sequence of cashflows).
 pub mod legs;

src/data/curves/term_structure.rs

@@ -13,11 +13,14 @@ use std::fmt::Display;
 use time::Date;
 
 /// Surface data.
-struct Surface {
+pub struct Surface {
+    /// Nodes of the surface.
     pub nodes: BTreeMap<f64, TermStructure>,
 }
 
-struct TermStructure {
+/// Term structure data.
+pub struct TermStructure {
+    /// Nodes of the term structure.
     pub nodes: BTreeMap<Date, f64>,
     // /// Calendar.
     // pub calendar: C,
@@ -30,6 +33,7 @@ struct TermStructure {
 }
 
 impl TermStructure {
+    /// Create a new term structure.
     pub fn new(x_values: &[Date], y_values: &[f64]) -> Self {
         Self {
             nodes: x_values

src/instruments/bonds/bond.rs → src/instruments/bonds/coupon_bond.rs

@@ -1,15 +1,16 @@
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 // RustQuant: A Rust library for quantitative finance tools.
-// Copyright (C) 2023 https://github.com/avhz
+// Copyright (C) 2023-2024 https://github.com/avhz
 // Dual licensed under Apache 2.0 and MIT.
 // See:
 //      - LICENSE-APACHE.md
 //      - LICENSE-MIT.md
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
+use super::zero_coupon_bond::ZeroCouponBond;
 use crate::data::{Curve, YieldCurve};
+use crate::instruments::fx::currency::Currency;
 use crate::instruments::Instrument;
-use crate::money::Currency;
 use crate::time::{DateRollingConvention, Frequency};
 use std::collections::BTreeMap;
 use time::{Date, Duration};
@@ -18,22 +19,6 @@ use time::{Date, Duration};
 // STRUCTS, ENUMS, AND TRAITS
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
-/// Zero-coupon bond struct.
-/// A zero-coupon bond (aka a pure discount bond or simply a zero) is a
-/// debt security that doesn't pay interest (a coupon) periodically but
-/// instead pays the principal in full at maturity.
-#[allow(clippy::module_name_repetitions)]
-pub struct ZeroCouponBond {
-    /// The date the bond is evaluated (i.e. priced).
-    pub evaluation_date: Date,
-
-    /// The date the bond expires (i.e. matures, is redeemed).
-    pub expiration_date: Date,
-
-    /// The currency of the bond (optional).
-    pub currency: Option<Currency>,
-}
-
 /// Coupon bond struct.
 /// A coupon bond is a debt obligation with coupons attached that represent
 /// interest payments on the debt.
@@ -196,7 +181,7 @@ impl CouponBond2 {
 #[cfg(test)]
 mod tests_bond {
     use super::*;
-    use crate::{data::Curve, money::USD, time::today};
+    use crate::{cashflows::USD, data::Curve, time::today};
 
     #[allow(clippy::similar_names)]
     fn create_test_yield_curve(t0: Date) -> YieldCurve {

src/instruments/bonds/mod.rs

@@ -0,0 +1,23 @@
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+// RustQuant: A Rust library for quantitative finance tools.
+// Copyright (C) 2023-2024 https://github.com/avhz
+// Dual licensed under Apache 2.0 and MIT.
+// See:
+//      - LICENSE-APACHE.md
+//      - LICENSE-MIT.md
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+/// Zero-coupon bond struct.
+pub mod zero_coupon_bond;
+
+/// Coupon bond struct.
+pub mod coupon_bond;
+
+// /// Cox-Ingersoll-Ross bond pricing model.
+// pub mod cox_ingersoll_ross;
+
+// /// One-factor Hull-White bond pricing model.
+// pub mod hull_white;
+
+// /// Vasicek bond pricing model.
+// pub mod vasicek;

src/instruments/bonds/zero_coupon_bond.rs

@@ -0,0 +1,39 @@
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+// RustQuant: A Rust library for quantitative finance tools.
+// Copyright (C) 2023-2024 https://github.com/avhz
+// Dual licensed under Apache 2.0 and MIT.
+// See:
+//      - LICENSE-APACHE.md
+//      - LICENSE-MIT.md
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+use crate::instruments::fx::currency::Currency;
+use time::Date;
+
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+// STRUCTS, ENUMS, AND TRAITS
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+/// Zero-coupon bond struct.
+/// A zero-coupon bond (aka a pure discount bond or simply a zero) is a
+/// debt security that doesn't pay interest (a coupon) periodically but
+/// instead pays the principal in full at maturity.
+#[allow(clippy::module_name_repetitions)]
+pub struct ZeroCouponBond {
+    /// The date the bond is evaluated (i.e. priced).
+    pub evaluation_date: Date,
+
+    /// The date the bond expires (i.e. matures, is redeemed).
+    pub expiration_date: Date,
+
+    /// The currency of the bond (optional).
+    pub currency: Option<Currency>,
+}
+
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+// IMPLEMENTATIONS
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+// UNIT TESTS
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

src/instruments/commodities/mod.rs

@@ -0,0 +1,8 @@
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+// RustQuant: A Rust library for quantitative finance tools.
+// Copyright (C) 2023-2024 https://github.com/avhz
+// Dual licensed under Apache 2.0 and MIT.
+// See:
+//      - LICENSE-APACHE.md
+//      - LICENSE-MIT.md
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

src/instruments/equities/mod.rs

@@ -0,0 +1,23 @@
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+// RustQuant: A Rust library for quantitative finance tools.
+// Copyright (C) 2023-2024 https://github.com/avhz
+// Dual licensed under Apache 2.0 and MIT.
+// See:
+//      - LICENSE-APACHE.md
+//      - LICENSE-MIT.md
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+use super::{currency::Currency, Ticker};
+use crate::iso::isin::ISIN;
+
+/// Equity instrument.
+pub struct Equity {
+    /// The ticker symbol.
+    pub ticker: Ticker,
+
+    /// The ISIN (International Securities Identification Number).
+    pub isin: ISIN,
+
+    /// The currency of the equity.
+    pub currency: Currency,
+}

src/money/currency.rs → src/instruments/fx/currency.rs

@@ -195,29 +195,6 @@ impl Money {
     }
 }
 
-impl ISO_4217 {
-    /// Create a new ISO 4217 code.
-    #[must_use]
-    pub fn new(alphabetic: &'static str, numeric: &'static str) -> Self {
-        Self {
-            alphabetic,
-            numeric,
-        }
-    }
-
-    /// Get the ISO 4217 alphabetic code.
-    #[must_use]
-    pub fn alphabetic(&self) -> &str {
-        self.alphabetic
-    }
-
-    /// Get the ISO 4217 numeric code.
-    #[must_use]
-    pub fn numeric(&self) -> &str {
-        self.numeric
-    }
-}
-
 impl std::ops::Add for Money {
     type Output = Self;
 

src/money/exchange.rs → src/instruments/fx/exchange.rs

@@ -7,9 +7,10 @@
 //      - LICENSE-MIT.md
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
-// use crate::RustQuantError;
-// use crate::money::{iso_currencies::*, Currency, Money};
-use crate::money::{Currency, Money};
+//! FX exchange module.
+
+use crate::instruments::fx::currency::Currency;
+use crate::instruments::fx::money::Money;
 use std::collections::HashMap;
 
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
@@ -32,8 +33,10 @@ pub struct Exchange {
 pub struct ExchangeRate {
     /// From currency
     pub from_currency: Currency,
+
     /// To currency
     pub to_currency: Currency,
+
     /// The actual exchange rate as a ratio from_currency/to_currency
     pub rate: f64,
 }
@@ -213,7 +216,7 @@ mod test_exchange_rate {
     use crate::iso::*;
 
     use crate::assert_approx_equal;
-    use crate::money::{EUR, USD};
+    use crate::cashflows::{EUR, USD};
     use std::f64::EPSILON as EPS;
 
     #[test]

src/instruments/fx/mod.rs

@@ -0,0 +1,12 @@
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+// RustQuant: A Rust library for quantitative finance tools.
+// Copyright (C) 2023-2024 https://github.com/avhz
+// Dual licensed under Apache 2.0 and MIT.
+// See:
+//      - LICENSE-APACHE.md
+//      - LICENSE-MIT.md
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+pub mod currency;
+pub mod exchange;
+pub mod money;