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Feat macaulay duration - #14506

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max-klingner wants to merge 3 commits into
TheAlgorithms:masterfrom
max-klingner:feat-macaulay-duration
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Feat macaulay duration#14506
max-klingner wants to merge 3 commits into
TheAlgorithms:masterfrom
max-klingner:feat-macaulay-duration

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@max-klingner

@max-klingner max-klingner commented Apr 5, 2026

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Describe your change:

  • Add an algorithm?
  • Fix a bug or typo in an existing algorithm?
  • Add or change doctests? -- Note: Please avoid changing both code and tests in a single pull request.
  • Documentation change?

Checklist:

  • I have read CONTRIBUTING.md.
  • This pull request is all my own work -- I have not plagiarized.
  • I know that pull requests will not be merged if they fail the automated tests.
  • This PR only changes one algorithm file. To ease review, please open separate PRs for separate algorithms.
  • All new Python files are placed inside an existing directory.
  • All filenames are in all lowercase characters with no spaces or dashes.
  • All functions and variable names follow Python naming conventions.
  • All function parameters and return values are annotated with Python type hints.
  • All functions have doctests that pass the automated testing.
  • All new algorithms include at least one URL that points to Wikipedia or another similar explanation.
  • If this pull request resolves one or more open issues then the description above includes the issue number(s) with a closing keyword: "Fixes #ISSUE-NUMBER".

@algorithms-keeper algorithms-keeper Bot added awaiting reviews This PR is ready to be reviewed tests are failing Do not merge until tests pass labels Apr 5, 2026
@algorithms-keeper algorithms-keeper Bot removed the tests are failing Do not merge until tests pass label Apr 7, 2026
priya-sundaram-dev
priya-sundaram-dev reviewed Sep 5, 2026
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@priya-sundaram-dev priya-sundaram-dev left a comment

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This is clean, @max-klingner — type hints plus thorough doctests including the four ValueError edge cases. Nicely done.

Only a documentation nit: the cash-flow loop uses face_value * coupon_rate once per period, i.e. it assumes annual coupons and that periods is a number of years. A one-line note in the docstring stating that periods are annual (and coupons paid annually) removes any ambiguity for users passing semi-annual bonds. No functional change needed.

@priya-sundaram-dev priya-sundaram-dev mentioned this pull request Sep 5, 2026
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@cclauss cclauss mentioned this pull request Sep 13, 2026
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@max-klingner @priya-sundaram-dev