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Let curve inherit type of given rates for its methods #131

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@alecloudenback alecloudenback commented Jul 4, 2022

closes #107

Todo:

  • Test for all cases
  • Bootstrap/simple curves
  • NS/NSS assume Float64 in the default parameters and aren't given a chance to see the Rates before constructing
  • Smith Wilson curves
  • document _value_type
  • Add doc section

This is tricky too because the construction of curves often uses calculations based on the maturities given as well, so even if the rates are, e.g. Float32, then the calculations will promote if the maturities are Float64.

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codecov bot commented Jul 4, 2022

Codecov Report

Merging #131 (0d9f0f8) into master (87e04ef) will increase coverage by 0.00%.
The diff coverage is 95.00%.

@@           Coverage Diff           @@
##           master     #131   +/-   ##
=======================================
  Coverage   88.58%   88.58%           
=======================================
  Files           9        9           
  Lines         543      552    +9     
=======================================
+ Hits          481      489    +8     
- Misses         62       63    +1     
Impacted Files Coverage Δ
src/Rate.jl 98.01% <80.00%> (-0.94%) ⬇️
src/bootstrap.jl 94.50% <100.00%> (+0.12%) ⬆️
src/utils.jl 91.15% <100.00%> (+0.15%) ⬆️

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@alecloudenback
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Per M Abbot on slack:

A common pattern here is to make a 2nd type parameter, so that you can get the eltype in function signatures easily:

struct MyVec{T,A}
   values::A
   MyVec(x::A) where {A<:AbstractVector{T}} where T = new{T,A}(x)
end
MyVec([1,2,3])
fun(x::MyVec{T}) where T = T

instead of

struct MyVec{T}
   values::AbstractVector{T}
end

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Make yields inherit type if given something other than Float64
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