diff --git a/docs/make.jl b/docs/make.jl
index 8dba104d..b68149a7 100644
--- a/docs/make.jl
+++ b/docs/make.jl
@@ -12,13 +12,26 @@ makedocs(;
         assets=String[]
     ),
     pages=[
-    # "Home" => "index.md",
-    # "Guide" => "guide.md",
-    # "Contracts" => "contracts.md",
-    # "Models, Valuation, and Fitting" => "models.md",
-    # "API Reference" => "api.md",
-    # "Migration Guide" => "migration.md",
-    # "FAQs" => "faq.md",
+        "Home" => "index.md",
+        "Guide" => [
+            "Introduction" => "introduction.md",
+            "Models, Valuation, and Fitting" => "models.md",
+            "Contracts" => "contracts.md",
+            "Rates" => "Rates.md",
+            "Migration Guide" => "migration.md",
+        ],
+        "Modules" => [
+            "FinanceModels" => "API/FinanceModels.md",
+            "FinanceCore" => "API/FinanceCore.md",
+            "Spline" => "API/Spline.md",
+            "Fit" => "API/Fit.md",
+            "Yield" => "API/Yield.md",
+            "Bond" => "API/Bond.md",
+            "Equity" => "API/Equity.md",
+            "Option" => "API/Option.md",
+            "Volatility" => "API/Volatility.md",
+        ],
+        "FAQs" => "faq.md",
     ],
     warnonly=true
 )
diff --git a/docs/src/API/Bond.md b/docs/src/API/Bond.md
new file mode 100644
index 00000000..1b436b2d
--- /dev/null
+++ b/docs/src/API/Bond.md
@@ -0,0 +1,19 @@
+# FinanceModels.Bond API Reference
+
+```@index
+Modules = [FinanceModels.Bond]
+```
+
+## Exported API
+```@autodocs
+Modules = [FinanceModels.Bond]
+Private = false
+```
+
+## Unexported API
+```@autodocs
+Modules = [FinanceModels.Bond]
+Public = false
+```
+
+Please [open an issue](https://github.com/JuliaActuary/FinanceModels.jl/issues) if you encounter any issues or confusion with the package.
diff --git a/docs/src/API/Equity.md b/docs/src/API/Equity.md
new file mode 100644
index 00000000..cc2765a6
--- /dev/null
+++ b/docs/src/API/Equity.md
@@ -0,0 +1,19 @@
+# FinanceModels.Equity API Reference
+
+```@index
+Modules = [FinanceModels.Equity]
+```
+
+## Exported API
+```@autodocs
+Modules = [FinanceModels.Equity]
+Private = false
+```
+
+## Unexported API
+```@autodocs
+Modules = [FinanceModels.Equity]
+Public = false
+```
+
+Please [open an issue](https://github.com/JuliaActuary/FinanceModels.jl/issues) if you encounter any issues or confusion with the package.
diff --git a/docs/src/API/FinanceCore.md b/docs/src/API/FinanceCore.md
new file mode 100644
index 00000000..9d499c09
--- /dev/null
+++ b/docs/src/API/FinanceCore.md
@@ -0,0 +1,19 @@
+# FinanceCore API Reference
+
+```@index
+Modules = [FinanceCore]
+```
+
+## Exported API
+```@autodocs
+Modules = [FinanceCore]
+Private = false
+```
+
+## Unexported API
+```@autodocs
+Modules = [FinanceCore]
+Public = false
+```
+
+Please [open an issue](https://github.com/JuliaActuary/FinanceModels.jl/issues) if you encounter any issues or confusion with the package.
diff --git a/docs/src/API/FinanceModels.md b/docs/src/API/FinanceModels.md
new file mode 100644
index 00000000..41fec671
--- /dev/null
+++ b/docs/src/API/FinanceModels.md
@@ -0,0 +1,19 @@
+# FinanceModels API Reference
+
+```@index
+Modules = [FinanceModels]
+```
+
+## Exported API
+```@autodocs
+Modules = [FinanceModels]
+Private = false
+```
+
+## Unexported API
+```@autodocs
+Modules = [FinanceModels]
+Public = false
+```
+
+Please [open an issue](https://github.com/JuliaActuary/FinanceModels.jl/issues) if you encounter any issues or confusion with the package.
diff --git a/docs/src/API/Fit.md b/docs/src/API/Fit.md
new file mode 100644
index 00000000..06ddc825
--- /dev/null
+++ b/docs/src/API/Fit.md
@@ -0,0 +1,19 @@
+# FinanceModels.Fit API Reference
+
+```@index
+Modules = [FinanceModels.Fit]
+```
+
+## Exported API
+```@autodocs
+Modules = [FinanceModels.Fit]
+Private = false
+```
+
+## Unexported API
+```@autodocs
+Modules = [FinanceModels.Fit]
+Public = false
+```
+
+Please [open an issue](https://github.com/JuliaActuary/FinanceModels.jl/issues) if you encounter any issues or confusion with the package.
diff --git a/docs/src/API/Option.md b/docs/src/API/Option.md
new file mode 100644
index 00000000..0ddc0fa1
--- /dev/null
+++ b/docs/src/API/Option.md
@@ -0,0 +1,19 @@
+# FinanceModels.Option API Reference
+
+```@index
+Modules = [FinanceModels.Option]
+```
+
+## Exported API
+```@autodocs
+Modules = [FinanceModels.Option]
+Private = false
+```
+
+## Unexported API
+```@autodocs
+Modules = [FinanceModels.Option]
+Public = false
+```
+
+Please [open an issue](https://github.com/JuliaActuary/FinanceModels.jl/issues) if you encounter any issues or confusion with the package.
diff --git a/docs/src/API/Spline.md b/docs/src/API/Spline.md
new file mode 100644
index 00000000..bdf404e6
--- /dev/null
+++ b/docs/src/API/Spline.md
@@ -0,0 +1,19 @@
+# FinanceModels.Spline API Reference
+
+```@index
+Modules = [FinanceModels.Spline]
+```
+
+## Exported API
+```@autodocs
+Modules = [FinanceModels.Spline]
+Private = false
+```
+
+## Unexported API
+```@autodocs
+Modules = [FinanceModels.Spline]
+Public = false
+```
+
+Please [open an issue](https://github.com/JuliaActuary/FinanceModels.jl/issues) if you encounter any issues or confusion with the package.
diff --git a/docs/src/API/Volatility.md b/docs/src/API/Volatility.md
new file mode 100644
index 00000000..564b9870
--- /dev/null
+++ b/docs/src/API/Volatility.md
@@ -0,0 +1,19 @@
+# FinanceModels.Volatility API Reference
+
+```@index
+Modules = [FinanceModels.Volatility]
+```
+
+## Exported API
+```@autodocs
+Modules = [FinanceModels.Volatility]
+Private = false
+```
+
+## Unexported API
+```@autodocs
+Modules = [FinanceModels.Volatility]
+Public = false
+```
+
+Please [open an issue](https://github.com/JuliaActuary/FinanceModels.jl/issues) if you encounter any issues or confusion with the package.
diff --git a/docs/src/API/Yield.md b/docs/src/API/Yield.md
new file mode 100644
index 00000000..3fcd7311
--- /dev/null
+++ b/docs/src/API/Yield.md
@@ -0,0 +1,19 @@
+# FinanceModels.Yield API Reference
+
+```@index
+Modules = [FinanceModels.Yield]
+```
+
+## Exported API
+```@autodocs
+Modules = [FinanceModels.Yield]
+Private = false
+```
+
+## Unexported API
+```@autodocs
+Modules = [FinanceModels.Yield]
+Public = false
+```
+
+Please [open an issue](https://github.com/JuliaActuary/FinanceModels.jl/issues) if you encounter any issues or confusion with the package.
diff --git a/docs/src/Rates.md b/docs/src/Rates.md
new file mode 100644
index 00000000..373f8aae
--- /dev/null
+++ b/docs/src/Rates.md
@@ -0,0 +1,62 @@
+## Rates
+
+We should first discuss `Rate`s, which are reexported from [`FinanceCore.jl`](https://github.com/JuliaActuary/FinanceCore.jl)
+
+Rates are types that wrap scalar values to provide information about how to determine `discount` and `accumulation` factors. These allow for explicit handling of rate compounding conventions which, if not explicit, is often a source of errors in practice.
+
+There are two `Frequency` types:
+
+- `Yields.Periodic(m)` for rates that compound `m` times per period (e.g. `m` times per year if working with annual rates).
+- `Yields.Continuous()` for continuously compounding rates.
+
+#### Examples
+
+```julia
+Continuous(0.05)       # 5% continuously compounded
+Periodic(0.05,2)       # 5% compounded twice per period
+```
+
+These are both subtypes of the parent `Rate` type and are instantiated as:
+
+```julia
+Rate(0.05,Continuous())       # 5% continuously compounded
+Rate(0.05,Periodic(2))        # 5% compounded twice per period
+```
+
+Broadcast over a vector to create `Rates` with the given compounding:
+
+```julia
+Periodic.([0.02,0.03,0.04],2) 
+Continuous.([0.02,0.03,0.04]) 
+```
+
+Rates can also be constructed by specifying the `CompoundingFrequency` and then passing a scalar rate:
+
+```julia
+Periodic(1)(0.05)
+Continuous()(0.05)
+```
+
+#### Conversion
+
+Convert rates between different types with `convert`. E.g.:
+
+```julia
+r = Rate(0.01,Periodic(12))             # rate that compounds 12 times per rate period (ie monthly)
+
+convert(Yields.Periodic(1),r)                  # convert monthly rate to annual effective
+convert(Yields.Continuous(),r)          # convert monthly rate to continuous
+```
+
+To get the scalar value out of the `Rate`, use `FinanceModels.rate(r)`:
+
+```julia-rel
+julia> r = Rate(0.01,Periodic(12));   
+julia> rate(r)
+0.01
+
+```
+
+#### Arithmetic
+
+Adding, subtracting, multiplying, dividing, and comparing rates is supported.
diff --git a/docs/src/api.md b/docs/src/api.md
deleted file mode 100644
index f4149440..00000000
--- a/docs/src/api.md
+++ /dev/null
@@ -1,51 +0,0 @@
-# FinanceModels API Reference
-
-Please [open an issue](https://github.com/JuliaActuary/FinanceModels.jl/issues) if you encounter any issues or confusion with the package.
-
-## Rate Types
-
-When JuliaActuary packages return a rate, they will be of a `Rate` type, such as `Rate(0.05,Periodic(2))` for a 5% rate compounded twice per period. It is recommended to keep rates typed and use them throughout the ecosystem without modifying it. 
-
-For example, if we construct a curve like this:
-
-```julia
-# 2021-03-31 rates from Treasury.gov
-rates =[0.01, 0.01, 0.03, 0.05, 0.07, 0.16, 0.35, 0.92, 1.40, 1.74, 2.31, 2.41] ./ 100
-mats = [1/12, 2/12, 3/12, 6/12, 1, 2, 3, 5, 7, 10, 20, 30]
-  
-curve = FinanceModels.CMT(rates,mats)
-```
-
-Then rates from this curve will be typed. For example:
-
-```julia
-z = zero(c,10)
-```
-
-Now, `z` will be: `FinanceModels.Rate{Float64, Continuous}(0.01779624378877313, Continuous())`
-
-This `Rate` has both the rate an the compounding convention embedded in the datatype.
-
-You can now use that rate throughout the JuliaActuary ecosystem, such as with ActuaryUtilities.jl:
-
-```julia
-using ActuaryUtilities
-present_values(z,cashflows)
-```
-
-If you need to extract the rate for some reason, you can get the rate by calling `FinanceModels.rate(...)`. Using the above example, `FinanceModels.rate(z)` will return `0.01779624378877313`. 
-
-```@index
-```
-
-## Exported API
-```@autodocs
-Modules = [FinanceModels, FinanceCore, FinanceModels.Bond, FinanceModels.Yield, FinanceModels.Spline, FinanceModels.Fit, FinanceModels.Volatility,FinanceModels.Option, FinanceModels.Equity]
-Private = false
-```
-
-## Unexported API
-```@autodocs
-Modules = [FinanceModels, FinanceCore, FinanceModels.Bond, FinanceModels.Yield, FinanceModels.Spline, FinanceModels.Fit, FinanceModels.Volatility,FinanceModels.Option, FinanceModels.Equity]
-Public = false
-```
diff --git a/docs/src/contracts.md b/docs/src/contracts.md
index d7c031eb..bc0e024c 100644
--- a/docs/src/contracts.md
+++ b/docs/src/contracts.md
@@ -1,13 +1,5 @@
 # Contracts
 
-## Page Contents
-
-```@contents
-Pages = ["contracts.md"]
-Depth = 4
-```
-
-
 ## **Contracts** - A composable way to represent financial instruments
 
 Contracts are a composable way to represent financial instruments. They are, in essence, anything that is a collection of cashflows. Contracts can be combined to represent more complex instruments. For example, a bond can be represented as a collection of cashflows that correspond to the coupon payments and the principal repayment.
@@ -96,22 +88,8 @@ Note that all contracts in FinanceModels.jl are currently *unit* contracts in th
 
 #### More complex Contracts
 
-**When the cashflow depends on a model**. An example of this is a floating bond where the coupon paid depends on a view of forward rates. See [this section in the overview](guide.html#Contracts-that-depend-on-the-model-(or-multiple-models)) on projections for how this is handled.
+**When the cashflow depends on a model**. An example of this is a floating bond where the coupon paid depends on a view of forward rates. See [this section in the overview](@ref Contracts-that-depend-on-the-model-(or-multiple-models)) on projections for how this is handled.
 
 ## Available Contracts & Modules
 
-### `Bond` Module
-
-```@autodocs; canonical=false
-Modules = [FinanceModels.Bond]
-```
-
-### Other Contracts
-
-- [Composite](@ref)
-- [CommonEquity](@ref)
-- [Forward](@ref)
-
-### Derivatives
-
-- [FinanceModels.Option](@ref)
+See the Modules in the left navigation for details on available contracts/models/functions.
diff --git a/docs/src/guide.md b/docs/src/introduction.md
similarity index 100%
rename from docs/src/guide.md
rename to docs/src/introduction.md
diff --git a/docs/src/migration.md b/docs/src/migration.md
index c2f5a329..6636522d 100644
--- a/docs/src/migration.md
+++ b/docs/src/migration.md
@@ -37,7 +37,7 @@ quotes = ParYield.(rates,timepoints)
 model = fit(SmithWilson(),quotes)
 ```
 
-#### Discussion
+#### Details of changes
 
 Previously the kind of contract, the implied quotes, the type of model, and how the fitting process worked were all combined into a single call (`Yields.Par`). This minimized the amount of code needed to construct a yield curve, but left it fairly cumbersome to extend the package. For example, for every new yield curve model, methods for `Par`, `CMT`, `OIS`, `Zero`, ... had to be defined. Additionally, all of the inputs needed to be yields - specifying a price was not available as an argument to fit. 
 
diff --git a/docs/src/models.md b/docs/src/models.md
index d614f80c..d42fe29b 100644
--- a/docs/src/models.md
+++ b/docs/src/models.md
@@ -1,12 +1,5 @@
 # Models, Valuation, Projections, and Fitting
 
-## Page Contents
-
-```@contents
-Pages = ["models.md"]
-Depth = 4
-```
-
 ## Introduction
 
 Conceptually, we have an iterative process:
@@ -61,13 +54,22 @@ Continuous()(0.05)
 
 Convert rates between different types with `convert`. E.g.:
 
-```julia-repl
-r = Rate(Yields.Periodic(12),0.01)             # rate that compounds 12 times per rate period (ie monthly)
+```julia
+r = Rate(0.01,Periodic(12))             # rate that compounds 12 times per rate period (ie monthly)
 
 convert(Yields.Periodic(1),r)                  # convert monthly rate to annual effective
 convert(Yields.Continuous(),r)          # convert monthly rate to continuous
 ```
 
+To get the scalar value out of the `Rate`, use `FinanceModels.rate(r)`:
+
+```julia-rel
+julia> r = Rate(0.01,Periodic(12));   
+julia> rate(r)
+0.01
+
+```
+
 #### Arithmetic
 
 Adding, subtracting, multiplying, dividing, and comparing rates is supported.
@@ -115,7 +117,7 @@ See the [FinanceModels.jl Guide](@ref) for an example of creating a model from s
 
 ### Available Models - Option Valuation
 
-- [`FinanceModels.Option.BlackScholesMerton`](@ref)
+- [`FinanceModels.Equity.BlackScholesMerton`](@ref)
 
 ### Available Models - Volatility
 
diff --git a/src/Contract.jl b/src/Contract.jl
index c9c0c8f2..9ed3a1ac 100644
--- a/src/Contract.jl
+++ b/src/Contract.jl
@@ -342,6 +342,26 @@ struct CommonEquity <: FinanceCore.AbstractContract end
 module Option
 import ..FinanceCore: AbstractContract, Timepoint
 
+
+"""
+    EuroCall(contract,strike,maturity)
+
+A European call option on the given contract with the given strike and maturity.
+
+# Arguments
+ - contract::AbstractContract -  The underlying contract.
+ - strike::Real -  The strike price.
+ - maturity::Union{Real,Date} -  The maturity of the option.
+
+ Supertype Hierarchy
+≡≡≡≡≡≡≡≡≡≡≡≡≡≡≡≡≡≡≡≡≡
+
+    EuroCall{S,K,M} <: FinanceCore.AbstractContract <: Any
+
+
+
+
+"""
 struct EuroCall{S<:AbstractContract,K<:Real,M<:Timepoint} <: AbstractContract
     underlying::S
     strike::K
diff --git a/src/model/Equity.jl b/src/model/Equity.jl
index cefbbc17..736e2f68 100644
--- a/src/model/Equity.jl
+++ b/src/model/Equity.jl
@@ -1,7 +1,7 @@
 """
 The `Equity` module provides equity-related model definitions.
 
-See also: the [`Volatility`](@ref) module.
+See also: the [`Volatility`](@ref FinanceModels.Volatility-API-Reference) module.
 """
 module Equity
 import ..AbstractModel
@@ -16,12 +16,12 @@ A struct representing the Black-Scholes-Merton model for equity prices.
 # Arguments
 - `r`: The risk-free rate.
 - `q`: The dividend yield.
-- `σ`: The volatility model of the underlying asset (see [`Volatility`](@ref) module) 
+- `σ`: The volatility model of the underlying asset (see [`Volatility`](@ref FinanceModels.Volatility-API-Reference) module) 
 
 # Fields
 - `r`: The risk-free rate.
 - `q`: The dividend yield.
-- `σ`: The volatility model of the underlying asset (see [`Volatility`](@ref) module)
+- `σ`: The volatility model of the underlying asset (see [`Volatility`](@ref FinanceModels.Volatility-API-Reference) module)
 
 When [`fit`](@ref FinanceModels.fit-Union{Tuple{F}, Tuple{Any, Any}, Tuple{Any, Any, F}} where F<:FinanceModels.Fit.Loss)ting, the volatility will be solved-for; volatility itself is a sub-model that will be optimized with a default optimization bound of `0.0 .. 10.0`
 
diff --git a/src/model/Volatility.jl b/src/model/Volatility.jl
index 784e4472..3396a637 100644
--- a/src/model/Volatility.jl
+++ b/src/model/Volatility.jl
@@ -4,6 +4,11 @@ import ..AbstractModel
 
 abstract type AbstractVolatilityModel <: AbstractModel end
 
+"""
+    Volatility.Constant(σ)
+
+A constant volatility per period. If σ is not explicitly passed, then it is set to zero.
+"""
 struct Constant{T} <: AbstractVolatilityModel
     σ::T
 end