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Make yields inherit type if given something other than Float64 #107

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alecloudenback opened this issue Jun 6, 2022 · 1 comment · May be fixed by #131
Open

Make yields inherit type if given something other than Float64 #107

alecloudenback opened this issue Jun 6, 2022 · 1 comment · May be fixed by #131

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@alecloudenback
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For example, if user provides input rates that are Float32 then the yield curve could inherit that type. I think right now it'd get promoted to Float64 in all cases
@alecloudenback
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Interestingly, if given DecFP.Dec64 rates/maturities then the zero rate will be Dec64, but Float32 still gets converted to Float64 (ref #130)

@alecloudenback alecloudenback reopened this Jul 4, 2022
@alecloudenback alecloudenback linked a pull request Jul 4, 2022 that will close this issue
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Let curve inherit type of given rates for its methods JuliaActuary/FinanceModels.jl
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