Format, Linting, and Copyedits (#45)

* markdown linting * spelling * format doc * more markdown lint * remove unecessary ticks
JuliaActuary · Oct 23, 2021 · d7d788c · d7d788c · alecloudenback · Oct 23, 2021
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diff --git a/README.md b/README.md
@@ -1,12 +1,11 @@
-# Yields
+# Yields.jl
 
 [![Stable](https://img.shields.io/badge/docs-stable-blue.svg)](https://JuliaActuary.github.io/Yields.jl/stable)
 [![Dev](https://img.shields.io/badge/docs-dev-blue.svg)](https://JuliaActuary.github.io/Yields.jl/dev)
 [![Build Status](https://github.com/JuliaActuary/Yields.jl/workflows/CI/badge.svg)](https://github.com/JuliaActuary/Yields.jl/actions)
 [![Coverage](https://codecov.io/gh/JuliaActuary/Yields.jl/branch/master/graph/badge.svg)](https://codecov.io/gh/JuliaActuary/Yields.jl)
 [![lifecycle](https://img.shields.io/badge/LifeCycle-Developing-blue)](https://www.tidyverse.org/lifecycle/)
 
-
 **Yields** provides a simple interface for constructing, manipulating, and using yield curves for modeling purposes.
 
 It's intended to provide common functionality around modeling interest rates, spreads, and miscellaneous yields across the JuliaActuary ecosystem (though not limited to use in JuliaActuary packages).
@@ -17,7 +16,7 @@ It's intended to provide common functionality around modeling interest rates, sp
 using Yields
 
 riskfree_maturities = [0.5, 1.0, 1.5, 2.0]
-riskfree    = [5.0, 5.8, 6.4, 6.8] ./ 100     #spot rates, annual effective if unspecfied
+riskfree    = [5.0, 5.8, 6.4, 6.8] ./ 100     #spot rates, annual effective if unspecified
 
 spread_maturities = [0.5, 1.0, 1.5, 3.0]      # different maturities
 spread    = [1.0, 1.8, 1.4, 1.8] ./ 100       # spot spreads
@@ -57,7 +56,7 @@ Rate.(0.02,0.03,0.04,Yields.Periodic(2))
 
 ### Yields
 
-There are a several ways to construct a yield curve object. 
+There are a several ways to construct a yield curve object.
 
 #### Bootstrapping Methods
 
@@ -73,7 +72,7 @@ There are a several ways to construct a yield curve object.
 
 #### Kernel Methods
 
-- `Yields.SmithWilson` curve (used for [discounting in the EU Solvency II framework](https://www.eiopa.europa.eu/sites/default/files/risk_free_interest_rate/12092019-technical_documentation.pdf)) can be constructed either directly by specifying its inner representation or by calibrating to a set of cashflows with known prices. 
+- `Yields.SmithWilson` curve (used for [discounting in the EU Solvency II framework](https://www.eiopa.europa.eu/sites/default/files/risk_free_interest_rate/12092019-technical_documentation.pdf)) can be constructed either directly by specifying its inner representation or by calibrating to a set of cashflows with known prices.
   - These cashflows can conveniently be constructed with `Yields.ZeroCouponQuotes`, `Yields.SwapQuotes`, or `Yields.BulletBondQuotes`.
 
 ### Functions
@@ -87,7 +86,7 @@ Most of the above yields have the following defined (goal is to have them all):
 
 ### Combinations
 
-Different yield objects can be combined with addition or subtraction. See the [Quickstart](#quickstart) for an example. 
+Different yield objects can be combined with addition or subtraction. See the [Quickstart](#quickstart) for an example.
 
 When adding a `Yields.AbstractYield` with a scalar or vector, that scalar or vector will be promoted to a yield type via [`Yield()`](#yield). For example:
 
@@ -109,15 +108,15 @@ convert(Yields.Continuous(),r)          # convert monthly rate to continuous
 
 ## Internals
 
-For time-variant yields (ie yield *curves*), the inputs are converted to spot rates and linearly interpolated (using [`Interpolations.jl`](https://github.com/JuliaMath/Interpolations.jl)). 
+For time-variant yields (ie yield *curves*), the inputs are converted to spot rates and linearly interpolated (using [`Interpolations.jl`](https://github.com/JuliaMath/Interpolations.jl)).
 
 If you want more precise curvature (e.g. cubic spline interpolation) you can pre-process your rates into a greater number of input points before creating the `Yields` representation. `Yields.jl` uses `Interpolations.jl` as it is a pure-Julia interpolations package and enables auto-differentiation (AD) in `Yields.jl` usage. For example, [`ActuaryUtilities.jl`](https://github.com/JuliaActuary/ActuaryUtilities.jl) uses AD for `duration` and `convexity`.
 
 ### Combination Implementation
 
 [Combinations](#combinations) track two different curve objects and are not combined into a single underlying data structure. This means that you may achieve better performance if you combine the rates before constructing a `Yields` representation. The exception to this is `Constant` curves, which *do* get combined into a single structure that is as performant as pre-combined rate structure.
 
-## Related Packages 
+## Related Packages
 
-- [**`InterestRates.jl`**](https://github.com/felipenoris/InterestRates.jl) specializes in fast rate calculations aimed at valuing fixed income contracts, with business-day-level accuracy. 
+- [**`InterestRates.jl`**](https://github.com/felipenoris/InterestRates.jl) specializes in fast rate calculations aimed at valuing fixed income contracts, with business-day-level accuracy.
   - Comparative comments: **`Yields.jl`** does not try to provide as precise controls over the timing, structure, and interpolation of the curve. Instead, **`Yields.jl`** provides a minimal interface for common modeling needs.
diff --git a/docs/src/index.md b/docs/src/index.md
@@ -1,15 +1,15 @@
 ```@meta
 CurrentModule = Yields
 ```
-# Yields
+
+# Yields.jl
 
 [![Stable](https://img.shields.io/badge/docs-stable-blue.svg)](https://JuliaActuary.github.io/Yields.jl/stable)
 [![Dev](https://img.shields.io/badge/docs-dev-blue.svg)](https://JuliaActuary.github.io/Yields.jl/dev)
 [![Build Status](https://github.com/JuliaActuary/Yields.jl/workflows/CI/badge.svg)](https://github.com/JuliaActuary/Yields.jl/actions)
 [![Coverage](https://codecov.io/gh/JuliaActuary/Yields.jl/branch/master/graph/badge.svg)](https://codecov.io/gh/JuliaActuary/Yields.jl)
 [![lifecycle](https://img.shields.io/badge/LifeCycle-Developing-blue)](https://www.tidyverse.org/lifecycle/)
 
-
 **Yields** provides a simple interface for constructing, manipulating, and using yield curves for modeling purposes.
 
 It's intended to provide common functionality around modeling interest rates, spreads, and miscellaneous yields across the JuliaActuary ecosystem (though not limited to use in JuliaActuary packages).
@@ -20,7 +20,7 @@ It's intended to provide common functionality around modeling interest rates, sp
 using Yields
 
 riskfree_maturities = [0.5, 1.0, 1.5, 2.0]
-riskfree    = [5.0, 5.8, 6.4, 6.8] ./ 100     #spot rates, annual effective if unspecfied
+riskfree    = [5.0, 5.8, 6.4, 6.8] ./ 100     #spot rates, annual effective if unspecified
 
 spread_maturities = [0.5, 1.0, 1.5, 3.0]      # different maturities
 spread    = [1.0, 1.8, 1.4, 1.8] ./ 100       # spot spreads
@@ -60,7 +60,7 @@ Rate.(0.02,0.03,0.04,Periodic(2))
 
 ### Yields
 
-There are a several ways to construct a yield curve object. 
+There are a several ways to construct a yield curve object.
 
 #### Bootstrapping Methods
 
@@ -76,8 +76,9 @@ There are a several ways to construct a yield curve object.
 
 #### Kernel Methods
 
-- `Yields.SmithWilson` curve (used for [discounting in the EU Solvency II framework](https://www.eiopa.europa.eu/sites/default/files/risk_free_interest_rate/12092019-technical_documentation.pdf)) can be constructed either directly by specifying its inner representation or by calibrating to a set of cashflows with known prices. 
+- `Yields.SmithWilson` curve (used for [discounting in the EU Solvency II framework](https://www.eiopa.europa.eu/sites/default/files/risk_free_interest_rate/12092019-technical_documentation.pdf)) can be constructed either directly by specifying its inner representation or by calibrating to a set of cashflows with known prices.
   - These cashflows can conveniently be constructed with `Yields.ZeroCouponQuotes`, `Yields.SwapQuotes`, or `Yields.BulletBondQuotes`.
+
 ### Functions
 
 Most of the above yields have the following defined (goal is to have them all):
@@ -89,7 +90,7 @@ Most of the above yields have the following defined (goal is to have them all):
 
 ### Combinations
 
-Different yield objects can be combined with addition or subtraction. See the [Quickstart](#quickstart) for an example. 
+Different yield objects can be combined with addition or subtraction. See the [Quickstart](#quickstart) for an example.
 
 When adding a `Yields.AbstractYield` with a scalar or vector, that scalar or vector will be promoted to a yield type via [`Yield()`](#yield). For example:
 
@@ -100,15 +101,15 @@ y2 = y1 + 0.01                # y2 is a yield of 0.06
 
 ## Internals
 
-For time-variant yields (ie yield *curves*), the inputs are converted to spot rates and linearly interpolated (using [`Interpolations.jl`](https://github.com/JuliaMath/Interpolations.jl)). 
+For time-variant yields (ie yield *curves*), the inputs are converted to spot rates and linearly interpolated (using [`Interpolations.jl`](https://github.com/JuliaMath/Interpolations.jl)).
 
 If you want more precise curvature (e.g. cubic spline interpolation) you can pre-process your rates into a greater number of input points before creating the `Yields` representation. `Yields.jl` uses `Interpolations.jl` as it is a pure-Julia interpolations package and enables auto-differentiation (AD) in `Yields.jl` usage. For example, [`ActuaryUtilities.jl`](https://github.com/JuliaActuary/ActuaryUtilities.jl) uses AD for `duration` and `convexity`.
 
 ### Combination Implementation
 
 [Combinations](#combinations) track two different curve objects and are not combined into a single underlying data structure. This means that you may achieve better performance if you combine the rates before constructing a `Yields` representation. The exception to this is `Constant` curves, which *do* get combined into a single structure that is as performant as pre-combined rate structure.
 
-## Related Packages 
+## Related Packages
 
-- [**`InterestRates.jl`**](https://github.com/felipenoris/InterestRates.jl) specializes in fast rate calculations aimed at valuing fixed income contracts, with business-day-level accuracy. 
-  - Comparative comments: **`Yields.jl`** does not try to provide as precise controls over the timing, structure, and interpolation of the curve. Instead, **`Yields.jl`** provides a minimal interface for common modeling needs.
+- [**`InterestRates.jl`**](https://github.com/felipenoris/InterestRates.jl) specializes in fast rate calculations aimed at valuing fixed income contracts, with business-day-level accuracy.
+  - Comparative comments: **`Yields.jl`** does not try to provide as precise controls over the timing, structure, and interpolation of the curve. Instead, **`Yields.jl`** provides a minimal interface for common modeling needs.