more cleanup

README.md

@@ -29,7 +29,7 @@ A collection of common functions/manipulations used in Actuarial Calculations.
   - Calculate the `Macaulay`, `Modified`, or `DV01` durations for a set of cashflows
   - Calculate the `KeyRate(time)` (a.k.a. `KeyRateZero`)duration or `KeyRatePar(time)` duration
 - `convexity` for price sensitivity
-- Flexible interest rate options via the [`Yields.jl`](https://github.com/JuliaActuary/Yields.jl) package.
+- Flexible interest rate models via the [`FinanceModels.jl`](https://github.com/JuliaActuary/FinanceModels.jl) package.
 - `internal_rate_of_return` or `irr` to calculate the IRR given cashflows (including at timepoints like Excel's `XIRR`)
 - `breakeven` to calculate the breakeven time for a set of cashflows
 - `accum_offset` to calculate accumulations like survivorship from a mortality vector
@@ -52,14 +52,14 @@ A collection of common functions/manipulations used in Actuarial Calculations.
 
 ### Typed Rates
 
-- functions which return a rate/yield will return a `Yields.Rate` object. E.g. `irr(cashflows)` will return a `Rate(0.05,Periodic(1))` instead of just a `0.05` (`float64`) to convey the compounding frequency. This uses (and is fully compatible with) Yields.jl and can be used anywhere you would otherwise use a simple floating point rate.
+- functions which return a rate/yield will return a `FinanceCore.Rate` object. E.g. `irr(cashflows)` will return a `Rate(0.05,Periodic(1))` instead of just a `0.05` (`float64`) to convey the compounding frequency. This is compatible across the JuliaActuary ecosystem and can be used anywhere you would otherwise use a simple floating point rate.
 
 A couple of other notes:
 
-- `rate(...)` will return the untyped rate from a `Yields.Rate` struct:
+- `rate(...)` will return the scalar rate value from a `Rate` struct:
 
 ```julia-repl
-julia> r = Yields.Rate(0.05,Yields.Periodic(1));
+julia> r = Rate(0.05,Periodic(1));
 
 julia> rate(r) 
 0.05
@@ -70,22 +70,20 @@ julia> rate(r)
 ```julia
 discount(0.05,cashflows)
 
-r = Yields.Rate(0.05,Yields.Periodic(1));
+r = Rate(0.05,Periodic(1));
 discount(r,cashflows)
 ```
 
 - convert between rates with:
 
 ```julia
-using Yields
+r = Rate(0.05,Periodic(1));
 
-r = Yields.Rate(0.05,Yields.Periodic(1));
-
-convert(Yields.Periodic(2),  r)   # convert to compounded twice per timestep
-convert(Yields.Continuous(2),r)   # convert to compounded twice per timestep
+convert(Periodic(2),  r)   # convert to compounded twice per timestep
+convert(Continuous(2),r)   # convert to compounded twice per timestep
 ```
 
-For more, see the [Yields.jl](https://github.com/JuliaActuary/Yields.jl) which provides a rich and flexible API for rates and curves to use.
+For more on Rates, see [FinanceCore.jl](https://github.com/JuliaActuary/FinanceCore.jl). [FinanceModels.jl](https://github.com/JuliaActuary/FinanceModels.jl) also provides a rich and flexible set of yield models to use.
 
 ## Documentation
 
@@ -99,8 +97,6 @@ See [JuliaActuary.org for instructions](https://juliaactuary.org/tutorials/cashf
 
 [![Simple cashflow analysis with ActuaryUtilities.jl](https://user-images.githubusercontent.com/711879/95857181-d646a280-0d20-11eb-8300-a4c226021334.gif)](https://juliaactuary.org/tutorials/cashflowanalysis/)
 
-
-
 ## Useful tips
 
 Functions often use a mix of interest_rates, cashflows, and timepoints. When calling functions, the general order of the arguments is 1) interest rates, 2) cashflows, and 3) timepoints.

docs/src/index.md

@@ -3,7 +3,9 @@
 ```julia
 cfs = [5, 5, 105]
 times    = [1, 2, 3]
+
 discount_rate = 0.03
+
 present_value(discount_rate, cfs, times)           # 105.65
 duration(Macaulay(), discount_rate, cfs, times)    #   2.86
 duration(discount_rate, cfs, times)                #   2.78
@@ -20,7 +22,7 @@ A collection of common functions/manipulations used in Actuarial Calculations.
   - Calculate the `Macaulay`, `Modified`, or `DV01` durations for a set of cashflows
   - Calculate the `KeyRate(time)` (a.k.a. `KeyRateZero`)duration or `KeyRatePar(time)` duration
 - `convexity` for price sensitivity
-- Flexible interest rate options via the [`Yields.jl`](https://github.com/JuliaActuary/Yields.jl) package.
+- Flexible interest rate models via the [`FinanceModels.jl`](https://github.com/JuliaActuary/FinanceModels.jl) package.
 - `internal_rate_of_return` or `irr` to calculate the IRR given cashflows (including at timepoints like Excel's `XIRR`)
 - `breakeven` to calculate the breakeven time for a set of cashflows
 - `accum_offset` to calculate accumulations like survivorship from a mortality vector
@@ -43,14 +45,15 @@ A collection of common functions/manipulations used in Actuarial Calculations.
 
 ### Typed Rates
 
-- functions which return a rate/yield will return a `Yields.Rate` object. E.g. `irr(cashflows)` will return a `Rate(0.05,Periodic(1))` instead of just a `0.05` (`float64`) to convey the compounding frequency. This uses (and is fully compatible with) Yields.jl and can be used anywhere you would otherwise use a simple floating point rate.
+- functions which return a rate/yield will return a `FinanceCore.Rate` object. E.g. `irr(cashflows)` will return a `Rate(0.05,Periodic(1))` instead of just a `0.05` (`float64`) to convey the compounding frequency. This is compatible across the JuliaActuary ecosystem and can be used anywhere you would otherwise use a simple floating point rate.
 
 A couple of other notes:
 
-- `rate(...)` will return the untyped rate from a `Yields.Rate` struct:
+- `rate(...)` will return the scalar rate value from a `Rate` struct:
 
 ```julia-repl
-julia> r = Yields.Rate(0.05,Yields.Periodic(1));
+julia> r = Rate(0.05,Periodic(1));
+
 julia> rate(r) 
 0.05
 ```
@@ -59,20 +62,25 @@ julia> rate(r)
 
 ```julia
 discount(0.05,cashflows)
-r = Yields.Rate(0.05,Yields.Periodic(1));
+
+r = Rate(0.05,Periodic(1));
 discount(r,cashflows)
 ```
 
 - convert between rates with:
 
 ```julia
-using Yields
-r = Yields.Rate(0.05,Yields.Periodic(1));
-convert(Yields.Periodic(2),  r)   # convert to compounded twice per timestep
-convert(Yields.Continuous(2),r)   # convert to compounded twice per timestep
+r = Rate(0.05,Periodic(1));
+
+convert(Periodic(2),  r)   # convert to compounded twice per timestep
+convert(Continuous(2),r)   # convert to compounded twice per timestep
 ```
 
-For more, see the [Yields.jl](https://github.com/JuliaActuary/Yields.jl) which provides a rich and flexible API for rates and curves to use.
+For more on Rates, see [FinanceCore.jl](https://github.com/JuliaActuary/FinanceCore.jl). [FinanceModels.jl](https://github.com/JuliaActuary/FinanceModels.jl) also provides a rich and flexible set of yield models to use.
+
+## Documentation
+
+Full documentation is [available here](https://JuliaActuary.github.io/ActuaryUtilities.jl/stable/).
 
 ## Examples
 
@@ -82,8 +90,6 @@ See [JuliaActuary.org for instructions](https://juliaactuary.org/tutorials/cashf
 
 [![Simple cashflow analysis with ActuaryUtilities.jl](https://user-images.githubusercontent.com/711879/95857181-d646a280-0d20-11eb-8300-a4c226021334.gif)](https://juliaactuary.org/tutorials/cashflowanalysis/)
 
-
-
 ## Useful tips
 
 Functions often use a mix of interest_rates, cashflows, and timepoints. When calling functions, the general order of the arguments is 1) interest rates, 2) cashflows, and 3) timepoints.

test/runtests.jl

@@ -10,9 +10,6 @@ const FC = ActuaryUtilities.FinanceCore
 
 include("risk_measures.jl")
 
-#convenience function to wrap scalar into default Rate type
-p(rate) = Yields.Periodic(rate, 1)
-
 @testset "Temporal functions" begin
     @testset "years_between" begin
         @test years_between(Date(2018, 9, 30), Date(2018, 9, 30)) == 0