Closed spaette closed 12 months ago
examples.md - Structing - should be "Constructing"
TermStruct
would have been better as TermStructure
probably, but best left as is for now. I'll have to investigate if we can change that without too much hassle.
Other changes look OK.
Thanks for doing this.
@aviks
Any further comment noting the piped output?
$ git clone -q https://github.com/vaerksted/Miletus.jl.git
$ grep -nr TermStruct Miletus.jl | wc -l
47
$ grep -nr TermStuct Miletus.jl | wc -l
3
$
PR marked as a Draft pending a response to the previous comment.
Any further comment noting the piped output?
Ah, I now understand what you meant. Thanks! I've made a PR for that: #18
I'll submit a PR contingent on the following:
examples.md
andtermstructure.jl
The string
Structing
looks like a typo.Structing the model without currency units
$
$ grep -nr TermStuct Miletus.jl Miletus.jl/src/termstructure.jl:65:abstract type TermStuct end Miletus.jl/src/termstructure.jl:67:abstract type VolatilityTermStructure <: TermStuct end Miletus.jl/src/termstructure.jl:68:abstract type YieldTermStructure <: TermStuct end $
$ grep -nr Primative Miletus.jl Miletus.jl/docs/src/tutorial.md:125:### Primative Observables $ grep -nr adust Miletus.jl
Miletus.jl/src/daycounts.jl:254:adust(::Unadjusted, c::BusinessDays.HolidayCalendar, d::Date) = d $ grep -nr aquisition Miletus.jl Miletus.jl/src/contracts.jl:67:If
p
is true at the point of aquisition, acquirec1
else acquirec2
. $ grep -nr cancelation Miletus.jl Miletus.jl/src/utils/ivol.jl:47: β₂ = 0.5 - KΦ(-s₂) # cancelation of some terms $ grep -nr continously Miletus.jl Miletus.jl/src/models/geombm.jl:13:Theinterestrate
,carryrate
andvolatility
are all specified on a continously compounded, Actual/365 basis. Miletus.jl/src/models/core.jl:22:Theyieldcurve
andcarryrate
are all specified on a continously compounded, Actual/365 basis. Miletus.jl/docs/src/tutorial.md:379: Theinterestrate
,carryrate
andvolatility
are all specified on a continously compounded, Actual/365 basis. $ grep -nr contracs Miletus.jl Miletus.jl/src/multipleexercise.jl:5:move up or down states. This can represent a variety of multiple exercise contracs, such $ grep -nr implmented Miletus.jl Miletus.jl/docs/src/tutorial.md:335: TermStruct - An abstract type that is a super type to all Term Structures implmented in Miletus $ grep -nr incrememnt Miletus.jl Miletus.jl/src/utils/ivol.jl:221:The update incrememnt forn
th order Householder's method (wheren
is the number of arguments) for finding the root of $ grep -nr inital Miletus.jl Miletus.jl/src/models/binomial.jl:14:S₀
: inital value Miletus.jl/docs/src/tutorial.md:396: *S₀
: inital value $ grep -nr interchangable Miletus.jl Miletus.jl/src/utils/ivol.jl:266:Note: for the purposes of computation, the bounds are actually interchangable (i.e.x₋
can be the upper bound). $