Accrual is a bond portfolio analytics tool written in Kotlin.
Features:
- calculates portfolio statistics (totals, weighted-average yield and maturity)
- bond distributions by security type, maturity, and credit ratings
- detailed bond listings by security type, maturity, and credit ratings
- parses CSV files containing bond data
- shell CLI with ASCII table output
- Java 8 or later
- Maven
git clone https://github.com/xiao-vincent/accrual.git
cd accrual Use your IDE's build/run tool or use Kotlin's command-line compiler to run App.kt
Running the app presents an interative console:
Choose from the following menu to view portfolio analytics and bond data:
Main Menu
---------
[1] Portfolio Stats
[2] Distributions
[a] Sector
[b] Maturity
[c] Credit
[3] Detailed Bond Listings
[a] Sector
[b] Maturity
[c] Credit
>> 1
┌─────────────────────────────────┐
│ Portfolio Statistics │
│ As of 12/31/18 │
├────────────────┬────────────────┤
│ Par │ 172,175,288.50 │
├────────────────┼────────────────┤
│ Market Value │ 172,463,172.88 │
├────────────────┼────────────────┤
│ Amortized Cost │ 173,172,162.34 │
├────────────────┼────────────────┤
│ Original Cost │ 175,780,852.49 │
├────────────────┼────────────────┤
│ Accrued │ 750,033.51 │
│ Interest │ │
├────────────────┼────────────────┤
│ Yield At Cost │ 1.55% │
├────────────────┼────────────────┤
│ Average │ 2.81 Years │
│ Maturity │ │
└────────────────┴────────────────┘
>> 2c
┌─────────────────────────────────┐
│ Credit Distribution │
│ Ratings by Standard & Poors │
├────────────────┬────────────────┤
│ AAA │ 6.9% │
├────────────────┼────────────────┤
│ AA+ │ 59.3% │
├────────────────┼────────────────┤
│ AA │ 0.2% │
├────────────────┼────────────────┤
│ AA- │ 5.7% │
├────────────────┼────────────────┤
│ A+ │ 13.3% │
├────────────────┼────────────────┤
│ A │ 5.8% │
├────────────────┼────────────────┤
│ A- │ 3.9% │
├────────────────┼────────────────┤
│ BBB+ │ 1.5% │
├────────────────┼────────────────┤
│ A-1+ │ 2.0% │
├────────────────┼────────────────┤
│ NR │ 1.5% │
└────────────────┴────────────────┘
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