diff --git a/Project.toml b/Project.toml
index 4eace86..2379f14 100644
--- a/Project.toml
+++ b/Project.toml
@@ -1,20 +1,17 @@
 name = "LifeContingencies"
 uuid = "c8f0d631-89cd-4a1f-93d0-7542c3692561"
 authors = ["Alec Loudenback"]
-version = "2.3.1"
+version = "2.4.0"
 
 [deps]
-ActuaryUtilities = "bdd23359-8b1c-4f88-b89b-d11982a786f4"
-Dates = "ade2ca70-3891-5945-98fb-dc099432e06a"
+FinanceCore = "b9b1ffdd-6612-4b69-8227-7663be06e089"
 MortalityTables = "4780e19d-04b9-53dc-86c2-9e9aa59b5a12"
 Transducers = "28d57a85-8fef-5791-bfe6-a80928e7c999"
-Yields = "d7e99b2f-e7f3-4d9e-9f01-2338fc023ad3"
 
 [compat]
-ActuaryUtilities = "^2,^3"
-MortalityTables = "^0.12, ^1, ^2"
+MortalityTables = "^1, ^2"
 Transducers = "^0.4"
-Yields = "^2,^3"
+FinanceCore = "2"
 julia = "^1.6"
 
 [extras]
diff --git a/README.md b/README.md
index a04187d..e2c7d28 100644
--- a/README.md
+++ b/README.md
@@ -39,7 +39,7 @@ Calculate various items for a 30-year-old male nonsmoker using 2015 VBT base tab
 
 using LifeContingencies
 using MortalityTables
-using Yields
+using FinanceModels
 import LifeContingencies: V, ä     # pull the shortform notation into scope
 
 # load mortality rates from MortalityTables.jl
@@ -50,7 +50,7 @@ life = SingleLife(                 # The life underlying the risk
     mortality = vbt2001.select[issue_age],    # -- Mortality rates
 )
 
-yield = Yields.Constant(0.05)      # Using a flat 5% interest rate
+yield = FinanceModels.Yield.Constant(0.05)      # Using a flat 5% interest rate
 
 lc = LifeContingency(life, yield)  # LifeContingency joins the risk with interest
 
@@ -157,7 +157,7 @@ tables = [
     ]
 
 issue_ages = 30:90
-int = Yields.Constant(0.05)
+int = FinanceModels.Yield.Constant(0.05)
 
 whole_life_costs = map(tables) do t
     map(issue_ages) do ia
@@ -190,7 +190,7 @@ l2 = SingleLife(mortality = m2.ultimate, issue_age = 37)
 jl = JointLife(lives=(l1, l2), contingency=LastSurvivor(), joint_assumption=Frasier())
 
 
-Insurance(jl,Yields.Constant(0.05))      # whole life insurance
+Insurance(jl,FinanceModels.Yield.Constant(0.05))      # whole life insurance
 ...                                      # similar functions as shown in the first example above
 ```
 
diff --git a/src/LifeContingencies.jl b/src/LifeContingencies.jl
index fb8aa55..df65615 100644
--- a/src/LifeContingencies.jl
+++ b/src/LifeContingencies.jl
@@ -1,10 +1,9 @@
 module LifeContingencies
 
-using ActuaryUtilities
 using MortalityTables
 using Transducers
-using Dates
-using Yields
+using FinanceCore
+import FinanceCore: present_value, discount
 
 const mt = MortalityTables
 
@@ -69,11 +68,11 @@ struct SingleLife{M,D} <: Life
     fractional_assump::D
 end
 
-function SingleLife(; mortality, issue_age = nothing, alive = true, fractional_assump = mt.Uniform())
+function SingleLife(; mortality, issue_age=nothing, alive=true, fractional_assump=mt.Uniform())
     return SingleLife(mortality; issue_age, alive, fractional_assump)
 end
 
-function SingleLife(mortality; issue_age = nothing, alive = true, fractional_assump = mt.Uniform())
+function SingleLife(mortality; issue_age=nothing, alive=true, fractional_assump=mt.Uniform())
     if isnothing(issue_age)
         issue_age = firstindex(mortality)
     end
@@ -231,7 +230,7 @@ end
 
 ``l_x`` is a retrospective actuarial commutation function which is the survival up to a certain point in time. By default, will have a unitary basis (ie `1.0`), but you can specify `basis` keyword argument to use something different (e.g. `1000` is common in the literature.)
 """
-function l(lc::LifeContingency, to_time; basis = 1.0)
+function l(lc::LifeContingency, to_time; basis=1.0)
     return survival(lc.life, to_time) * basis
 end
 
@@ -307,7 +306,7 @@ Issue age is based on the `issue_age` in the LifeContingency `lc`.
 ```
 ins = Insurance(
     SingleLife(mortality = UltimateMortality([0.5,0.5]),issue_age = 0),
-    Yields.Constant(0.05),
+    FinanceModels.Yield.Constant(0.05),
     1           # 1 year term
 ) 
 ```
@@ -370,12 +369,12 @@ Annuity due with the benefit period starting at `start_time` and ending after `n
 ```
 ins = AnnuityDue(
     SingleLife(mortality = UltimateMortality([0.5,0.5]),issue_age = 0),
-    Yields.Constant(0.05),
+    FinanceModels.Yield.Constant(0.05),
     1, # term of policy
 ) 
 ```
 """
-function AnnuityDue(life, int, term; certain = nothing, start_time = 0, frequency = 1)
+function AnnuityDue(life, int, term; certain=nothing, start_time=0, frequency=1)
     term < 1 && return ZeroBenefit(life, int)
     if isnothing(certain)
         Annuity(life, int, Due(), TermAnnuity(term), start_time, frequency)
@@ -384,7 +383,7 @@ function AnnuityDue(life, int, term; certain = nothing, start_time = 0, frequenc
     end
 end
 
-function AnnuityDue(life, int; certain = nothing, start_time = 0, frequency = 1)
+function AnnuityDue(life, int; certain=nothing, start_time=0, frequency=1)
     if isnothing(certain)
         Annuity(life, int, Due(), LifeAnnuity(), start_time, frequency)
     else
@@ -392,11 +391,11 @@ function AnnuityDue(life, int; certain = nothing, start_time = 0, frequency = 1)
     end
 end
 
-function AnnuityDue(lc::L, term; certain = nothing, start_time = 0, frequency = 1) where {L<:LifeContingency}
+function AnnuityDue(lc::L, term; certain=nothing, start_time=0, frequency=1) where {L<:LifeContingency}
     return AnnuityDue(lc.life, lc.int, term; certain, start_time, frequency)
 end
 
-function AnnuityDue(lc::L; certain = nothing, start_time = 0, frequency = 1) where {L<:LifeContingency}
+function AnnuityDue(lc::L; certain=nothing, start_time=0, frequency=1) where {L<:LifeContingency}
     return AnnuityDue(lc.life, lc.int; certain, start_time, frequency)
 end
 
@@ -411,13 +410,13 @@ Annuity immediate with the benefit period starting at `start_time` and ending af
 ```
 ins = AnnuityImmediate(
     SingleLife(mortality = UltimateMortality([0.5,0.5]),issue_age = 0),
-    Yields.Constant(0.05),
+    FinanceModels.Yield.Constant(0.05),
     1 # term of policy
 ) 
 ```
 
 """
-function AnnuityImmediate(life, int, term; certain = nothing, start_time = 0, frequency = 1)
+function AnnuityImmediate(life, int, term; certain=nothing, start_time=0, frequency=1)
     term < 1 && return ZeroBenefit(life, int)
     if isnothing(certain)
         Annuity(life, int, Immediate(), TermAnnuity(term), start_time, frequency)
@@ -426,7 +425,7 @@ function AnnuityImmediate(life, int, term; certain = nothing, start_time = 0, fr
     end
 end
 
-function AnnuityImmediate(life, int; certain = nothing, start_time = 0, frequency = 1)
+function AnnuityImmediate(life, int; certain=nothing, start_time=0, frequency=1)
     if isnothing(certain)
         Annuity(life, int, Immediate(), LifeAnnuity(), start_time, frequency)
     else
@@ -434,11 +433,11 @@ function AnnuityImmediate(life, int; certain = nothing, start_time = 0, frequenc
     end
 end
 
-function AnnuityImmediate(lc::L, term; certain = nothing, start_time = 0, frequency = 1) where {L<:LifeContingency}
+function AnnuityImmediate(lc::L, term; certain=nothing, start_time=0, frequency=1) where {L<:LifeContingency}
     return AnnuityImmediate(lc.life, lc.int, term; certain, start_time, frequency)
 end
 
-function AnnuityImmediate(lc::L; certain = nothing, start_time = 0, frequency = 1) where {L<:LifeContingency}
+function AnnuityImmediate(lc::L; certain=nothing, start_time=0, frequency=1) where {L<:LifeContingency}
     return AnnuityImmediate(lc.life, lc.int; certain, start_time, frequency)
 end
 
@@ -449,7 +448,7 @@ The survivorship for the given insurance from time zero to `time`.
 
 """
 function MortalityTables.survival(ins::I, t) where {I<:Insurance}
-    survival(ins.life,t)
+    survival(ins.life, t)
 end
 
 """
@@ -475,8 +474,8 @@ The discount vector for the given insurance.
 
 To get the fully computed and allocated vector, call `collect(discount(...))`.
 """
-function Yields.discount(ins::I) where {I<:Insurance}
-    return Iterators.map(t -> Yields.discount.(ins.int, t), timepoints(ins))
+function FinanceCore.discount(ins::I) where {I<:Insurance}
+    return Iterators.map(t -> FinanceCore.discount.(ins.int, t), timepoints(ins))
 end
 
 
@@ -631,7 +630,7 @@ end
 
 The actuarial present value of the given insurance benefits.
 """
-function ActuaryUtilities.present_value(ins::T) where {T<:Insurance}
+function FinanceCore.present_value(ins::T) where {T<:Insurance}
     cfs = cashflows(ins)
     times = timepoints(ins)
     yield = ins.int
@@ -653,10 +652,10 @@ To get an undecremented present value, divide by the survivorship to that timepo
 present_value(ins,10) / survival(ins,10)
 ```
 """
-function ActuaryUtilities.present_value(ins::T,time) where {T<:Insurance}
-    ts =timepoints(ins)
+function FinanceCore.present_value(ins::T, time) where {T<:Insurance}
+    ts = timepoints(ins)
     times = (t - time for t in ts if t > time)
-    cfs = (cf for (cf,t) in zip(cashflows(ins),ts) if t > time)
+    cfs = (cf for (cf, t) in zip(cashflows(ins), ts) if t > time)
     yield = ins.int
     pv = present_value(yield, cfs, times)
     return pv
@@ -786,9 +785,9 @@ function mt.survival(l::JointLife, from_time, to_time)
 end
 
 function mt.survival(ins::LastSurvivor, assump::JointAssumption, l::JointLife, from_time, to_time)
-    a = survival(ins,assump,l,from_time)
-    b = survival(ins,assump,l,to_time)
-    return b/a
+    a = survival(ins, assump, l, from_time)
+    b = survival(ins, assump, l, to_time)
+    return b / a
 end
 
 function mt.survival(ins::LastSurvivor, assump::JointAssumption, l::JointLife, to_time)
@@ -800,19 +799,19 @@ function mt.survival(ins::LastSurvivor, assump::JointAssumption, l::JointLife, t
     return ₜpₓ + ₜpᵧ - ₜpₓ * ₜpᵧ
 end
 
-Yields.discount(lc::LifeContingency, t) = discount(lc.int, t)
-Yields.discount(lc::LifeContingency, t1, t2) = discount(lc.int, t1, t2)
+FinanceCore.discount(lc::LifeContingency, t) = discount(lc.int, t)
+FinanceCore.discount(lc::LifeContingency, t1, t2) = discount(lc.int, t1, t2)
 
 
 # unexported aliases
 const V = reserve_premium_net
-const v = Yields.discount
+const v = FinanceCore.discount
 # A(args) = present_value(Insurance(args))
 # a(args, kwargs) = present_value(AnnuityImmediate(args...; kwargs...))
 # ä(args) = present_value(AnnuityDue(args))
-const A = present_value ∘ Insurance
-const a = present_value ∘ AnnuityImmediate
-const ä = present_value ∘ AnnuityDue
+const A = FinanceCore.present_value ∘ Insurance
+const a = FinanceCore.present_value ∘ AnnuityImmediate
+const ä = FinanceCore.present_value ∘ AnnuityDue
 const P = premium_net
 const ω = omega
 
diff --git a/test/AMLCR.jl b/test/AMLCR.jl
index 57f4cb6..a8b5fdf 100644
--- a/test/AMLCR.jl
+++ b/test/AMLCR.jl
@@ -3,39 +3,39 @@
 
     # §5.7 payment frequency and certain (Tables 5.1 and 5.2)
     function f(age)
-        life = SingleLife(mortality = AMLCR_std, issue_age = age)
-        int = Yields.Constant(0.05)
+        life = SingleLife(mortality=AMLCR_std, issue_age=age)
+        int = 0.05
         lc = [
             AnnuityImmediate(life, int)
-            AnnuityImmediate(life, int, frequency = 4)
+            AnnuityImmediate(life, int, frequency=4)
             AnnuityDue(life, int)
-            AnnuityDue(life, int, frequency = 4)
+            AnnuityDue(life, int, frequency=4)
             AnnuityImmediate(life, int, 10)
-            AnnuityImmediate(life, int, 10, frequency = 4)
-            AnnuityDue(life, int, 10, frequency = 4)
+            AnnuityImmediate(life, int, 10, frequency=4)
+            AnnuityDue(life, int, 10, frequency=4)
         ]
 
         return present_value.(lc)
     end
 
     # atol only to two decimals b/c AMLCR uses rounded rates?
-    @test all(isapprox.(f(20), [18.966, 19.338, 19.966, 19.588, 7.711, 7.855, 7.952], atol = 0.01))
-    @test all(isapprox.(f(80), [7.548, 7.917, 8.548, 8.167, 6.128, 6.373, 6.539], atol = 0.01))
+    @test all(isapprox.(f(20), [18.966, 19.338, 19.966, 19.588, 7.711, 7.855, 7.952], atol=0.01))
+    @test all(isapprox.(f(80), [7.548, 7.917, 8.548, 8.167, 6.128, 6.373, 6.539], atol=0.01))
 
-    life = SingleLife(mortality = AMLCR_std, issue_age = 20)
-    int = Yields.Constant(0.05)
+    life = SingleLife(mortality=AMLCR_std, issue_age=20)
+    int = 0.05
 
     # property tests
 
-    @test present_value(AnnuityDue(life, int)) > present_value(AnnuityDue(life, int, start_time = 5))
+    @test present_value(AnnuityDue(life, int)) > present_value(AnnuityDue(life, int, start_time=5))
 
-    @test present_value(AnnuityDue(life, int, 5, certain = 5, start_time = 5)) == sum([1 for t = 5:9] .* [1 / 1.05^t for t = 5:9])
+    @test present_value(AnnuityDue(life, int, 5, certain=5, start_time=5)) == sum([1 for t = 5:9] .* [1 / 1.05^t for t = 5:9])
 
     # relation on pg 124
     @test issorted(present_value.([
         AnnuityImmediate(life, int)
-        AnnuityImmediate(life, int, frequency = 4)
-        AnnuityDue(life, int, frequency = 4)
+        AnnuityImmediate(life, int, frequency=4)
+        AnnuityDue(life, int, frequency=4)
         AnnuityDue(life, int)
     ]))
 
diff --git a/test/Project.toml b/test/Project.toml
index 098583d..60d8dd5 100644
--- a/test/Project.toml
+++ b/test/Project.toml
@@ -1,5 +1,5 @@
 [deps]
-ActuaryUtilities = "bdd23359-8b1c-4f88-b89b-d11982a786f4"
+FinanceCore = "b9b1ffdd-6612-4b69-8227-7663be06e089"
 MortalityTables = "4780e19d-04b9-53dc-86c2-9e9aa59b5a12"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
diff --git a/test/interest_rates.jl b/test/interest_rates.jl
deleted file mode 100644
index 479d21c..0000000
--- a/test/interest_rates.jl
+++ /dev/null
@@ -1,78 +0,0 @@
-@testset "basic interest rates" begin
-
-
-    ## vector interest rate
-    @testset "vector interest rate" begin
-        i = InterestRate([0.05, 0.05, 0.05])
-
-        @test disc(i,0) == 1.0
-        @test disc(i,1) == 1 / 1.05
-        @test disc(i,2) == 1 / 1.05 ^ 2
-        @test disc(i,3) == 1 / 1.05 ^ 3
-        @test disc(i,1,2) == 1 / 1.05
-        @test rate(i,1) == 0.05
-        @test rate(i,2) == 0.05
-
-        @test disc.(i,1:3) == [1 / 1.05 ^ t for t in 1:3]
-    end
-
-    ## real interest rate
-    @testset "constant interest rate" begin
-        i = InterestRate(0.05)
-
-        @test disc(i,0) == 1.0
-        @test disc(i,1) == 1 / 1.05
-        @test disc(i,2) == 1 / 1.05 ^ 2
-        @test disc(i,3) == 1 / 1.05 ^ 3
-        @test disc(i,1,2) == 1 / 1.05
-        @test rate(i,1) == 0.05
-        @test rate(i,2) == 0.05
-        
-        @test disc.(i,1:3) == [1 / 1.05 ^ t for t in 1:3]
-    end
-end
-
-@testset "DiscountFactor Iterator" begin
-
-    target = [1 / 1.05 ^ t for t in 0:4 ]
-
-    @testset "contsant" begin
-        df = DiscountFactor(InterestRate(0.05),1)
-        
-        ds = Iterators.take(df,5) |> collect
-
-        @test all(ds .≈ target)
-
-        @test length(Iterators.take(df,100)) == 100
-
-        # can't collect an infinite series
-        @test_throws MethodError collect(df)
-
-        @test df == InterestRate(0.05)(1)
-    end
-
-    @testset "vector" begin
-    df = DiscountFactor(InterestRate(repeat([0.05],4)),1)
-
-        ds = Iterators.take(df,5) |> collect
-        @test all(ds .≈ target)
-        @test all(collect(df) .≈ target)
-        @test length(df) == 5
-
-        @test_broken InterestRate([0.05,0.05,0.05,0.05])(1) == df #https://stackoverflow.com/questions/62336686/struct-equality-with-arrays
-    end
-
-end
-
-@testset "passthrough life contingency" begin
-    ins = LifeContingency(
-        SingleLife(
-            mort = UltimateMortality([0.5]),
-            issue_age = 0
-        ),
-        InterestRate(0.05)
-    )
-
-    @test disc(ins,1) ≈ 1/1.05
-    @test disc(ins,1,2) ≈ 1/1.05
-end
\ No newline at end of file
diff --git a/test/joint_life.jl b/test/joint_life.jl
index 0a91b98..6372f68 100644
--- a/test/joint_life.jl
+++ b/test/joint_life.jl
@@ -4,29 +4,29 @@
     @testset "Joint Last Survivor unknown status" begin
 
         @testset "ASM Manual 13th Ed., Example 54B" begin
-            q1 = UltimateMortality([.10,.12,.14,.16,.18],start_age=80)
-            q2 = UltimateMortality([.07,.09,.11,.13,.15],start_age=80)
-            
-            l1 = SingleLife(mortality=q1,issue_age=82)
-            l2 = SingleLife(mortality=q2,issue_age=80)
-            j = JointLife(lives=(l1,l2))
-            
-            @test survival(j,2) ≈ 0.95733 atol=1e-5
-            @test survival(j,3) ≈ 0.899399 atol=1e-5
+            q1 = UltimateMortality([0.10, 0.12, 0.14, 0.16, 0.18], start_age=80)
+            q2 = UltimateMortality([0.07, 0.09, 0.11, 0.13, 0.15], start_age=80)
+
+            l1 = SingleLife(mortality=q1, issue_age=82)
+            l2 = SingleLife(mortality=q2, issue_age=80)
+            j = JointLife(lives=(l1, l2))
+
+            @test survival(j, 2) ≈ 0.95733 atol = 1e-5
+            @test survival(j, 3) ≈ 0.899399 atol = 1e-5
         end
 
         @testset "misc properties" begin
-            q = UltimateMortality([.1 for t in 1:200])
+            q = UltimateMortality([0.1 for t in 1:200])
 
             l1 = SingleLife(mortality=q)
             l2 = SingleLife(mortality=q)
-            j = JointLife(lives=(l1,l2))
-            
-            ins0 = Insurance(j,Yields.Constant(0.0))
-            survival(j,1,2)
-            @test 1- survival(j,4)/survival(j,3) ≈ decrement(j,3,4)
-            @test pv(ins0) ≈ 1.0 atol=1e-6 # at zero percent discount the benefit should sum to the unit
-            @test last(collect(survival(ins0))) ≈ 0.0 atol=1e-6            
+            j = JointLife(lives=(l1, l2))
+
+            ins0 = Insurance(j, 0.0)
+            survival(j, 1, 2)
+            @test 1 - survival(j, 4) / survival(j, 3) ≈ decrement(j, 3, 4)
+            @test pv(ins0) ≈ 1.0 atol = 1e-6 # at zero percent discount the benefit should sum to the unit
+            @test last(collect(survival(ins0))) ≈ 0.0 atol = 1e-6
 
         end
 
@@ -40,36 +40,36 @@
             ps₂ = ℓ₂ ./ ℓ₂[1]
             qs₂ = [1 - ps₂[t] / ps₂[t-1] for t = 2:5]
 
-            m1 = UltimateMortality(qs₁, start_age = 65)
-            m2 = UltimateMortality(qs₂, start_age = 60)
+            m1 = UltimateMortality(qs₁, start_age=65)
+            m2 = UltimateMortality(qs₂, start_age=60)
 
             @test decrement(m1, 65, 66) == 1 - ℓ₁[2] / ℓ₁[1]
             @test decrement(m2, 60, 61) == 1 - ℓ₂[2] / ℓ₂[1]
 
-            l1 = SingleLife(mortality = m1, issue_age = 65)
-            l2 = SingleLife(mortality = m2, issue_age = 60)
+            l1 = SingleLife(mortality=m1, issue_age=65)
+            l2 = SingleLife(mortality=m2, issue_age=60)
 
-            jl = JointLife(lives = (l1, l2), contingency = LastSurvivor(), joint_assumption = Frasier())
+            jl = JointLife(lives=(l1, l2), contingency=LastSurvivor(), joint_assumption=Frasier())
 
-            @test isapprox(survival(jl, 2), 0.9997, atol = 1e-4)
+            @test isapprox(survival(jl, 2), 0.9997, atol=1e-4)
 
 
-            ins = LifeContingency(jl, Yields.Constant(0.05))
-            ins_l1 = LifeContingency(jl.lives[1], Yields.Constant(0.05))
-            ins_l2 = LifeContingency(jl.lives[2], Yields.Constant(0.05))
+            ins = LifeContingency(jl, 0.05)
+            ins_l1 = LifeContingency(jl.lives[1], 0.05)
+            ins_l2 = LifeContingency(jl.lives[2], 0.05)
             # problem 9.1.f
-            @test isapprox(present_value(AnnuityDue(ins, 5)), 4.5437, atol = 1e-4)
+            @test isapprox(present_value(AnnuityDue(ins, 5)), 4.5437, atol=1e-4)
 
-            @test isapprox(present_value(AnnuityDue(ins)), 4.5437, atol = 1e-4)
+            @test isapprox(present_value(AnnuityDue(ins)), 4.5437, atol=1e-4)
         end
 
         @testset "CIA tables" begin
             m1 = MortalityTables.table("1986-92 CIA – Male Smoker, ANB")
             m2 = MortalityTables.table("1986-92 CIA – Female Nonsmoker, ANB")
-            l1 = SingleLife(mortality = m1.ultimate, issue_age = 40)
-            l2 = SingleLife(mortality = m2.ultimate, issue_age = 37)
+            l1 = SingleLife(mortality=m1.ultimate, issue_age=40)
+            l2 = SingleLife(mortality=m2.ultimate, issue_age=37)
 
-            jl = JointLife(lives = (l1, l2), contingency = LastSurvivor(), joint_assumption = Frasier())
+            jl = JointLife(lives=(l1, l2), contingency=LastSurvivor(), joint_assumption=Frasier())
 
             @testset "independent lives" begin
                 for time = 1:40
@@ -84,17 +84,17 @@
             q_cumulative = [0.00000141120, 0.00000619469, 0.00001540563, 0.00003049492, 0.00005304748, 0.00008483992, 0.00012810660, 0.00018592774, 0.00026115553, 0.00035808060, 0.00048174038, 0.00063772939, 0.00083372522, 0.00107881691, 0.00138351443, 0.00176067732, 0.00222572986, 0.00279771301, 0.00349813669, 0.00435465818, 0.00539795948, 0.00666528343, 0.00820138084, 0.01005975458, 0.01229886182, 0.01498992747, 0.01821281880, 0.02206126957, 0.02663884979, 0.03206804441, 0.03847706939, 0.04601237389, 0.05483175625, 0.06510286552, 0.07700389465, 0.09071177542, 0.10641770955, 0.12429441828, 0.14451430984, 0.16722048170, 0.19253547997, 0.22054884408, 0.25129614928, 0.28476269870, 0.32086998531, 0.35946849466, 0.40033347120, 0.44316542761, 0.48758225561, 0.53312891378, 0.57927637250, 0.62543608637, 0.67098101782, 0.71525516126, 0.75760741222, 0.79741168545, 0.83410325108, 0.86720651682, 0.89637071504, 0.92139174110, 0.94223548231, 0.95904493828, 0.97211041164, 0.98190281145, 0.98909354112, 0.99422007198, 0.99758716905, 0.99939322200, 1.00000000000]
             @testset "precalced vectors" begin
                 for time = 1:40
-                    @test isapprox(decrement(jl, time), q_cumulative[time], atol = 1e-6)
+                    @test isapprox(decrement(jl, time), q_cumulative[time], atol=1e-6)
                 end
 
                 for time = 1:40
                     q′ = 1 - survival(jl, time) / survival(jl, time - 1)
 
-                    @test isapprox(q′, q_annual[time], atol = 1e-6)
+                    @test isapprox(q′, q_annual[time], atol=1e-6)
                 end
 
                 for time = 1:40
-                    @test isapprox(survival(jl, time), 1 - q_cumulative[time], atol = 1e-6)
+                    @test isapprox(survival(jl, time), 1 - q_cumulative[time], atol=1e-6)
                 end
             end
         end
diff --git a/test/runtests.jl b/test/runtests.jl
index ae47c37..8ab5980 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -1,10 +1,10 @@
 using LifeContingencies
-using LifeContingencies: l,D,M,N,C
+using LifeContingencies: l, D, M, N, C
 using Test
+using FinanceCore
 using MortalityTables
-using ActuaryUtilities
-const Yields = LifeContingencies.Yields
 
+FinanceCore.present_value(0.05, 10)
 include("test_mortality.jl")
 include("simple_mort.jl")
 include("AMLCR.jl")
diff --git a/test/simple_mort.jl b/test/simple_mort.jl
index e821657..f202920 100644
--- a/test/simple_mort.jl
+++ b/test/simple_mort.jl
@@ -3,11 +3,11 @@
 
     # whole life insurance
     ins = Insurance(
-        SingleLife(mortality = mt, issue_age = 0),
-        Yields.Constant(0.05)
+        SingleLife(mortality=mt, issue_age=0),
+        0.05
     )
 
-    @test all(survival(SingleLife(mortality = mt, issue_age = 0)) .== [1.0, 0.5, 0.25])
+    @test all(survival(SingleLife(mortality=mt, issue_age=0)) .== [1.0, 0.5, 0.25])
 
     @test [timepoints(ins)...] == [1.0, 2.0]
     @test [survival(ins)...] == [1.0, 0.5]
@@ -16,8 +16,9 @@
     @test [probability(ins)...] == [0.5, 0.25]
     @test [cashflows(ins)...] == [0.5, 0.25]
     @test [cashflows(ins)...] == benefit(ins) .* probability(ins)
-    @test present_value(ins) ≈ 0.5 / 1.05 + 0.5 * 0.5 / 1.05^2
-    @test present_value(ins) ≈ LifeContingencies.A(ins.life, ins.int)
+    @test FinanceCore.present_value(0.05, 1) ≈ 1 / 1.05
+    @test FinanceCore.present_value(ins) ≈ 0.5 / 1.05 + 0.5 * 0.5 / 1.05^2
+    @test FinanceCore.present_value(ins) ≈ LifeContingencies.A(ins.life, ins.int)
 
     # basic life contingency tests
     @test survival(LifeContingency(ins), 0, 1) ≈ 0.5
@@ -27,8 +28,8 @@
 
     # term life insurance
     ins = Insurance(
-        SingleLife(mortality = mt, issue_age = 0),
-        Yields.Constant(0.05),
+        SingleLife(mortality=mt, issue_age=0),
+        0.05,
         1
     )
 
@@ -39,12 +40,12 @@
     @test [cashflows(ins)...] == [0.5]
     @test [cashflows(ins)...] == benefit(ins) .* probability(ins)
     @test [timepoints(ins)...] == [1.0]
-    @test present_value(ins) ≈ 0.5 / 1.05
+    @test FinanceCore.present_value(ins) ≈ 0.5 / 1.05
 
     # annuity due
     ins = AnnuityDue(
-        SingleLife(mortality = mt, issue_age = 0),
-        Yields.Constant(0.05)
+        SingleLife(mortality=mt, issue_age=0),
+        0.05
     )
 
     @test [survival(ins)...] == [1.0, 0.5, 0.25]
@@ -54,43 +55,43 @@
     @test [probability(ins)...] == [1.0, 0.5, 0.25]
     @test [cashflows(ins)...] == [1.0, 0.5, 0.25]
     @test [cashflows(ins)...] == benefit(ins) .* probability(ins)
-    @test present_value(ins) ≈ 1 + 1 * 0.5 / 1.05 + 1 * 0.25 / 1.05^2
+    @test FinanceCore.present_value(ins) ≈ 1 + 1 * 0.5 / 1.05 + 1 * 0.25 / 1.05^2
 
     ins = AnnuityDue(
-        SingleLife(mortality = mt, issue_age = 0),
-        Yields.Constant(0.05),
+        SingleLife(mortality=mt, issue_age=0),
+        0.05,
         2
     )
-    @test present_value(ins) ≈ 1 + 1 * 0.5 / 1.05
+    @test FinanceCore.present_value(ins) ≈ 1 + 1 * 0.5 / 1.05
 
     ins = AnnuityImmediate(
-        SingleLife(mortality = mt, issue_age = 0),
-        Yields.Constant(0.05),
+        SingleLife(mortality=mt, issue_age=0),
+        0.05,
         1
     )
 
-    @test present_value(ins) ≈ 1 * 0.5 * 1 / 1.05
+    @test FinanceCore.present_value(ins) ≈ 1 * 0.5 * 1 / 1.05
 
     ins = AnnuityDue(
-        SingleLife(mortality = mt, issue_age = 0),
-        Yields.Constant(0.05),
+        SingleLife(mortality=mt, issue_age=0),
+        0.05,
         1,
-        start_time = 1
+        start_time=1
     )
 
     @test timepoints(ins) == [1.0]
     @test [probability(ins)...] == [0.5]
-    @test present_value(ins) ≈ 1 * 0.5 * 1 / 1.05
+    @test FinanceCore.present_value(ins) ≈ 1 * 0.5 * 1 / 1.05
 
 end
 
 @testset "one  year" begin
     ins = LifeContingency(
         SingleLife(
-            mortality = UltimateMortality([0.5]),
-            issue_age = 0
+            mortality=UltimateMortality([0.5]),
+            issue_age=0
         ),
-        Yields.Constant(0.05)
+        0.05
     )
 
     @test survival(ins, 1) ≈ 0.5
@@ -99,73 +100,73 @@ end
     @test survival(ins, 0.5) ≈ 1 - 0.5 * 0.5
 
     @test omega(ins) ≈ 1
-    @test present_value(AnnuityDue(ins)) ≈ 1 + 1 * 0.5 / 1.05
-    @test present_value(AnnuityDue(ins, 1)) ≈ 1
-    @test present_value(AnnuityDue(ins, 0)) == 0
-    @test present_value(AnnuityImmediate(ins, 1)) ≈ 1 * 0.5 / 1.05
-    @test present_value(AnnuityImmediate(ins, 0)) == 0
+    @test FinanceCore.present_value(AnnuityDue(ins)) ≈ 1 + 1 * 0.5 / 1.05
+    @test FinanceCore.present_value(AnnuityDue(ins, 1)) ≈ 1
+    @test FinanceCore.present_value(AnnuityDue(ins, 0)) == 0
+    @test FinanceCore.present_value(AnnuityImmediate(ins, 1)) ≈ 1 * 0.5 / 1.05
+    @test FinanceCore.present_value(AnnuityImmediate(ins, 0)) == 0
 
-    @test present_value(Insurance(ins)) ≈ 0.5 / 1.05
-    @test present_value(Insurance(ins, 1)) ≈ 0.5 / 1.05
-    @test present_value(Insurance(ins, 0)) ≈ 0
+    @test FinanceCore.present_value(Insurance(ins)) ≈ 0.5 / 1.05
+    @test FinanceCore.present_value(Insurance(ins, 1)) ≈ 0.5 / 1.05
+    @test FinanceCore.present_value(Insurance(ins, 0)) ≈ 0
 
 
     ins_jl = LifeContingency(
         JointLife((ins.life, ins.life), LastSurvivor(), Frasier()),
-        Yields.Constant(0.05)
+        0.05
     )
 
     @test omega(ins_jl) ≈ 1
-    @test present_value(AnnuityDue(ins_jl)) ≈ 1 + 1 * 0.75 / 1.05
-    @test present_value(AnnuityDue(ins_jl, 1)) ≈ 1
-    @test present_value(AnnuityImmediate(ins_jl, 1)) ≈ 1 * 0.75 / 1.05
-    @test present_value(AnnuityDue(ins_jl, 2)) ≈ 1 + 1 * 0.75 / 1.05
-    @test present_value(AnnuityDue(ins_jl, 2; certain = 2)) ≈ 1 + 1 / 1.05
-    @test present_value(AnnuityDue(ins_jl, 0)) == 0
+    @test FinanceCore.present_value(AnnuityDue(ins_jl)) ≈ 1 + 1 * 0.75 / 1.05
+    @test FinanceCore.present_value(AnnuityDue(ins_jl, 1)) ≈ 1
+    @test FinanceCore.present_value(AnnuityImmediate(ins_jl, 1)) ≈ 1 * 0.75 / 1.05
+    @test FinanceCore.present_value(AnnuityDue(ins_jl, 2)) ≈ 1 + 1 * 0.75 / 1.05
+    @test FinanceCore.present_value(AnnuityDue(ins_jl, 2; certain=2)) ≈ 1 + 1 / 1.05
+    @test FinanceCore.present_value(AnnuityDue(ins_jl, 0)) == 0
 
     @test survival(ins_jl, 1) ≈ 0.5 + 0.5 - 0.5 * 0.5
     @test all(survival(JointLife((ins.life, ins.life), LastSurvivor(), Frasier())) .== [1.0, 0.75])
-    @test present_value(Insurance(ins_jl)) ≈ 0.25 / 1.05
-    @test present_value(Insurance(ins_jl, 1)) ≈ 0.25 / 1.05
-    @test present_value(Insurance(ins_jl, 0)) ≈ 0
+    @test FinanceCore.present_value(Insurance(ins_jl)) ≈ 0.25 / 1.05
+    @test FinanceCore.present_value(Insurance(ins_jl, 1)) ≈ 0.25 / 1.05
+    @test FinanceCore.present_value(Insurance(ins_jl, 0)) ≈ 0
 end
 
 @testset "two year no discount" begin
     ins = LifeContingency(
         SingleLife(
-            mortality = UltimateMortality([0.0, 0.0]),
-            issue_age = 0
+            mortality=UltimateMortality([0.0, 0.0]),
+            issue_age=0
         ),
-        Yields.Constant(0.00)
+        0.0
     )
 
     @test omega(ins) ≈ 2
-    @test present_value(AnnuityDue(ins)) ≈ 3
-    @test present_value(AnnuityDue(ins; start_time = 1)) ≈ 2
-    @test present_value(AnnuityDue(ins, 1)) ≈ 1
-    @test present_value(AnnuityDue(ins, 2)) ≈ 2
-    @test_throws BoundsError present_value(AnnuityDue(ins, 2; start_time = 2))
-    @test present_value(AnnuityDue(ins, 3)) ≈ 3
-    @test present_value(AnnuityDue(ins, 0)) == 0
-    @test present_value(AnnuityImmediate(ins, 0)) == 0
-    @test present_value(AnnuityImmediate(ins, 1)) ≈ 1
-    @test present_value(AnnuityImmediate(ins, 1; start_time = 1)) ≈ 1
-    @test_throws BoundsError present_value(AnnuityImmediate(ins; start_time = 2))
-    @test present_value(AnnuityImmediate(ins, 2)) ≈ 2
-    @test present_value(AnnuityImmediate(ins)) ≈ 2
-    @test present_value(AnnuityImmediate(ins; certain = 0)) ≈ 2
-    @test present_value(AnnuityImmediate(ins; certain = 2)) ≈ 2
-
-    @test present_value(Insurance(ins)) ≈ 0
-    @test present_value(Insurance(ins, 1)) ≈ 0
-    @test present_value(Insurance(ins, 0)) ≈ 0
+    @test FinanceCore.present_value(AnnuityDue(ins)) ≈ 3
+    @test FinanceCore.present_value(AnnuityDue(ins; start_time=1)) ≈ 2
+    @test FinanceCore.present_value(AnnuityDue(ins, 1)) ≈ 1
+    @test FinanceCore.present_value(AnnuityDue(ins, 2)) ≈ 2
+    @test_throws BoundsError FinanceCore.present_value(AnnuityDue(ins, 2; start_time=2))
+    @test FinanceCore.present_value(AnnuityDue(ins, 3)) ≈ 3
+    @test FinanceCore.present_value(AnnuityDue(ins, 0)) == 0
+    @test FinanceCore.present_value(AnnuityImmediate(ins, 0)) == 0
+    @test FinanceCore.present_value(AnnuityImmediate(ins, 1)) ≈ 1
+    @test FinanceCore.present_value(AnnuityImmediate(ins, 1; start_time=1)) ≈ 1
+    @test_throws BoundsError FinanceCore.present_value(AnnuityImmediate(ins; start_time=2))
+    @test FinanceCore.present_value(AnnuityImmediate(ins, 2)) ≈ 2
+    @test FinanceCore.present_value(AnnuityImmediate(ins)) ≈ 2
+    @test FinanceCore.present_value(AnnuityImmediate(ins; certain=0)) ≈ 2
+    @test FinanceCore.present_value(AnnuityImmediate(ins; certain=2)) ≈ 2
+
+    @test FinanceCore.present_value(Insurance(ins)) ≈ 0
+    @test FinanceCore.present_value(Insurance(ins, 1)) ≈ 0
+    @test FinanceCore.present_value(Insurance(ins, 0)) ≈ 0
 
     ins_jl = LifeContingency(
         JointLife(
-            lives = (ins.life, ins.life),
-            contingency = LastSurvivor(),
-            joint_assumption = Frasier()),
-        Yields.Constant(0.00)
+            lives=(ins.life, ins.life),
+            contingency=LastSurvivor(),
+            joint_assumption=Frasier()),
+        0.0
     )
 
     @test survival(ins_jl, 0) ≈ 1.0
@@ -177,31 +178,31 @@ end
 @testset "two year with interest" begin
     ins = LifeContingency(
         SingleLife(
-            mortality = UltimateMortality([0.5, 0.5]),
-            issue_age = 0
+            mortality=UltimateMortality([0.5, 0.5]),
+            issue_age=0
         ),
-        Yields.Constant(0.05)
+        0.05
     )
 
     @test omega(ins) ≈ 2
-    @test present_value(AnnuityDue(ins)) ≈ 1 + 1 * 0.5 * 1 / 1.05 + 1 * 0.25 / 1.05^2
-    @test present_value(AnnuityDue(ins, 1)) ≈ 1
-    @test present_value(AnnuityDue(ins, 2)) ≈ 1 + 1 * 0.5 * 1 / 1.05
-    @test present_value(AnnuityDue(ins, 3)) ≈ 1 + 1 * 0.5 * 1 / 1.05 + 1 * 0.25 / 1.05^2
-    @test present_value(AnnuityDue(ins, 0)) ≈ 0
-    @test present_value(AnnuityImmediate(ins, 0)) ≈ 0
-    @test present_value(AnnuityImmediate(ins, 1)) ≈ 1 * 0.5 * 1 / 1.05
-
-    @test present_value(Insurance(ins)) ≈ 0.5 / 1.05 + 0.5 * 0.5 / 1.05^2
-    @test present_value(Insurance(ins, 1)) ≈ 0.5 / 1.05
-    @test present_value(Insurance(ins, 0)) ≈ 0
+    @test FinanceCore.present_value(AnnuityDue(ins)) ≈ 1 + 1 * 0.5 * 1 / 1.05 + 1 * 0.25 / 1.05^2
+    @test FinanceCore.present_value(AnnuityDue(ins, 1)) ≈ 1
+    @test FinanceCore.present_value(AnnuityDue(ins, 2)) ≈ 1 + 1 * 0.5 * 1 / 1.05
+    @test FinanceCore.present_value(AnnuityDue(ins, 3)) ≈ 1 + 1 * 0.5 * 1 / 1.05 + 1 * 0.25 / 1.05^2
+    @test FinanceCore.present_value(AnnuityDue(ins, 0)) ≈ 0
+    @test FinanceCore.present_value(AnnuityImmediate(ins, 0)) ≈ 0
+    @test FinanceCore.present_value(AnnuityImmediate(ins, 1)) ≈ 1 * 0.5 * 1 / 1.05
+
+    @test FinanceCore.present_value(Insurance(ins)) ≈ 0.5 / 1.05 + 0.5 * 0.5 / 1.05^2
+    @test FinanceCore.present_value(Insurance(ins, 1)) ≈ 0.5 / 1.05
+    @test FinanceCore.present_value(Insurance(ins, 0)) ≈ 0
 
     ins_jl = LifeContingency(
         JointLife(
-            lives = (ins.life, ins.life),
-            contingency = LastSurvivor(),
-            joint_assumption = Frasier()),
-        Yields.Constant(0.05)
+            lives=(ins.life, ins.life),
+            contingency=LastSurvivor(),
+            joint_assumption=Frasier()),
+        0.05
     )
 
     @test survival(ins_jl, 0) ≈ 1.0
@@ -213,39 +214,39 @@ end
 @testset "two years" begin
     ins = LifeContingency(
         SingleLife(
-            mortality = UltimateMortality([0.5, 0.5]),
-            issue_age = 0
+            mortality=UltimateMortality([0.5, 0.5]),
+            issue_age=0
         ),
-        Yields.Constant(0.05)
+        0.05
     )
 
     @test omega(ins) ≈ 2
-    @test present_value(AnnuityDue(ins, 1)) ≈ 1
-    @test present_value(AnnuityDue(ins, 2)) ≈ 1 + 1 * 0.5 * 1 / 1.05
-    @test present_value(AnnuityDue(ins, 3)) ≈ 1 + 1 * 0.5 * 1 / 1.05 + 1 * 0.25 * 1 / 1.05^2
-    @test present_value(AnnuityDue(ins, 0)) == 0
-    @test present_value(AnnuityImmediate(ins, 0)) == 0
-    @test present_value(AnnuityImmediate(ins, 1)) ≈ 1 * 0.5 * 1 / 1.05
+    @test FinanceCore.present_value(AnnuityDue(ins, 1)) ≈ 1
+    @test FinanceCore.present_value(AnnuityDue(ins, 2)) ≈ 1 + 1 * 0.5 * 1 / 1.05
+    @test FinanceCore.present_value(AnnuityDue(ins, 3)) ≈ 1 + 1 * 0.5 * 1 / 1.05 + 1 * 0.25 * 1 / 1.05^2
+    @test FinanceCore.present_value(AnnuityDue(ins, 0)) == 0
+    @test FinanceCore.present_value(AnnuityImmediate(ins, 0)) == 0
+    @test FinanceCore.present_value(AnnuityImmediate(ins, 1)) ≈ 1 * 0.5 * 1 / 1.05
 
-    @test present_value(Insurance(ins)) ≈ 0.5 / 1.05 + 0.5 * 0.5 / 1.05^2
-    @test present_value(Insurance(ins, 1)) ≈ 0.5 / 1.05
-    @test present_value(Insurance(ins, 0)) ≈ 0
+    @test FinanceCore.present_value(Insurance(ins)) ≈ 0.5 / 1.05 + 0.5 * 0.5 / 1.05^2
+    @test FinanceCore.present_value(Insurance(ins, 1)) ≈ 0.5 / 1.05
+    @test FinanceCore.present_value(Insurance(ins, 0)) ≈ 0
 
     ins_jl = LifeContingency(
         JointLife(
-            lives = (ins.life, ins.life),
-            contingency = LastSurvivor(),
-            joint_assumption = Frasier()),
-        Yields.Constant(0.05)
+            lives=(ins.life, ins.life),
+            contingency=LastSurvivor(),
+            joint_assumption=Frasier()),
+        0.05
     )
 
     @test omega(ins_jl) ≈ 2
-    @test present_value(AnnuityDue(ins_jl, 1)) ≈ 1
-    @test present_value(AnnuityDue(ins_jl, 2)) ≈ 1 + 1 * 0.75 / 1.05
-    @test present_value(AnnuityDue(ins_jl, 3)) ≈ 1 + 1 * 0.75 / 1.05 + 1 * survival(ins_jl, 2) / 1.05^2
-    @test present_value(AnnuityDue(ins_jl, 0)) == 0
-    @test present_value(AnnuityImmediate(ins_jl, 0)) == 0
-    @test present_value(AnnuityImmediate(ins_jl, 1)) ≈ 1 * 0.75 / 1.05
+    @test FinanceCore.present_value(AnnuityDue(ins_jl, 1)) ≈ 1
+    @test FinanceCore.present_value(AnnuityDue(ins_jl, 2)) ≈ 1 + 1 * 0.75 / 1.05
+    @test FinanceCore.present_value(AnnuityDue(ins_jl, 3)) ≈ 1 + 1 * 0.75 / 1.05 + 1 * survival(ins_jl, 2) / 1.05^2
+    @test FinanceCore.present_value(AnnuityDue(ins_jl, 0)) == 0
+    @test FinanceCore.present_value(AnnuityImmediate(ins_jl, 0)) == 0
+    @test FinanceCore.present_value(AnnuityImmediate(ins_jl, 1)) ≈ 1 * 0.75 / 1.05
 
 end
 
@@ -253,8 +254,8 @@ end
 t = UltimateMortality(maleMort)
 
 @testset "demo mortality" begin
-    i = Yields.Constant(0.05)
-    ins = LifeContingency(SingleLife(mortality = t, issue_age = 0), i)
+    i = 0.05
+    ins = LifeContingency(SingleLife(mortality=t, issue_age=0), i)
 
     @test l(ins, 0) ≈ 1.0
     @test l(ins, 1) ≈ 0.993010000000000
@@ -276,20 +277,20 @@ t = UltimateMortality(maleMort)
     @test M(ins, 1) ≈ 0.0355801393752753
     @test M(ins, 2) ≈ 0.0351775312392208
 
-    @test present_value(Insurance(ins)) ≈ 0.04223728223
-    @test present_value(Insurance(ins, 0)) ≈ 0.0
-    @test present_value(Insurance(ins, 1)) ≈ 0.0066571428571429
-    @test present_value(AnnuityDue(ins, 0)) ≈ 0.0
-    @test present_value(AnnuityDue(ins, 1)) ≈ 1.0
-    @test present_value(AnnuityDue(ins, 2)) ≈ 1.0 + survival(ins, 1) / 1.05
-    @test present_value(AnnuityImmediate(ins, 0)) ≈ 0.0
-    @test present_value(AnnuityImmediate(ins, 1)) ≈ survival(ins, 1) / 1.05
+    @test FinanceCore.present_value(Insurance(ins)) ≈ 0.04223728223
+    @test FinanceCore.present_value(Insurance(ins, 0)) ≈ 0.0
+    @test FinanceCore.present_value(Insurance(ins, 1)) ≈ 0.0066571428571429
+    @test FinanceCore.present_value(AnnuityDue(ins, 0)) ≈ 0.0
+    @test FinanceCore.present_value(AnnuityDue(ins, 1)) ≈ 1.0
+    @test FinanceCore.present_value(AnnuityDue(ins, 2)) ≈ 1.0 + survival(ins, 1) / 1.05
+    @test FinanceCore.present_value(AnnuityImmediate(ins, 0)) ≈ 0.0
+    @test FinanceCore.present_value(AnnuityImmediate(ins, 1)) ≈ survival(ins, 1) / 1.05
 
-    @test present_value(Insurance(ins, 30)) ≈ 0.0137761089686975
+    @test FinanceCore.present_value(Insurance(ins, 30)) ≈ 0.0137761089686975
 
     @test N(ins, 26) ≈ 5.156762988852310
     @test D(ins, 26) ≈ 0.275358702015970
-    @test present_value(AnnuityDue(ins, 26)) ≈ 14.9562540842669
+    @test FinanceCore.present_value(AnnuityDue(ins, 26)) ≈ 14.9562540842669
 
 
 
@@ -297,8 +298,8 @@ end
 
 @testset "consistency with MortaliyTables.jl" begin
 
-    q = UltimateMortality([.1 for t in 1:200])
+    q = UltimateMortality([0.1 for t in 1:200])
     l = SingleLife(mortality=q)
-    @test survival(l,0,5) == survival(q,0,5)
-    @test survival(l,1,5) == survival(q,1,5)
+    @test survival(l, 0, 5) == survival(q, 0, 5)
+    @test survival(l, 1, 5) == survival(q, 1, 5)
 end
\ No newline at end of file
diff --git a/test/single_life.jl b/test/single_life.jl
index 5c8e6d8..e9f00d2 100644
--- a/test/single_life.jl
+++ b/test/single_life.jl
@@ -1,8 +1,8 @@
 @testset "Single Life" begin
     @testset "issue age 116" begin
         t = MortalityTables.table("2001 VBT Residual Standard Select and Ultimate - Male Nonsmoker, ANB")
-        i = Yields.Constant(0.05)
-        lc = LifeContingency(SingleLife(mortality = t.ultimate, issue_age = 116), i)
+        i = 0.05
+        lc = LifeContingency(SingleLife(mortality=t.ultimate, issue_age=116), i)
 
 
         @test l(lc, 0) ≈ 1.0
@@ -33,7 +33,7 @@
         @test present_value(AnnuityDue(lc, 3)) ≈ sum([1; cumprod(1 .- qs[1:2])] .* [1.05^-t for t = 0:2])
 
         @test LifeContingencies.V(lc, 1) == reserve_premium_net(lc, 1)
-        @test LifeContingencies.v(lc, 1) == Yields.discount(lc, 1)
+        @test LifeContingencies.v(lc, 1) == FinanceCore.discount(lc, 1)
         @test LifeContingencies.A(lc) == present_value(Insurance(lc))
         @test LifeContingencies.ä(lc) == present_value(AnnuityDue(lc))
         @test LifeContingencies.a(lc) == present_value(AnnuityImmediate(lc))
@@ -43,13 +43,13 @@
 
     @testset "issue age 30" begin
         t = MortalityTables.table("2001 VBT Residual Standard Select and Ultimate - Male Nonsmoker, ANB")
-        i = Yields.Constant(0.05)
-        life = SingleLife(mortality = t.select[30], issue_age = 30)
+        i = 0.05
+        life = SingleLife(mortality=t.select[30], issue_age=30)
         ins = LifeContingency(life, i)
 
-        @test life.issue_age == SingleLife(mortality = t.select[30]).issue_age
+        @test life.issue_age == SingleLife(mortality=t.select[30]).issue_age
         @test life.issue_age == SingleLife(t.select[30]).issue_age
-        @test life.issue_age == SingleLife(t.select, issue_age = 30).issue_age
+        @test life.issue_age == SingleLife(t.select, issue_age=30).issue_age
 
 
         @test l(ins, 0) ≈ 1.0
@@ -75,8 +75,8 @@
         @test M(ins, 2) ≈ 0.1100531118446950
 
         @test present_value(Insurance(ins)) ≈ 0.1107844934319970
-        @test present_value(Insurance(ins),0) ≈ 0.1107844934319970
-        @test present_value(Insurance(ins),90) / survival(Insurance(ins),90) ≈ 1 / 1.05
+        @test present_value(Insurance(ins), 0) ≈ 0.1107844934319970
+        @test present_value(Insurance(ins), 90) / survival(Insurance(ins), 90) ≈ 1 / 1.05
         @test present_value(AnnuityDue(ins)) ≈ 18.6735256379281000
         @test premium_net(ins) ≈ 0.0059327036350854
         @test reserve_premium_net(ins, 1) ≈ 0.0059012862412992