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Correlated Generators #39

Merged
merged 13 commits into from
Aug 8, 2022
Merged

Correlated Generators #39

merged 13 commits into from
Aug 8, 2022

Commits on Aug 6, 2022

  1. correlations initial

    @alecloudenback
    alecloudenback committed Aug 6, 2022
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  2. assert compatibility with component generators

    @alecloudenback
    alecloudenback committed Aug 6, 2022
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Commits on Aug 7, 2022

  1. iterate over each generator instead of timesteps

    @alecloudenback
    alecloudenback committed Aug 7, 2022
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  2. update internal methods to align with changes needed for Correlated

    @alecloudenback
    alecloudenback committed Aug 7, 2022
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  3. nextrate -> nextvalue since not all values are rates

    @alecloudenback
    alecloudenback committed Aug 7, 2022
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Commits on Aug 8, 2022

  1. add some tests

    @alecloudenback
    alecloudenback committed Aug 8, 2022
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  2. add IR test

    @alecloudenback
    alecloudenback committed Aug 8, 2022
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  3. More tests and docs

    @alecloudenback
    alecloudenback committed Aug 8, 2022
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  4. allequals is only a Julia 1.8 feature

    @alecloudenback
    alecloudenback committed Aug 8, 2022
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  5. fix asserts

    @alecloudenback
    alecloudenback committed Aug 8, 2022
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  6. simplify ratio

    @alecloudenback
    alecloudenback committed Aug 8, 2022
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  7. update docs

    @alecloudenback
    alecloudenback committed Aug 8, 2022
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  8. fix tests and define YieldCurve for Correlated

    @alecloudenback
    alecloudenback committed Aug 8, 2022
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