Financial: rename CompoundMonthlyReturn to CompoundReturn #331

The old method has been made obsolete and will be removed in the next
major version.

src/Numerics/Financial/AbsoluteReturnMeasures.cs

@@ -4,7 +4,7 @@
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
 //
-// Copyright (c) 2009-2013 Math.NET
+// Copyright (c) 2009-2015 Math.NET
 //
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
@@ -37,10 +37,16 @@ namespace MathNet.Numerics.Financial
 {
     public static class AbsoluteReturnMeasures
     {
+        [Obsolete("Use CompoundReturn instead, will be removed in v4.0")]
+        public static double CompoundMonthlyReturn(this IEnumerable<double> data)
+        {
+            return CompoundReturn(data);
+        }
+
         /// <summary>
         /// Compound Monthly Return or Geometric Return or Annualized Return
         /// </summary>
-        public static double CompoundMonthlyReturn(this IEnumerable<double> data)
+        public static double CompoundReturn(this IEnumerable<double> data)
         {
             if (data == null)
             {
@@ -60,7 +66,7 @@ namespace MathNet.Numerics.Financial
 
         /// <summary>
         /// Average Gain or Gain Mean
-        /// This is a simple average (arithmetic mean) of the periods with a gain. It is calculated by summing the returns for gain periods (return 0) 
+        /// This is a simple average (arithmetic mean) of the periods with a gain. It is calculated by summing the returns for gain periods (return 0)
         /// and then dividing the total by the number of gain periods.
         /// </summary>
         /// <remarks>http://www.offshore-library.com/kb/statistics.php</remarks>
@@ -90,4 +96,4 @@ namespace MathNet.Numerics.Financial
             return data.Where(x => x < 0).Mean();
         }
     }
-}
+}

src/UnitTests/FinancialTests/CompoundMonthlyReturnTests.cs → src/UnitTests/FinancialTests/CompoundReturnTests.cs

@@ -4,7 +4,7 @@
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
 //
-// Copyright (c) 2009-2013 Math.NET
+// Copyright (c) 2009-2015 Math.NET
 //
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
@@ -36,7 +36,7 @@ using NUnit.Framework;
 namespace MathNet.Numerics.UnitTests.FinancialTests
 {
     [TestFixture, Category("Financial")]
-    public class CompoundMonthlyReturnTests
+    public class CompoundReturnTests
     {
         [Test]
         [ExpectedException(typeof(ArgumentNullException))] //assert
@@ -46,7 +46,7 @@ namespace MathNet.Numerics.UnitTests.FinancialTests
             List<double> inputData = null;
             //act
 // ReSharper disable ExpressionIsAlwaysNull
-            inputData.CompoundMonthlyReturn();
+            inputData.CompoundReturn();
 // ReSharper restore ExpressionIsAlwaysNull
         }
 
@@ -56,23 +56,22 @@ namespace MathNet.Numerics.UnitTests.FinancialTests
             //arrange
             var inputData = new List<double>();
             //act
-            var cmpdReturn = inputData.CompoundMonthlyReturn();
+            var cmpdReturn = inputData.CompoundReturn();
             //assert
             Assert.AreEqual(double.NaN, cmpdReturn);
         }
 
         [Test]
-        public void calculates_the_compound_monthly_return()
+        public void calculates_the_compound_return()
         {
             //arrange
             var inputData = new[] { 0.2, 0.06, 0.01 };
             //act
-            var cmpdReturn = inputData.CompoundMonthlyReturn();
+            var cmpdReturn = inputData.CompoundReturn();
             //assert
             AssertHelpers.AlmostEqualRelative(0.0870999982199265, cmpdReturn, 14);
         }
 
         //Definitely need more tests here.  Would love to find test data for these stats similar to the .dat files used for other tests.
     }
-
+}
-}

src/UnitTests/RootFindingTests/SecantTest.cs

@@ -3,9 +3,9 @@
 // http://numerics.mathdotnet.com
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
-// 
+//
 // Copyright (c) 2009-2013 Math.NET
-// 
+//
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
 // files (the "Software"), to deal in the Software without
@@ -14,10 +14,10 @@
 // copies of the Software, and to permit persons to whom the
 // Software is furnished to do so, subject to the following
 // conditions:
-// 
+//
 // The above copyright notice and this permission notice shall be
 // included in all copies or substantial portions of the Software.
-// 
+//
 // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
 // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
 // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND

src/UnitTests/UnitTests.csproj

@@ -118,7 +118,7 @@
     <Compile Include="DistributionTests\Multivariate\MultinomialTests.cs" />
     <Compile Include="DistributionTests\Multivariate\NormalGammaTests.cs" />
     <Compile Include="DistributionTests\Multivariate\WishartTests.cs" />
-    <Compile Include="FinancialTests\CompoundMonthlyReturnTests.cs" />
+    <Compile Include="FinancialTests\CompoundReturnTests.cs" />
     <Compile Include="FinancialTests\DownsideDeviationTests.cs" />
     <Compile Include="FinancialTests\GainLossRatioTests.cs" />
     <Compile Include="FinancialTests\GainStandardDeviationTests.cs" />