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DateModel#152

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alecloudenback wants to merge 30 commits intomasterJuliaActuary/FinanceModels.jl:masterfrom fm-datesJuliaActuary/FinanceModels.jl:fm-datesCopy head branch name to clipboard

+2,037-2,230

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Commits on May 27, 2023

• rewrite first cut

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Commits on Jun 10, 2023

• use Transducers instead of iteration interface

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• simplify Composite

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• format

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Commits on Jun 12, 2023

• more work in progress incl Forward and derivs

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Commits on Jun 15, 2023

• lots of progress

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Commits on Jun 16, 2023

• re-incorporate RateCombination (now called CompositeYield)

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• more progress

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Commits on Jun 17, 2023

• bootstrap

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Commits on Jun 18, 2023

• progress

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• more tests passing

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Commits on Jun 19, 2023

• progress

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  4632ddc

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• fix Floating

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• fix floating test

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• CompositeYield tests

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Commits on Jun 20, 2023

• progress

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  6b13e83

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• simplify SW cashflow matrix

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Commits on Jun 21, 2023

• SW complete

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• NS progress

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Commits on Jun 25, 2023

• NSS tests passing (had to widen tolerance given different solve)

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  e2f8f9a

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• cleanup

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Commits on Jun 26, 2023

• move things up to FinanceCore

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Commits on Jul 3, 2023

• progress

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Commits on Jul 4, 2023

• faster coupons

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Commits on Jul 5, 2023

• tests pass locally, need dev'ed version of ActuaryUtilities and FinanceCore

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• change CompoundingFrequency to Frequency since it's used in more contexts now

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Commits on Jul 6, 2023

• add commentary

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Commits on Jul 7, 2023

• simplify code and comments for floating bond

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  ec4b544

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• further simplify user code

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Commits on Jul 10, 2023

• DateModel

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