v0.9.3

Yields v0.9.3

Diff since v0.9.2

Merged pull requests:

• fix show methods to extend Base.show (#71) (@alecloudenback)

v0.9.2

Yields v0.9.2

Diff since v0.9.1

Merged pull requests:

• add missing zero method for Constant (#69) (@alecloudenback)

v0.9.1

Yields v0.9.1

Diff since v0.9.0

Merged pull requests:

• Improve the display of curves (#66) (@alecloudenback)
• Add Unicode Plots Compat (#68) (@alecloudenback)

v0.9.0

Yields v0.9.0

Diff since v0.8.0

Closed issues:

• similar to zero, forward should return a Rate (#58)
• New function: forwardcurve (#63)

Merged pull requests:

• add ForwardStarting to allow creating forward-starting curves easily (#65) (@alecloudenback)
• switch underlying interpoliation to use rates instead of discount factor (#67) (@alecloudenback)

v0.8.0

Yields v0.8.0

Diff since v0.7.1

Closed issues:

• forward should have doctstring (#59)

Merged pull requests:

• Forwards (#60) (@alecloudenback)
• significantly improve performance via parametrizing core types (#62) (@alecloudenback)

v0.7.1

Yields v0.7.1

Diff since v0.7.0

Merged pull requests:

• Improve type declaration for Rate to improve package type inference (#55) (@alecloudenback)

v0.7.0

Yields v0.7.0

Diff since v0.6.0

Closed issues:

• Calibrating other yield curves from par or zero rates (#36)
• Allow frequency to be a vector for per-instrument frequency (#43)
• CMT has doc copied, OIS has no doc (#47)

Merged pull requests:

• fix CMT duplication, OIS omission (#48) (@alecloudenback)

v0.6.0

Yields v0.6.0

Diff since v0.5.1

Merged pull requests:

• Smith Wilson yield (#37) (@kasperrisager)
• Format, Linting, and Copyedits (#45) (@alecloudenback)

v0.5.1

Yields v0.5.1

Diff since v0.5.0

Closed issues:

• provide function for efficient vector of accumulation/discount (#23)
• document conversion functionality in readme (#29)
• Inconsistent return type (#40)

Merged pull requests:

• call first value from rates, not the function rate (#35) (@alecloudenback)
• we want element-wise division when time is a vector instead of matrix division (#41) (@alecloudenback)

v0.5.0

Yields v0.5.0

Diff since v0.4.2

Closed issues:

• accumulaton(0.1,10) errors but discount(0.1,10) uses the default assumption of periodic interest (#28)
• swap argument order in two arg version of convert to maintain consistency with Julia base (#30)
• don't export continuous\periodic becuase of clash with Continuous from Distributions (#31)

Merged pull requests:

• convert consistency with base and documentation (#32) (@alecloudenback)
• Don't export Continuous or Periodic due to conflict with other popular packages (#33) (@alecloudenback)
• add convenience function for accumulation (#34) (@alecloudenback)