start updating for new set of upstream packages #101
Merged
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Migration Guide:
The shape and API of the package is mostly unchanged. The changes that have made fall into a few categores:
Cashflow
type which makes modeling heterogeneous assets and liabilities simpler.API Changes
europut
andeurocall
have been moved toFinanceModels
present_value
orpresent_values
would be interpreted as a set ofPeriodic(1)
one-period forward rates if a vector of real values was passed. Users should explicitly create the yield model first, instead of relying on the implicit conversion:Cashflow