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Review documentation and identify things that are unclear or need additional detail #54

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alecloudenback opened this issue Oct 3, 2021 · 1 comment

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@alecloudenback
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@alecloudenback
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Add more detail on KRDs, e.g. a plot like this:

ts = 1:0.01:5
c = Yields.Constant(Yields.Periodic(0.04,2))
cp = ActuaryUtilities._krd_new_curve(KeyRatePar(3),c,1:10)
cz = ActuaryUtilities._krd_new_curve(KeyRateZero(3),c,1:10)
p1 = plot(ts,t->rate(Yields.par(c,t)),ylim=(0.0398,.0412),label="4% base (par)",title="Par Shock")
plot!(ts,t->rate(Yields.par(cp,t)),label="4% KeyRatePar shock (par)",)
plot!(ts,t->rate(Yields.par(cz,t)),label="4% KeyRateZero shock (par)",)

p2 = plot(ts,t->rate(Yields.zero(c,t)),ylim=(0.0398,.0412),label="4% base (zero)",title="Zero Shock")
plot!(ts,t->rate(convert(Yields.Periodic(2),Yields.zero(cp,t))),label="4% KeyRatePar (zero)",)
plot!(ts,t->rate(convert(Yields.Periodic(2),Yields.zero(cz,t))),label="4% KeyRateZero (zero)",)

plot(p1,p2,size=(800,600))
# plot(1:5,t->rate(Yields.par(c,t)),ylim=(0,.06),label="4% base yield",)

@alecloudenback alecloudenback moved this to Documentation and Tests in JuliaActuary Planner Jun 1, 2022
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