alecloudenback

I agree that when asking for the `density` of a distribution, it makes a lot more sense to have something like what `plot` returns. I tried to follow how the...

I'm uncertain how to configure/use the subscript/superscript keys. For example, in the default layout I'm referring to:  1. How do you use these keys? 2. How do you add...

You might just point folks to https://sefffal.github.io/PairPlots.jl/dev/guide/

see #37 for some progress

Thanks for the suggestion! Just to clarify: - versus what is already the exposed API, you are saying there should be a clean way to get both the short rate...

I think this is related to your comment here, which I'm copying here for sake of the discussion: > And as you write, the process is not for a forward...

So like `Yields.ForwardStarting(YieldCurve(sg),s)`, but more direct access to the short rate itself? E.g. what `collect(s)` does, but only rates prospective from time `s`? ```julia-repl julia> y = YieldCurve(s) julia> discount(Yields.ForwardStarting(y,10),10)...

Some testing notes: seems to stem from a difference related to the 1st/2nd derivatives only at the given points (i.e. the 1st and 2nd derivative for time 1 is different,...

Thanks for the feedback, I edited to say more clearly what I intended. I updated the notebook to have all four equity funds and it validates against Table 8 mean/std...

This is fine place to have the discussion - what else did you want to change?