-
Notifications
You must be signed in to change notification settings - Fork 10
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
- Loading branch information
1 parent
076e996
commit a69bbe8
Showing
8 changed files
with
156 additions
and
24 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -0,0 +1,53 @@ | ||
# `UnicodePlots.jl` for Interactive Session Yield Curve Plotting | ||
|
||
In interactive sessions (e.g. REPL, Notebooks, VS Code, etc.) you can get a pretty printing of yield curves by also using `UnicodePlots.jl`, for example: | ||
|
||
```julia-repl | ||
julia> using FinanceModels | ||
julia> q_rate = ZCBYield.([0.01, 0.02, 0.03,0.04,0.03],[1,3,5,10,20]); | ||
julia> fit(Spline.PolynomialSpline(3), q_rate, Fit.Bootstrap()) | ||
FinanceModels.Yield.Spline{DataInterpolations.CubicSpline{Vector{Float64}, Vector{Float64}, Vector{Float64}, Vector{Float64}, true, Float64}}([0.009950330853168092, 0.009950330853168092, 0.019802627296179747, 0.02955880224154443, 0.0, 1.0, 2.0, 3.0]) | ||
julia> using UnicodePlots | ||
julia> fit(Spline.PolynomialSpline(3), q_rate, Fit.Bootstrap()) # after importing UnicodePlots | ||
⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀Yield Curve (FinanceModels.Yield.Spline)⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀ | ||
┌────────────────────────────────────────────────────────────┐ | ||
0.04 │⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⣀⠤⠖⠒⠊⠉⠉⠉⠒⠒⠢⠤⣄⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ Zero rates | ||
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⣀⠔⠋⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠈⠑⠒⢄⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ | ||
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⢀⠖⠁⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠈⠑⠢⣄⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ | ||
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡔⠁⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠉⠒⢄⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ | ||
│⠀⠀⠀⠀⠀⠀⠀⠀⢠⠎⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠉⠓⠤⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ | ||
│⠀⠀⠀⠀⠀⠀⠀⢠⠎⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠈⠑⠦⣄⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ | ||
│⠀⠀⠀⠀⠀⠀⢠⠇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠉⠓⠦⣄⡀⠀⠀⠀⠀⠀⠀⠀⠀│ | ||
Continuous │⠀⠀⠀⠀⠀⢠⠇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠈⠉⠒⠒⠦⠤⠤⠤⠤│ | ||
│⠀⠀⠀⠀⢀⠎⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ | ||
│⠀⠀⠀⢀⡎⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ | ||
│⠀⠀⢀⠎⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ | ||
│⠒⠒⠃⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ | ||
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ | ||
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ | ||
0 │⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ | ||
└────────────────────────────────────────────────────────────┘ | ||
⠀0⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀time⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀30⠀ | ||
``` | ||
|
||
> [!NOTE] | ||
> This was built-in prior to v4.9 of FinanceModels. It has been split out to materially speed up `using FinanceModels`. | ||
|
||
# Makie for Cashflow Plotting | ||
|
||
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) | ||
|
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -0,0 +1,26 @@ | ||
module FinanceModelsUnicodePlots | ||
import FinanceModels | ||
import UnicodePlots | ||
import FinanceCore | ||
# used to display simple type name in show method | ||
# https://stackoverflow.com/questions/70043313/get-simple-name-of-type-in-julia?noredirect=1#comment123823820_70043313 | ||
name(::Type{T}) where {T} = (isempty(T.parameters) ? T : T.name.wrapper) | ||
|
||
function Base.show(io::IO, curve::T) where {T<:FinanceModels.Yield.AbstractYieldModel} | ||
r = zero(curve, 1) | ||
ylabel = isa(r.compounding, FinanceCore.Continuous) ? "Continuous" : "Periodic($(r.compounding.frequency))" | ||
kind = name(typeof(curve)) | ||
l = UnicodePlots.lineplot( | ||
0.0, #from | ||
30.0, # to | ||
t -> FinanceCore.rate(FinanceModels.zero(curve, t)), | ||
xlabel="time", | ||
ylabel=ylabel, | ||
compact=true, | ||
name="Zero rates", | ||
width=60, | ||
title="Yield Curve ($kind)" | ||
) | ||
show(io, l) | ||
end | ||
end |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters