Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

typos #16

Closed
spaette opened this issue Dec 4, 2023 · 4 comments · Fixed by #17
Closed

typos #16

spaette opened this issue Dec 4, 2023 · 4 comments · Fixed by #17

Comments

@spaette
Copy link
Contributor

spaette commented Dec 4, 2023

I'll submit a PR contingent on the following:

  1. pending clarification of what the fixes would be (if any) for examples.md and termstructure.jl
  2. if the other provided fixes look correct

The string Structing looks like a typo.

$ ed -s Miletus.jl/docs/src/examples.md <<<'568,582p'
## Asian Option pricing
Asian options are structures whose payoff depends on the average price of an underlying security over a specific period of time, not just the price of the underlying at maturity.  To price an Asian option, we will make use of a Monte Carlo pricing model, as well as a contract that considers a `MovingAveragePrice`

```@example asianoption
using Miletus, Gadfly, Colors, Dates

d1 = Dates.today()
d2 = d1 + Dates.Day(120)
```

Structing the model without currency units
```@example asianoption
m = GeomBMModel(d1, 100.00, 0.05, 0.0, 0.3)
mcm = montecarlo(m, d1:Day(1):d2, 100_000)
```
$ 

The string TermStuct looks like a typo.

$ grep -nr TermStuct Miletus.jl
Miletus.jl/src/termstructure.jl:65:abstract type TermStuct end
Miletus.jl/src/termstructure.jl:67:abstract type VolatilityTermStructure <: TermStuct end
Miletus.jl/src/termstructure.jl:68:abstract type YieldTermStructure <: TermStuct end
$ 

Primitive
adjust
acquisition
cancellation
continuously
continuously
continuously
contracts
implemented
increment
initial
interchangeable

$ grep -nr Primative Miletus.jl
Miletus.jl/docs/src/tutorial.md:125:### Primative Observables
$ grep -nr adust Miletus.jl    
Miletus.jl/src/daycounts.jl:254:adust(::Unadjusted, c::BusinessDays.HolidayCalendar, d::Date) = d
$ grep -nr aquisition Miletus.jl
Miletus.jl/src/contracts.jl:67:If `p` is true at the point of aquisition, acquire `c1` else acquire `c2`.
$ grep -nr cancelation Miletus.jl
Miletus.jl/src/utils/ivol.jl:47:    β₂ = 0.5 - K*Φ(-s₂) # cancelation of some terms
$ grep -nr continously Miletus.jl
Miletus.jl/src/models/geombm.jl:13:The `interestrate`, `carryrate` and `volatility` are all specified on a continously compounded, Actual/365 basis.
Miletus.jl/src/models/core.jl:22:The `yieldcurve` and `carryrate` are all specified on a continously compounded, Actual/365 basis.
Miletus.jl/docs/src/tutorial.md:379:           * The `interestrate`, `carryrate` and `volatility` are all specified on a continously compounded, Actual/365 basis.
$ grep -nr contracs Miletus.jl
Miletus.jl/src/multipleexercise.jl:5:move up or down states. This can represent a variety of multiple exercise contracs, such
$ grep -nr implmented Miletus.jl
Miletus.jl/docs/src/tutorial.md:335:* TermStruct - An abstract type that is a super type to all Term Structures implmented in Miletus
$ grep -nr incrememnt Miletus.jl
Miletus.jl/src/utils/ivol.jl:221:The update incrememnt for `n`th order Householder's method (where `n` is the number of arguments) for finding the root of
$ grep -nr inital Miletus.jl
Miletus.jl/src/models/binomial.jl:14:* `S₀` : inital value
Miletus.jl/docs/src/tutorial.md:396:         * `S₀` : inital value
$ grep -nr interchangable Miletus.jl
Miletus.jl/src/utils/ivol.jl:266:Note: for the purposes of computation, the bounds are actually interchangable (i.e. `x₋` can be the upper bound).
$ 
@aviks
Copy link
Member

aviks commented Dec 6, 2023

examples.md - Structing - should be "Constructing"
TermStruct would have been better as TermStructure probably, but best left as is for now. I'll have to investigate if we can change that without too much hassle.

Other changes look OK.

Thanks for doing this.

@spaette
Copy link
Contributor Author

spaette commented Dec 6, 2023

@aviks

Any further comment noting the piped output?

$ git clone -q https://github.com/vaerksted/Miletus.jl.git
$ grep -nr TermStruct Miletus.jl | wc -l
47
$ grep -nr TermStuct Miletus.jl | wc -l
3
$ 

@spaette spaette mentioned this issue Dec 6, 2023
@spaette
Copy link
Contributor Author

spaette commented Dec 6, 2023

PR marked as a Draft pending a response to the previous comment.

aviks added a commit that referenced this issue Dec 6, 2023
@aviks
Copy link
Member

aviks commented Dec 6, 2023

Any further comment noting the piped output?

Ah, I now understand what you meant. Thanks! I've made a PR for that: #18

@aviks aviks closed this as completed in #17 Dec 7, 2023
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging a pull request may close this issue.

2 participants