JuliaActuary · alecloudenback · Sep 7, 2023 · Oct 25, 2023 · Oct 26, 2023
diff --git a/Project.toml b/Project.toml
@@ -21,12 +21,22 @@ StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
 Transducers = "28d57a85-8fef-5791-bfe6-a80928e7c999"
 UnicodePlots = "b8865327-cd53-5732-bb35-84acbb429228"
 
+[weakdeps]
+MakieCore = "20f20a25-4f0e-4fdf-b5d1-57303727442b"
+
+[extensions]
+# name of extension to the left
+# extension dependencies required to load the extension to the right
+# use a list for multiple extension dependencies
+FinanceModelsMakieCoreExt = "MakieCore"
+
 [compat]
 julia = "1.9" #Bsplinekit 0.16 is 1.8 or above and AccessibleOptimization's deps is 1.9
 FinanceCore = "^2"
 BSplineKit = "^0.16"
 IntervalSets = "^0.7"
 Transducers = "^0.4"
+MakieCore = "0.6"
 Optimization = "^3.15"
 OptimizationMetaheuristics = "^0.1.2"
 OptimizationOptimJL = "^0.1.9"

diff --git a/README.md b/README.md
@@ -136,6 +136,31 @@ However, `Projection`s allow one to combine three elements which can be extended
 - the **model** which includes assumptions of how the contract will behave
 - a `ProjectionKind` which indicates the kind of output desired (cashflow stream, amortization schedule, etc...)
 
+#### Examples
+
+A fixed bond that needs no valuation model (`NullModel()`) to define its projected gross cashflows:
+
+```julia
+Projection(Bond.Fixed(0.04,Periodic(2),3),NullModel(),CashflowProjection())
+```
+
+#### Plotting Projections
+
+A `CashflowProjection` or a vector of `Cashflow`s can be plotted with the [Makie](https://makie.org/) family of plotting packages. For example:
+
+```julia
+using FinanceModels, CairoMakie
+proj = Projection(Bond.Fixed(0.10,Periodic(2),20),NullModel(),CashflowProjection())
+# a stem plot:
+stem(proj)
+```
+
+Will produce: 
+
+![A stem plot of bond cashflows](https://github.com/JuliaActuary/ActuaryUtilities.jl/assets/711879/29480ce2-9691-4eb5-b656-a05394f7a2c2)
+
+
+
 ### Fitting Models
 
 

diff --git a/docs/docs/Project.toml b/docs/docs/Project.toml
@@ -0,0 +1,4 @@
+[deps]
+Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
+FinanceCore = "b9b1ffdd-6612-4b69-8227-7663be06e089"
+FinanceModels = "77f2ae65-bdde-421f-ae9d-22f1af19dd76"
diff --git a/docs/make.jl b/docs/make.jl
@@ -2,7 +2,7 @@ using FinanceModels
 using Documenter
 
 makedocs(;
-    modules=[FinanceModels],
+    modules=[FinanceModels, FinanceCore],
     authors="Alec Loudenback <[email protected]> and contributors",
     repo="https://github.com/JuliaActuary/FinanceModels.jl/blob/{commit}{path}#L{line}",
     sitename="FinanceModels.jl",
@@ -13,13 +13,27 @@ makedocs(;
     ),
     pages=[
         "Home" => "index.md",
-        "Guide" => "guide.md",
-        "Contracts" => "contracts.md",
-        "Models, Valuation, and Fitting" => "models.md",
-        "API Reference" => "api.md",
-        "Migration Guide" => "migration.md",
+        "Guide" => [
+            "Introduction" => "introduction.md",
+            "Models, Valuation, and Fitting" => "models.md",
+            "Contracts" => "contracts.md",
+            "Rates" => "Rates.md",
+            "Migration Guide" => "migration.md",
+        ],
+        "Modules" => [
+            "FinanceModels" => "API/FinanceModels.md",
+            "FinanceCore" => "API/FinanceCore.md",
+            "Spline" => "API/Spline.md",
+            "Fit" => "API/Fit.md",
+            "Yield" => "API/Yield.md",
+            "Bond" => "API/Bond.md",
+            "Equity" => "API/Equity.md",
+            "Option" => "API/Option.md",
+            "Volatility" => "API/Volatility.md",
+        ],
         "FAQs" => "faq.md",
-    ]
+    ],
+    warnonly=true
 )
 
 deploydocs(;

diff --git a/docs/src/API/Bond.md b/docs/src/API/Bond.md
@@ -0,0 +1,19 @@
+# FinanceModels.Bond API Reference
+
+```@index
+Modules = [FinanceModels.Bond]
+```
+
+## Exported API
+```@autodocs
+Modules = [FinanceModels.Bond]
+Private = false
+```
+
+## Unexported API
+```@autodocs
+Modules = [FinanceModels.Bond]
+Public = false
+```
+
+Please [open an issue](https://github.com/JuliaActuary/FinanceModels.jl/issues) if you encounter any issues or confusion with the package.
diff --git a/docs/src/API/Equity.md b/docs/src/API/Equity.md
@@ -0,0 +1,19 @@
+# FinanceModels.Equity API Reference
+
+```@index
+Modules = [FinanceModels.Equity]
+```
+
+## Exported API
+```@autodocs
+Modules = [FinanceModels.Equity]
+Private = false
+```
+
+## Unexported API
+```@autodocs
+Modules = [FinanceModels.Equity]
+Public = false
+```
+
+Please [open an issue](https://github.com/JuliaActuary/FinanceModels.jl/issues) if you encounter any issues or confusion with the package.
diff --git a/docs/src/API/FinanceCore.md b/docs/src/API/FinanceCore.md
@@ -0,0 +1,19 @@
+# FinanceCore API Reference
+
+```@index
+Modules = [FinanceCore]
+```
+
+## Exported API
+```@autodocs
+Modules = [FinanceCore]
+Private = false
+```
+
+## Unexported API
+```@autodocs
+Modules = [FinanceCore]
+Public = false
+```
+
+Please [open an issue](https://github.com/JuliaActuary/FinanceModels.jl/issues) if you encounter any issues or confusion with the package.
diff --git a/docs/src/API/FinanceModels.md b/docs/src/API/FinanceModels.md
@@ -0,0 +1,19 @@
+# FinanceModels API Reference
+
+```@index
+Modules = [FinanceModels]
+```
+
+## Exported API
+```@autodocs
+Modules = [FinanceModels]
+Private = false
+```
+
+## Unexported API
+```@autodocs
+Modules = [FinanceModels]
+Public = false
+```
+
+Please [open an issue](https://github.com/JuliaActuary/FinanceModels.jl/issues) if you encounter any issues or confusion with the package.
diff --git a/docs/src/API/Fit.md b/docs/src/API/Fit.md
@@ -0,0 +1,19 @@
+# FinanceModels.Fit API Reference
+
+```@index
+Modules = [FinanceModels.Fit]
+```
+
+## Exported API
+```@autodocs
+Modules = [FinanceModels.Fit]
+Private = false
+```
+
+## Unexported API
+```@autodocs
+Modules = [FinanceModels.Fit]
+Public = false
+```
+
+Please [open an issue](https://github.com/JuliaActuary/FinanceModels.jl/issues) if you encounter any issues or confusion with the package.
diff --git a/docs/src/API/Option.md b/docs/src/API/Option.md
@@ -0,0 +1,19 @@
+# FinanceModels.Option API Reference
+
+```@index
+Modules = [FinanceModels.Option]
+```
+
+## Exported API
+```@autodocs
+Modules = [FinanceModels.Option]
+Private = false
+```
+
+## Unexported API
+```@autodocs
+Modules = [FinanceModels.Option]
+Public = false
+```
+
+Please [open an issue](https://github.com/JuliaActuary/FinanceModels.jl/issues) if you encounter any issues or confusion with the package.
diff --git a/docs/src/API/Spline.md b/docs/src/API/Spline.md
@@ -0,0 +1,19 @@
+# FinanceModels.Spline API Reference
+
+```@index
+Modules = [FinanceModels.Spline]
+```
+
+## Exported API
+```@autodocs
+Modules = [FinanceModels.Spline]
+Private = false
+```
+
+## Unexported API
+```@autodocs
+Modules = [FinanceModels.Spline]
+Public = false
+```
+
+Please [open an issue](https://github.com/JuliaActuary/FinanceModels.jl/issues) if you encounter any issues or confusion with the package.
diff --git a/docs/src/API/Volatility.md b/docs/src/API/Volatility.md
@@ -0,0 +1,19 @@
+# FinanceModels.Volatility API Reference
+
+```@index
+Modules = [FinanceModels.Volatility]
+```
+
+## Exported API
+```@autodocs
+Modules = [FinanceModels.Volatility]
+Private = false
+```
+
+## Unexported API
+```@autodocs
+Modules = [FinanceModels.Volatility]
+Public = false
+```
+
+Please [open an issue](https://github.com/JuliaActuary/FinanceModels.jl/issues) if you encounter any issues or confusion with the package.
diff --git a/docs/src/API/Yield.md b/docs/src/API/Yield.md
@@ -0,0 +1,19 @@
+# FinanceModels.Yield API Reference
+
+```@index
+Modules = [FinanceModels.Yield]
+```
+
+## Exported API
+```@autodocs
+Modules = [FinanceModels.Yield]
+Private = false
+```
+
+## Unexported API
+```@autodocs
+Modules = [FinanceModels.Yield]
+Public = false
+```
+
+Please [open an issue](https://github.com/JuliaActuary/FinanceModels.jl/issues) if you encounter any issues or confusion with the package.
diff --git a/docs/src/Rates.md b/docs/src/Rates.md
@@ -0,0 +1,62 @@
+## Rates
+
+We should first discuss `Rate`s, which are reexported from [`FinanceCore.jl`](https://github.com/JuliaActuary/FinanceCore.jl)
+
+Rates are types that wrap scalar values to provide information about how to determine `discount` and `accumulation` factors. These allow for explicit handling of rate compounding conventions which, if not explicit, is often a source of errors in practice.
+
+There are two `Frequency` types:
+
+- `Yields.Periodic(m)` for rates that compound `m` times per period (e.g. `m` times per year if working with annual rates).
+- `Yields.Continuous()` for continuously compounding rates.
+
+#### Examples
+
+```julia
+Continuous(0.05)       # 5% continuously compounded
+Periodic(0.05,2)       # 5% compounded twice per period
+```
+
+These are both subtypes of the parent `Rate` type and are instantiated as:
+
+```julia
+Rate(0.05,Continuous())       # 5% continuously compounded
+Rate(0.05,Periodic(2))        # 5% compounded twice per period
+```
+
+Broadcast over a vector to create `Rates` with the given compounding:
+
+```julia
+Periodic.([0.02,0.03,0.04],2) 
+Continuous.([0.02,0.03,0.04]) 
+```
+
+Rates can also be constructed by specifying the `CompoundingFrequency` and then passing a scalar rate:
+
+```julia
+Periodic(1)(0.05)
+Continuous()(0.05)
+```
+
+#### Conversion
+
+Convert rates between different types with `convert`. E.g.:
+
+```julia
+r = Rate(0.01,Periodic(12))             # rate that compounds 12 times per rate period (ie monthly)
+
+convert(Yields.Periodic(1),r)                  # convert monthly rate to annual effective
+convert(Yields.Continuous(),r)          # convert monthly rate to continuous
+```
+
+To get the scalar value out of the `Rate`, use `FinanceModels.rate(r)`:
+
+```julia-rel
+julia> r = Rate(0.01,Periodic(12));   
+julia> rate(r)
+0.01
+
+```
+
+#### Arithmetic
+
+Adding, subtracting, multiplying, dividing, and comparing rates is supported.
diff --git a/docs/src/api.md b/docs/src/api.md