FinanceCore.jl

Author JuliaActuary
Popularity
3 Stars
Updated Last
10 Months Ago
Started In
June 2022

FinanceCore

Stable Dev Build Status Coverage Aqua QA

This repository contains foundational types and routines that are used in other packages. Users should generally prefer to use other JuliaActuary packages which will re-export the FinanceCore data/methods as necessary.

If you are extending a function or type as a user or developer, then it would be a good idea to import/use this package directly.

FinanceCore contents

Reexported by ActuaryUtilities.jl

  • irr and internal_rate_of_return (reexported by ActuaryUtilities)

Reexported by FinanceModels.jl

  • Rates and Frequencys
  • discount, accumulation, and forward functions

Used by multiple packages

  • cashflows and timepoints functions

TODO

  • What's the best pattern for exports? Should this package export anything and have dependent packages @reexport? Does that make it so users would still see Yields.Rate?
  • Should this package precompile anything, or let the downstream packages do that? Or do it here unless the downstream extend the types and/or methods?