interest

InterestPaymentRule: generates interest payment transactions on scheduled payment dates.

Classes:

• InterestPaymentRule –

  Generates a COUPON_PAYMENT transaction on each scheduled coupon date using instrument terms.

InterestPaymentRule

Generates a COUPON_PAYMENT transaction on each scheduled coupon date using instrument terms.

Methods:

• applies_to –

  Return True if a payment date falls in the (previous_date, date] window.

• generate –

  Generate an interest payment transaction (face_value * coupon_rate / 2).

applies_to

applies_to(
    instrument: Instrument,
    _position: Position,
    context: RuleContext,
) -> bool

Return True if a payment date falls in the (previous_date, date] window.

Supports instruments with a payment_schedule() method returning (date, amount) tuples or a tuple of 3 lists, as well as instruments with a plain coupon_dates attribute.

generate

generate(
    instrument: Instrument,
    position: Position,
    context: RuleContext,
) -> list[Transaction]

Generate an interest payment transaction (face_value * coupon_rate / 2).