add missing zero method for Constant (#69)

* add missing `zero` method for `Constant`

* fix argument order

src/Yields.jl

@@ -261,7 +261,8 @@ end
 
 
 """
-    Constant(rate)
+    Constant(rate::Real, cf::CompoundingFrequency=Periodic(1))
+    Constant(r::Rate)
 
 Construct a yield object where the spot rate is constant for all maturities. If `rate` is not a `Rate` type, will assume `Periodic(1)` for the compounding frequency
 
@@ -277,10 +278,12 @@ struct Constant{T} <: AbstractYield
     rate::T
 end
 
-function Constant(rate::T) where {T<:Real}
-    return Constant(Rate(rate, Periodic(1)))
+function Constant(rate::T, cf::C = Periodic(1)) where {T<:Real,C<:CompoundingFrequency}
+    return Constant(Rate(rate, cf))
 end
 
+zero(c::Constant, time) = c.rate
+zero(c::Constant, time, cf::C) where {C<:CompoundingFrequency} = convert(cf, c.rate)
 rate(c::Constant) = c.rate
 rate(c::Constant, time) = c.rate
 discount(c::T, time) where {T<:Real} = discount(Constant(c), time)

test/runtests.jl

@@ -43,6 +43,10 @@ using Test
         yield = Yields.Constant(0.05)
         rate = Yields.Rate(0.05, Yields.Periodic(1))
 
+        @test Yields.zero(yield, 1) == Rate(0.05, Yields.Periodic(1))
+        @test Yields.zero(Yields.Constant(0.05, Yields.Periodic(2)), 10) == Rate(0.05, Yields.Periodic(2))
+        @test Yields.zero(yield, 5, Yields.Periodic(2)) == convert(Yields.Periodic(2), Rate(0.05, Yields.Periodic(1)))
+
         @testset "constant discount time: $time" for time in [0, 0.5, 1, 10]
             @test discount(yield, time) ≈ 1 / (1.05)^time
             @test discount(rate, time) ≈ 1 / (1.05)^time