From 91f4bc13fd4c6cbe02b1dd842a467e9e8298fd67 Mon Sep 17 00:00:00 2001 From: wilsonfreitas Date: Fri, 15 Jul 2022 15:51:54 -0300 Subject: [PATCH] Updated NEWS --- NEWS.md | 34 +++++++++++++++++++++++++++------- 1 file changed, 27 insertions(+), 7 deletions(-) diff --git a/NEWS.md b/NEWS.md index 22a5c08..ddc9dcb 100644 --- a/NEWS.md +++ b/NEWS.md @@ -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