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@alecloudenback alecloudenback commented Jan 30, 2025

The functionality works, but a few unresolved threads:

  • The new functions only take vectors of Cashflows instead of the two argument cashflows,times allowed elsewhere in the package
  • Should be accompanied by a docpage illustrating the different duration measures and the continuous nature of the new measurement
  • Unclear how the new measure would be able to be determined for interest-sensitive cashflows

Some overlap with the issues/thoughts discussed at JuliaActuary/FinanceCore.jl#15

@alecloudenback alecloudenback changed the title Krd2 Alternative Duration Feb 10, 2025
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