Floating coupon of asset increase/decrease by a rounding amount

yellowbean / Hastructure

ABS/MBS cashflow engine written in Haskell, with API to Python and C/Java (on the way)

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the issue is :

there are two types of rounding in the library:

rounding on interest rates -> interest rate can only be changed by a multplier: like 0.5%. Then the current rate of 3.5%/target rate is 4.1% can only be changed to 4% or 4.5%
rounding on balance -> same logic for balance

so, I make a type RoundingBy which can either hold Balance IRate type of number

data RoundingBy a = RoundCeil a 
         | RoundFloor a
         deriving (Show,Generic)

roundingBy :: (Fractional a,RealFrac a,Integral a) => RoundingBy a -> a -> a
roundingBy (RoundFloor x) n = x * floor ( n / x)
roundingBy (RoundCeil x) n = x * (ceiling (n / x))

yellowbean / Hastructure

Floating coupon of asset increase/decrease by a rounding amount #43