Add bond full milestone: profile probe, coupon/accrual rules, ledger and point-in-time valuation (3d-29)

1 files changed, 45 insertions, 0 deletions

diff --git a/src/FundLab.Api/BondQuoteProbe.fs b/src/FundLab.Api/BondQuoteProbe.fs
index 311dec5..b01ff18 100644
--- a/src/FundLab.Api/BondQuoteProbe.fs
+++ b/src/FundLab.Api/BondQuoteProbe.fs
@@ -17,8 +17,42 @@ type BondQuote =
         AccruedInterest: decimal option
         Date: DateOnly option
         MaturityDate: DateOnly option
+        ParValue: decimal option
+        IssuePrice: decimal option
+        ValueDate: DateOnly option
+        ListingDate: DateOnly option
+        PublishDate: DateOnly option
+        PayInterestDay: string option
+        CouponRate: decimal option
+        CouponRateExplain: string option
+        BondExpireYears: string option
+        Rating: string option
+        DataStatus: string option
     }
 
+module BondQuote =
+    open FundLab.Domain
+
+    /// Best-effort conversion of a quote into pricing terms. Requires the value
+    /// date, maturity and coupon rate; when any is missing the caller gets None
+    /// rather than a fabricated coupon. Exchange convertible bonds pay annually
+    /// (a single 付息日), so the frequency defaults to 1.
+    let tryTerms (quote: BondQuote) : BondTerms option =
+        match quote.ValueDate, quote.MaturityDate, quote.CouponRate with
+        | Some valueDate, Some maturityDate, Some couponRate ->
+            Some(
+                BondTerms.create
+                    (defaultArg quote.ParValue 100m)
+                    couponRate
+                    1
+                    valueDate
+                    maturityDate
+                    10m
+                    0
+                    0m
+            )
+        | _ -> None
+
 /// Read-only probe that returns the current quote for a bond code.
 ///
 /// Like INavDateProbe there is no synthetic fallback: a failed probe surfaces as
@@ -70,6 +104,17 @@ type AkshareBondQuoteProbe(collector: IMarketDataCollector) =
                                     AccruedInterest = payload.AccruedInterest
                                     Date = payload.Date
                                     MaturityDate = payload.MaturityDate
+                                    ParValue = payload.ParValue
+                                    IssuePrice = payload.IssuePrice
+                                    ValueDate = payload.ValueDate
+                                    ListingDate = payload.ListingDate
+                                    PublishDate = payload.PublishDate
+                                    PayInterestDay = payload.PayInterestDay
+                                    CouponRate = payload.CouponRate
+                                    CouponRateExplain = payload.CouponRateExplain
+                                    BondExpireYears = payload.BondExpireYears
+                                    Rating = payload.Rating
+                                    DataStatus = payload.DataStatus
                                 }
 
                             cache.[normalized] <- quote