v0.3.2

ActuaryUtilities v0.3.2

Diff since v0.3.1

Closed issues:

• Make duration more generic (#7)
• Add Convexity (#10)

Merged pull requests:

• Remove manifest and standardize .gitignore (#12) (@alecloudenback)

v0.3.1

ActuaryUtilities v0.3.1

Diff since v0.3.0

Merged pull requests:

• Utilize numerical differentiation for Duration and Convexity; Doc cleanup (#11) (@alecloudenback)

v0.3.0

ActuaryUtilities v0.3.0

Diff since v0.2.2

Merged pull requests:

• Utilize InterestCurve in more calcs (#8) (@alecloudenback)

v0.2.2

ActuaryUtilities v0.2.2

Diff since v0.2.1

Closed issues:

• Switch to Github Actions CI (#4)

Merged pull requests:

• CompatHelper: bump compat for "Optim" to "0.21" (#5) (@github-actions[bot])
• Additional Financial Maths (duration, InterestCurve,interest_rate,discount_rate) (#6) (@alecloudenback)

v0.2.1

ActuaryUtilities v0.2.1

Diff since v0.2.0

Merged pull requests:

• Allow vectors of discount/interest rates in present_value and breakeven (#3) (@alecloudenback)

v0.2.0

ActuaryUtilities v0.2.0

Diff since v0.1.0

• add breakeven to get the timepoint that accumulation cashflows breakeven
• switch to Optim.jl instead of Roots.jl for solving the IRR

Closed issues:

• Generalize irr to not just need initial cf in the first period (#1)

v0.1.0

ActuaryUtilities v0.1.0