Skip to content

Commit

Permalink
Updated NEWS
Browse files Browse the repository at this point in the history
  • Loading branch information
wilsonfreitas committed Jul 15, 2022
1 parent f578d08 commit 91f4bc1
Showing 1 changed file with 27 additions and 7 deletions.
34 changes: 27 additions & 7 deletions NEWS.md
Original file line number Diff line number Diff line change
@@ -1,17 +1,37 @@
# fixedincome 0.0.2

* Added `progagate` slot to `Interpolation` class. It defines if the interpolation method is propagated to interpolated curves.
## Term class

* Term class accepts multiple units.
* `toyears` returns Term objects
* New methods `tomonths` and `todays` for Term conversion in different units.

## SpotRate

* SpotRate Compare method split into spectific methods: ==, !=, >, <, >=, <=. The methods >, <, >=, <= raise error for objects with different slots: compounding, daycount, calendar.
* SpotRate Arith methods raise error for objects with different slots: compounding, daycount, calendar.

## SpotRateCurve

* The curve methods `[` and `[[` don't propagate interpolation. The returned curves don't have interpolation. This avoids recurrent `prepare_interpolation` calls.
* New SpotRateCurve method `[[` for missing returns interpolated curve in curve's terms.
* SpotRateCurve converts terms to `days` units, so `days` units becomes the default units to SpotRateCurve.

## Interpolation

* Added `progagate` slot to `Interpolation` class. It defines if the interpolation method is propagated to interpolated curves.
* The `interpolate` function, for NelsonSiegel and NelsonSiegelSvensson models, converts `term` argument to years with `toyears`.
* Organized nelsonsiegel and nelsonsiegelsvensson code.
* New objective functions (and their gradients) have been created to improve the optimization.
* New SpotRateCurve method `[[` for missing returns interpolated curve in curve's terms.
* SpotRate Compare method split into spectific methods: ==, !=, >, <, >=, <=. The methods >, <, >=, <= raise error for objects with different slots: compounding, daycount, calendar.
* SpotRate Arith methods raise error for objects with different slots: compounding, daycount, calendar.
* `toyears` returns Term objects
* New methods `tomonths` and `todays` for Term conversion in different units.
* Updated to bizdays version 0.1.10 (Issue #21)

## Compounding

* `rates` method has been renamed to `implied_rate`

## Misc

* Code refactoring
* Updated to bizdays version 0.1.10 (Issue #21)

# fixedincome 0.0.1

Expand Down

0 comments on commit 91f4bc1

Please sign in to comment.