update README.rst to work as long_description

HOWTO.rst

@@ -160,9 +160,101 @@ Cashflow Objects and Valuation
 Payment Plans
 -------------
 
+    >>> from businessdate import BusinessDate, BusinessSchedule
+
+    >>> today = BusinessDate(20201031)
+
+    >>> schedule = BusinessSchedule(today, today + "8q", step="1q")
+    >>> schedule
+    [BusinessDate(20201031), BusinessDate(20210131), BusinessDate(20210430), BusinessDate(20210731), BusinessDate(20211031), BusinessDate(20220131), BusinessDate(20220430), BusinessDate(20220731), BusinessDate(20221031)]
+
+To build payment plans for, e.g. annuity loans, pick a plan function
+and generate an redemption amount list for paying back the loan notional amount.
+
+.. doctest::
+
+    >>> from dcf import annuity, outstanding
+
+    >>> number_of_payments = 8
+    >>> interest_rate = 0.02
+    >>> notional = 1000.
+
+    >>> plan = annuity(number_of_payments, amount=notional, fixed_rate=interest_rate)
+    >>> plan
+    [116.50979913376267, 118.83999511643792, 121.21679501876667, 123.64113091914203, 126.11395353752485, 128.63623260827535, 131.20895726044085, 133.83313640564967]
+
+
+    >>> sum(plan)
+    1000.0
+
+    >>> out = outstanding(plan, amount=notional)
+    >>> out
+    [1000.0, 883.4902008662373, 764.6502057497994, 643.4334107310327, 519.7922798118907, 393.6783262743659, 265.0420936660905, 133.83313640564967]
+
+    >>> compound = [o * interest_rate + p for o, p in zip(out, plan)]
+    >>> compound
+    [136.50979913376267, 136.50979913376267, 136.50979913376267, 136.50979913376267, 136.50979913376267, 136.50979913376267, 136.50979913376267, 136.50979913376267]
+
 CashFlowList Objects
 --------------------
 
+Putting all together and feeding the plan into a `FixedCashFlowList
+and the list of outstanding into a `RateCashflowList` gives the legs of a loan.
+
+.. doctest::
+
+    >>> from businessdate import BusinessDate, BusinessSchedule
+    >>> from dcf import amortize, outstanding
+    >>> from dcf import FixedCashFlowList, RateCashFlowList
+
+Again, build a date schedule.
+
+.. doctest::
+
+    >>> today = BusinessDate(20201031)
+
+    >>> schedule = BusinessSchedule(today, today + "8q", step="1q")
+
+    >>> start_date, payment_dates = schedule[0], schedule[1:]
+
+Fixing the properties of the product and rolling out the payment plan and list of notional outstanding.
+
+.. doctest::
+
+    >>> number_of_payments = 8
+    >>> interest_rate = 0.01
+    >>> notional = 1000.
+
+    >>> plan = amortize(number_of_payments, amount=notional)
+    >>> out = outstanding(plan, amount=notional)
+
+Finally, create for each leg a |CashFlowList|.
+
+.. doctest::
+
+    >>> principal = FixedCashFlowList([start_date], [-notional], origin=start_date)
+    >>> print(principal)
+    FixedCashFlowList([BusinessDate(20201031) ... BusinessDate(20201031)], [-1000.0 ... -1000.0], origin=BusinessDate(20201031), day_count=day_count)
+
+    >>> redemption = FixedCashFlowList(payment_dates, plan, origin=start_date)
+    >>> print(redemption)
+    FixedCashFlowList([BusinessDate(20210131) ... BusinessDate(20221031)], [125.0 ... 125.0], origin=BusinessDate(20201031), day_count=day_count)
+
+    >>> interest = RateCashFlowList(payment_dates, out, origin=start_date, fixed_rate=interest_rate)
+    >>> print(interest)
+    RateCashFlowList([BusinessDate(20210131) ... BusinessDate(20221031)], [1000.0 ... 125.0], origin=BusinessDate(20201031), day_count=day_count)
+
 Valuation
 ---------
 
+Add those legs to |CashFlowLegList| provides a smart container for valuation (|get_present_value()|).
+
+.. doctest::
+
+    >>> from dcf import CashFlowLegList, ZeroRateCurve, get_present_value
+
+    >>> loan = CashFlowLegList([principal, redemption, interest])
+    >>> curve = ZeroRateCurve([today, today + '2y'], [-.005, .01])
+    >>> pv = get_present_value(cashflow_list=loan, discount_curve=curve, valuation_date=today)
+    >>> pv
+    4.935421637918779

README.rst

@@ -66,13 +66,7 @@ discounting and fx.
 Example Usage
 -------------
 
-.. testsetup::
-
-    from datetime import date
-    from businessdate import BusinessDate, BusinessSchedule
-    from dcf import *
-
-.. doctest::
+.. code-block:: python
 
     >>> from datetime import date
     >>> from dcf import ZeroRateCurve
@@ -92,7 +86,7 @@ The framework works fine with native `datetime <https://docs.python.org/3/librar
 but we recommend `businessdate <https://pypi.org/project/businessdate/>`_ package
 for more convenient functionality to roll out date schedules.
 
-.. doctest::
+.. code-block:: python
 
     >>> from businessdate import BusinessDate, BusinessSchedule
 
@@ -105,7 +99,7 @@ for more convenient functionality to roll out date schedules.
 To build payment plans for, e.g. annuity loans, pick a plan function
 and generate an redemption amount list for paying back the loan notional amount.
 
-.. doctest::
+.. code-block:: python
 
     >>> from dcf import annuity, outstanding
 
@@ -130,18 +124,18 @@ and generate an redemption amount list for paying back the loan notional amount.
     [136.50979913376267, 136.50979913376267, 136.50979913376267, 136.50979913376267, 136.50979913376267, 136.50979913376267, 136.50979913376267, 136.50979913376267]
 
 
-Putting all together and feeding the plan into a |FixedCashFlowList|
-and the list of outstanding into a |RateCashflowList| gives the legs of a loan.
+Putting all together and feeding the plan into a `FixedCashFlowList`
+and the list of outstanding into a `RateCashflowList` gives the legs of a loan.
 
-.. doctest::
+.. code-block:: python
 
     >>> from businessdate import BusinessDate, BusinessSchedule
     >>> from dcf import amortize, outstanding
     >>> from dcf import FixedCashFlowList, RateCashFlowList
 
 Again, build a date schedule.
 
-.. doctest::
+.. code-block:: python
 
     >>> today = BusinessDate(20201031)
 
@@ -151,7 +145,7 @@ Again, build a date schedule.
 
 Fixing the properties of the product and rolling out the payment plan and list of notional outstanding.
 
-.. doctest::
+.. code-block:: python
 
     >>> number_of_payments = 8
     >>> interest_rate = 0.01
@@ -160,9 +154,9 @@ Fixing the properties of the product and rolling out the payment plan and list o
     >>> plan = amortize(number_of_payments, amount=notional)
     >>> out = outstanding(plan, amount=notional)
 
-Finally, create for each leg a |CashFlowList|.
+Finally, create for each leg a `CashFlowList`.
 
-.. doctest::
+.. code-block:: python
 
     >>> principal = FixedCashFlowList([start_date], [-notional], origin=start_date)
     >>> print(principal)
@@ -176,9 +170,9 @@ Finally, create for each leg a |CashFlowList|.
     >>> print(interest)
     RateCashFlowList([BusinessDate(20210131) ... BusinessDate(20221031)], [1000.0 ... 125.0], origin=BusinessDate(20201031), day_count=day_count)
 
-Add those legs to |CashFlowLegList| provides a smart container for valuation (|get_present_value()|).
+Add those legs to `CashFlowLegList` provides a smart container for valuation (`get_present_value()`).
 
-.. doctest::
+.. code-block:: python
 
     >>> from dcf import CashFlowLegList, ZeroRateCurve, get_present_value
 

setup.py

@@ -3,7 +3,7 @@
 # dcf
 # ---
 # A Python library for generating discounted cashflows.
-# 
+#
 # Author:   sonntagsgesicht, based on a fork of Deutsche Postbank [pbrisk]
 # Version:  0.3, copyright Saturday, 10 October 2020
 # Website:  https://github.com/sonntagsgesicht/dcf
@@ -32,7 +32,8 @@
     scripts=pkg.__scripts__,
     install_requires=pkg.__dependencies__,
     dependency_links=pkg.__dependency_links__,
-    long_description='\n'+codecs.open('README.rst', encoding='utf-8').read(),
+    long_description='\n' + codecs.open('README.rst', encoding='utf-8').read(),
+    long_description_content_type='text/x-rst',
     platforms='any',
     classifiers=[
         'Development Status :: ' + pkg.__dev_status__,