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DateModel #152

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DateModel #152

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Commits on May 27, 2023

  1. rewrite first cut

    @alecloudenback
    alecloudenback committed May 27, 2023
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Commits on Jun 10, 2023

  1. use Transducers instead of iteration interface

    @alecloudenback
    alecloudenback committed Jun 10, 2023
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  2. simplify Composite

    @alecloudenback
    alecloudenback committed Jun 10, 2023
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  3. format

    @alecloudenback
    alecloudenback committed Jun 10, 2023
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Commits on Jun 12, 2023

  1. more work in progress incl Forward and derivs

    @alecloudenback
    alecloudenback committed Jun 12, 2023
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Commits on Jun 15, 2023

  1. lots of progress

    @alecloudenback
    alecloudenback committed Jun 15, 2023
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Commits on Jun 16, 2023

  1. re-incorporate RateCombination (now called CompositeYield)

    @alecloudenback
    alecloudenback committed Jun 16, 2023
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  2. more progress

    @alecloudenback
    alecloudenback committed Jun 16, 2023
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Commits on Jun 17, 2023

  1. bootstrap

    @alecloudenback
    alecloudenback committed Jun 17, 2023
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Commits on Jun 18, 2023

  1. progress

    @alecloudenback
    alecloudenback committed Jun 18, 2023
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  2. more tests passing

    @alecloudenback
    alecloudenback committed Jun 18, 2023
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Commits on Jun 19, 2023

  1. progress

    @alecloudenback
    alecloudenback committed Jun 19, 2023
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  2. fix Floating

    @alecloudenback
    alecloudenback committed Jun 19, 2023
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  3. fix floating test

    @alecloudenback
    alecloudenback committed Jun 19, 2023
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  4. CompositeYield tests

    @alecloudenback
    alecloudenback committed Jun 19, 2023
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Commits on Jun 20, 2023

  1. progress

    @alecloudenback
    alecloudenback committed Jun 20, 2023
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  2. simplify SW cashflow matrix

    @alecloudenback
    alecloudenback committed Jun 20, 2023
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Commits on Jun 21, 2023

  1. SW complete

    @alecloudenback
    alecloudenback committed Jun 21, 2023
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  2. NS progress

    @alecloudenback
    alecloudenback committed Jun 21, 2023
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Commits on Jun 25, 2023

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

    @alecloudenback
    alecloudenback committed Jun 25, 2023
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  2. cleanup

    @alecloudenback
    alecloudenback committed Jun 25, 2023
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Commits on Jun 26, 2023

  1. move things up to FinanceCore

    @alecloudenback
    alecloudenback committed Jun 26, 2023
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Commits on Jul 3, 2023

  1. progress

    @alecloudenback
    alecloudenback committed Jul 3, 2023
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Commits on Jul 4, 2023

  1. faster coupons

    @alecloudenback
    alecloudenback committed Jul 4, 2023
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Commits on Jul 5, 2023

  1. tests pass locally, need dev'ed version of ActuaryUtilities and Finan… 

    …ceCore
    @alecloudenback
    alecloudenback committed Jul 5, 2023
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  2. change CompoundingFrequency to Frequency since it's used in more … 

    …contexts now
    @alecloudenback
    alecloudenback committed Jul 5, 2023
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Commits on Jul 6, 2023

  1. add commentary

    @alecloudenback
    alecloudenback committed Jul 6, 2023
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Commits on Jul 7, 2023

  1. simplify code and comments for floating bond

    @alecloudenback
    alecloudenback committed Jul 7, 2023
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  2. further simplify user code

    @alecloudenback
    alecloudenback committed Jul 7, 2023
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Commits on Jul 10, 2023

  1. DateModel

    @alecloudenback
    alecloudenback committed Jul 10, 2023
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