JuliaActuary/ActuaryUtilities.jl issues and pull requests

#107 - Risk Measure Revamp

Pull Request - State: closed - Opened by alecloudenback 3 months ago - 1 comment

#105 - strict docs

Pull Request - State: closed - Opened by alecloudenback 8 months ago - 1 comment

#104 - Allow latest StatsBase

Pull Request - State: closed - Opened by alecloudenback 9 months ago - 1 comment

#103 - re-enable precompile

Pull Request - State: closed - Opened by alecloudenback 10 months ago

#102 - Some FinanceModels cleanup

Pull Request - State: closed - Opened by alecloudenback 10 months ago - 1 comment

#101 - start updating for new set of upstream packages

Pull Request - State: closed - Opened by alecloudenback about 1 year ago

#100 - WIP performance improvements

Pull Request - State: closed - Opened by alecloudenback about 1 year ago

#99 - Use techniques from FinanceCore/irr.jl to speed up present value

Issue - State: open - Opened by alecloudenback about 1 year ago

#98 - Migrate from SnoopPrecompile to PrecompileTools

Pull Request - State: closed - Opened by timholy about 1 year ago - 1 comment

#97 - make DV01 per basis point and not per point

Pull Request - State: closed - Opened by alecloudenback over 1 year ago - 1 comment

#96 - DV01 should be change for a basis point, not percentage point

Issue - State: closed - Opened by alecloudenback over 1 year ago - 1 comment

#95 - add Cashflows datastructure

Pull Request - State: closed - Opened by alecloudenback over 1 year ago - 1 comment

#94 - Remove `function present_values(y::Vector{T}, cfs, times) where {T <: Real}`

Issue - State: closed - Opened by alecloudenback over 1 year ago

#93 - Added more test cases in runtests.jl

Pull Request - State: closed - Opened by KuldeepBorkar over 1 year ago - 4 comments
Labels: hacktoberfest, hacktoberfest-accepted

#92 - moic returns a string instead of NaN

Pull Request - State: open - Opened by KuldeepBorkar over 1 year ago - 4 comments

#91 - Added mirr function in financial_math.jl

Pull Request - State: open - Opened by KuldeepBorkar over 1 year ago - 4 comments

#90 - Organize Doc Page

Pull Request - State: closed - Opened by xlxs4 over 1 year ago - 2 comments

#89 - add invalidations workflow

Pull Request - State: closed - Opened by alecloudenback almost 2 years ago - 1 comment

#88 - support the case where τ is zero (previsouly `NaN`ed)

Pull Request - State: closed - Opened by alecloudenback almost 2 years ago - 1 comment

#87 - update for FinanceCore

Pull Request - State: closed - Opened by alecloudenback almost 2 years ago - 1 comment

#86 - Update for FinanceCore.jl

Issue - State: closed - Opened by alecloudenback almost 2 years ago

#85 - Organize Doc Page

Issue - State: closed - Opened by alecloudenback almost 2 years ago - 3 comments
Labels: documentation, good first issue, hacktoberfest

#84 - CompatHelper: bump compat for "MuladdMacro" to "0.2"

Pull Request - State: closed - Opened by github-actions[bot] almost 2 years ago - 1 comment

#83 - ~8% faster `present_value`

Pull Request - State: closed - Opened by alecloudenback almost 2 years ago

#82 - 6x faster IRR

Pull Request - State: closed - Opened by alecloudenback almost 2 years ago

#81 - KRD in precompile errors

Issue - State: open - Opened by alecloudenback almost 2 years ago

#80 - use SnoopCompile to take advantage of more advanced precompilation

Pull Request - State: closed - Opened by alecloudenback almost 2 years ago - 1 comment

#79 - add `spread` to solve for spread to make two curves equal

Pull Request - State: closed - Opened by alecloudenback almost 2 years ago - 1 comment

#78 - resolve some unintended dispatch paths

Pull Request - State: closed - Opened by alecloudenback almost 2 years ago - 1 comment

#77 - add `Cashflow` datastructure

Pull Request - State: closed - Opened by alecloudenback almost 2 years ago - 1 comment

#76 - let `convexity` work on generators and not just AbstractVectors

Pull Request - State: closed - Opened by alecloudenback almost 2 years ago - 1 comment

#75 - let duration work on generators and not just AbstractVectors

Pull Request - State: closed - Opened by alecloudenback almost 2 years ago - 1 comment

#74 - `duration` errors on LifeContingencies `cashflows`

Issue - State: closed - Opened by alecloudenback almost 2 years ago

#73 - Yields v3

Pull Request - State: closed - Opened by alecloudenback about 2 years ago - 1 comment

#72 - Yields Compat

Pull Request - State: closed - Opened by alecloudenback about 2 years ago

#71 - Minor code quality improvements

Pull Request - State: closed - Opened by alecloudenback about 2 years ago - 1 comment

#70 - Bump for Roots compat

Pull Request - State: closed - Opened by alecloudenback about 2 years ago - 1 comment

#69 - CompatHelper: bump compat for "Roots" to "2"

Pull Request - State: closed - Opened by github-actions[bot] about 2 years ago - 1 comment

#68 - add `KeyRateZero` and `KeyRatePar` durations

Pull Request - State: closed - Opened by alecloudenback over 2 years ago - 4 comments
Labels: needs tests

#67 - update min documenter version

Pull Request - State: closed - Opened by alecloudenback over 2 years ago - 1 comment

#66 - update Compat for new LTS/released versions

Pull Request - State: closed - Opened by alecloudenback over 2 years ago

#65 - remove old compat entries for easier maintenence

Pull Request - State: closed - Opened by alecloudenback over 2 years ago - 1 comment

#64 - Functions which return rates (e.g. `irr`) now return a `Yields.Rate` object (periodic once per period)

Pull Request - State: closed - Opened by alecloudenback over 2 years ago - 1 comment

#63 - add `moic`

Pull Request - State: closed - Opened by alecloudenback over 2 years ago - 1 comment

#62 - Have functions that return rates (e.g. `irr`) return a `Yield.Rate` instead of `Float64`

Issue - State: closed - Opened by alecloudenback over 2 years ago - 1 comment
Labels: good first issue, hacktoberfest, breaking

#61 - Add more profit measures

Issue - State: open - Opened by alecloudenback over 2 years ago - 6 comments
Labels: good first issue, hacktoberfest

#60 - API of Derivative values

Issue - State: open - Opened by alecloudenback over 2 years ago

#59 - add black scholes formulas

Pull Request - State: closed - Opened by alecloudenback over 2 years ago - 1 comment

#58 - present value should accept a `Yields.Rate` and convert it to a `Yields.Constant`

Issue - State: closed - Opened by alecloudenback over 2 years ago - 1 comment

#57 - Fix `present_values` with `Int`s

Pull Request - State: closed - Opened by alecloudenback over 2 years ago - 1 comment

#56 - CompatHelper: bump compat for "Yields" to "0.6"

Pull Request - State: closed - Opened by github-actions[bot] over 2 years ago - 1 comment

#55 - Add more test cases

Issue - State: open - Opened by alecloudenback almost 3 years ago - 3 comments
Labels: hacktoberfest

#54 - Review documentation and identify things that are unclear or need additional detail

Issue - State: open - Opened by alecloudenback almost 3 years ago - 1 comment
Labels: hacktoberfest

#53 - Add black scholes functions

Issue - State: closed - Opened by alecloudenback almost 3 years ago
Labels: hacktoberfest

#52 - Improve performance of present value functions

Pull Request - State: closed - Opened by alecloudenback almost 3 years ago - 1 comment

#51 - add uncommitted line to last PR

Pull Request - State: closed - Opened by alecloudenback almost 3 years ago - 1 comment

#50 - use `exp` for faster irr

Pull Request - State: closed - Opened by alecloudenback almost 3 years ago - 1 comment

#49 - make irr much faster in most cases

Pull Request - State: closed - Opened by alecloudenback almost 3 years ago - 1 comment

#48 - Improve performance (speed, allocations)

Pull Request - State: closed - Opened by alecloudenback almost 3 years ago - 1 comment

#47 - Change irr search range to be compatible with fractional times

Pull Request - State: closed - Opened by alecloudenback almost 3 years ago - 1 comment

#46 - CompatHelper: bump compat for "Yields" to "0.5"

Pull Request - State: closed - Opened by github-actions[bot] about 3 years ago - 1 comment

#45 - Add CTE and VaR Risk measure functions

Pull Request - State: closed - Opened by alecloudenback about 3 years ago - 1 comment

#44 - Remove `xlclip` in favor of `using ClipData`

Pull Request - State: closed - Opened by alecloudenback about 3 years ago - 1 comment

#43 - Docstring cleanup, fix Yields function reference, `present_values` with timepoints

Pull Request - State: closed - Opened by alecloudenback about 3 years ago - 1 comment

#42 - more robust IRR solving via Roots

Pull Request - State: closed - Opened by alecloudenback about 3 years ago - 1 comment

#41 - Alternative clipboard feature package

Issue - State: closed - Opened by pdeffebach about 3 years ago - 1 comment

#40 - compatibility with Yields 0.4

Pull Request - State: closed - Opened by alecloudenback about 3 years ago