From 33ac1f9f6fed7cf8d4a0f5f3e4382a663a0aabfb Mon Sep 17 00:00:00 2001
From: alecloudenback <alecloudenback@users.noreply.github.com>
Date: Sat, 4 Nov 2023 09:10:22 -0500
Subject: [PATCH] allow projections on AbstractArray of contracts (#170)

---
 docs/src/contracts.md | 16 ++++++++++++++++
 src/Projection.jl     |  5 +++++
 test/sp.jl            | 12 ++++++++++++
 3 files changed, 33 insertions(+)

diff --git a/docs/src/contracts.md b/docs/src/contracts.md
index 440c7e2..a637893 100644
--- a/docs/src/contracts.md
+++ b/docs/src/contracts.md
@@ -88,6 +88,22 @@ Note that all contracts in FinanceModels.jl are currently *unit* contracts in th
 
 #### More complex Contracts
 
+##### Sets of contracts
+
+Sets of contracts can be put in an `AbstractArray` contained (e.g. a `Vector`) and then handled together. For example, we combine two bonds as a portfolio to project together:
+
+```julia-repl
+julia> c1 = Bond.Fixed(0.05, Periodic(1), 2.0);
+julia> c2 = Bond.Fixed(0.04, Periodic(1), 2.0);
+
+julia> Projection([c1, c2]) |> collect
+4-element Vector{Cashflow{Float64, Float64}}:
+ Cashflow{Float64, Float64}(0.05, 1.0)
+ Cashflow{Float64, Float64}(1.05, 2.0)
+ Cashflow{Float64, Float64}(0.04, 1.0)
+ Cashflow{Float64, Float64}(1.04, 2.0)
+```
+
 ##### Transformations
 
 Contracts (`<:AbstractContract`) and [`Projection`](@ref)s can be modified to be scaled or transformed using the transformations in [Transducers.jl](https://juliafolds2.github.io/Transducers.jl/stable/#List-of-transducers) after importing that package.
diff --git a/src/Projection.jl b/src/Projection.jl
index ba2a503..3baf262 100644
--- a/src/Projection.jl
+++ b/src/Projection.jl
@@ -88,6 +88,11 @@ Projection(c, m) = Projection(c, m, CashflowProjection())
 function Transducers.asfoldable(c::C) where {C<:FinanceCore.AbstractContract}
     Projection(c) |> Map(identity)
 end
+function Transducers.asfoldable(p::Projection{C,M,K}) where {C<:AbstractArray,M,K}
+    map(p.contract) do c
+        Projection(c, p.model, p.kind)
+    end |> Cat()
+end
 
 # A cashflow is the simplest, single item reducible collection
 @inline function Transducers.__foldl__(rf, val, p::Projection{C,M,K}) where {C<:Cashflow,M,K}
diff --git a/test/sp.jl b/test/sp.jl
index 74c21c1..082fc5a 100644
--- a/test/sp.jl
+++ b/test/sp.jl
@@ -23,6 +23,18 @@ end
     @test pv(Yield.Constant(0.05), p) ≈ 1.0
 end
 
+@testset "AbstractArray of contracts" begin
+    c = Bond.Fixed(0.05, Periodic(1), 3.0)
+    p = Projection([c, c])
+    @test length(collect(p)) == 6
+    @test pv(Yield.Constant(0.00), p) ≈ 2.3
+    p = Projection([c, c |> Map(-)])
+    @test length(collect(p)) == 6
+    @test pv(Yield.Constant(0.00), p) ≈ 0.0
+
+
+
+end
 @testset "Floating Bonds" begin
     p = Projection(
         Bond.Floating(0.02, Periodic(1), 3.0, "SOFR"),