LaTeX style file providing symbols and other notation for actuarial, financial and statistical uses
% \iffalse meta-comment -*- latex -*- | |
% | |
% actuarial.dtx. Provides for symbols and other notation for actuarial, | |
% financial and statistical uses. | |
% | |
%% Copyright (C) Kelvin Mo 1999, 2000 | |
%% | |
%% | |
% Reference: Bowers L et al, Actuarial Mathematics, Appendix 4 | |
% \fi | |
%% \CheckSum{134} | |
%% \CharacterTable | |
%% {Upper-case \A\B\C\D\E\F\G\H\I\J\K\L\M\N\O\P\Q\R\S\T\U\V\W\X\Y\Z | |
%% Lower-case \a\b\c\d\e\f\g\h\i\j\k\l\m\n\o\p\q\r\s\t\u\v\w\x\y\z | |
%% Digits \0\1\2\3\4\5\6\7\8\9 | |
%% Exclamation \! Double quote \" Hash (number) \# | |
%% Dollar \$ Percent \% Ampersand \& | |
%% Acute accent \' Left paren \( Right paren \) | |
%% Asterisk \* Plus \+ Comma \, | |
%% Minus \- Point \. Solidus \/ | |
%% Colon \: Semicolon \; Less than \< | |
%% Equals \= Greater than \> Question mark \? | |
%% Commercial at \@ Left bracket \[ Backslash \\ | |
%% Right bracket \] Circumflex \^ Underscore \_ | |
%% Grave accent \` Left brace \{ Vertical bar \| | |
%% Right brace \} Tilde \~} | |
% \changes{0.3}{2000/03/01}{Initial stable release} | |
% \changes{0.4}{2000/06/01}{Included documentation} | |
% \MakeShortVerb{\|} | |
% \newcommand{\actuarial}{\texttt{actuarial}} | |
% \newcommand{\AmS}{\leavevmode\hbox{$\mathcal A\kern-0.2em\lower.376ex^^A | |
% \hbox{$\mathcal M$}\kern-0.2em\mathcal S$}} | |
% \GetFileInfo{actuarial.sty} | |
% \title{The \actuarial{} package} | |
% \author{Kelvin Mo} | |
% \date{\filedate (\fileversion)} | |
% \maketitle | |
% \begin{abstract} | |
% This package provides macros that aid in production of notation commonly | |
% used in actuarial science. It supports the International | |
% Actuarial Notation, along with other symbols in finance and statistics | |
% \end{abstract} | |
% \section{Using the \actuarial{} package} | |
% The user interface to the \actuarial{} package is very simple--- | |
% just include |\usepackage{actuarial}| in the premable of your document. | |
% There are no options available for this package. | |
% | |
% Note, however, this package requires \AmS-\LaTeX, or more specifically, the | |
% \texttt{amsmath} package. If \AmS-\LaTeX is loaded automatically by | |
% the \actuarial{} package when required. | |
% \section{The Macros} | |
% \subsection{Statistical Operators} | |
% \DescribeMacro\Var \DescribeMacro\Cov | |
% Instead of using |\text{Var}| and |\text{Cov}| repeatedly to typeset the | |
% variance and covariance operators, the two macros |\Var| and |\Cov| are | |
% used. | |
% \subsection{Probability} | |
% \DescribeMacro\random | |
% In probability theory, random variables are generally denoted as uppercase | |
% roman characters, like $X$. However, when actuarial quantities are modelled | |
% as random variables, the International Actuarial Notation prevents this | |
% convention from being used. The |\random{|\meta{text}|}| macro is used to | |
% denote that \meta{text} is a random variable. | |
% | |
% \textbf{This macro is currently not implemented, i.e.~it does not do | |
% anything.} However, in future versions, this may be implemented. | |
% \subsection{Spreadsheet Documentation} | |
% \DescribeMacro\place | |
% The macro |\place{|\meta{text}|}| typesets \meta{text} as a metasyntatic | |
% variable used in spreadsheet documentation. As an example |\place{Price}| | |
% produces $\langle$Price$\rangle$. | |
% \subsection{International Actuarial Notation} | |
% The main pupose of the \actuarial{} package is to typeset International | |
% Actuarial Notation. Thus most of the macros in this package will be | |
% described here. | |
% | |
% The IAN macros are grouped into sections, which are adapted from appendix~4 | |
% of Bowers.\footnote{N.~L.~Bowers and others, \emph{Actuarial Mathematics}, | |
% 2nd.~ed (Society of Actuaries, 1997).} | |
% \subsubsection*{Section II: Lower Space to the Right} | |
% \DescribeMacro\certain\DescribeMacro\eventorder\DescribeMacro\eventgroup | |
% These macros affect the subscript symbols to the right of the main symbol. | |
% |\certain{|\meta{text}|}| implements the term certain (``angle'') symbol | |
% over \meta{text}. |\eventorder{|\meta{num}|}{|\meta{text}|}| places | |
% \meta{num} above the status \meta{text} to indicate the order of the status | |
% to fail. (There is currently no provision to place the numerals below the | |
% status, but that may happen in the future.) |\eventgroup{|\meta{text}|}| | |
% places a wide hat above \meta{text} to group joint statuses. This is | |
% currently not the correct implementation of the IAN. | |
% \subsubsection*{Sections III and VI: Spaces to the Left} | |
% \DescribeMacro\ian | |
% |\ian{|\meta{left}|}{|\meta{centre}|}{|\meta{right}|}| types the generic | |
% IAN symbol. Thus the probability of a life aged $x$ surviving $n$ years | |
% is typeset |\ian{_n}{p}{_x}|. | |
% \subsubsection*{Section IV: Top} | |
% \DescribeMacro\complete | |
% |\complete{|\meta{text}|}| places a circle over the symbol, to indicate | |
% completeness. | |
% \StopEventually{ | |
% \section{Bugs} | |
% \begin{itemize} | |
% \item Random variables not implemented | |
% \item Status groups not implemented correctly (wide hat) | |
% \item Vertical alignment of the sections III and VI not implemented correctly | |
% \item |eventorder| affects vertical alignment | |
% \end{itemize} | |
% } | |
% \section{Implementation} | |
% \begin{macrocode} | |
%<*driver> | |
\documentclass[a4paper]{ltxdoc} | |
\DisableCrossrefs | |
\RecordChanges | |
\setlength\hfuzz{15pt} | |
\hbadness=7000 | |
\begin{document} | |
\DocInput{actuarial.dtx} | |
\end{document} | |
%</driver> | |
\ProvidesPackage{actuarial}[2000/06/01 v0.4 Actuarial, | |
Financial, Statistical Notation] | |
\NeedsTeXFormat{LaTeX2e} | |
\RequirePackage[tbtags]{amsmath} | |
\newdimen\completeht | |
%% Statistical operators | |
\DeclareMathOperator{\Var}{Var} | |
\DeclareMathOperator{\Cov}{Cov} | |
%% Probability | |
%\def\random#1{\mathrel{\mathop{#1}\limits_{\char126}}} | |
%% NOT IMPLEMENTED YET | |
\def\random#1{#1} | |
%% Spreadsheet Documentation | |
\def\place#1{\ensuremath{\langle\text{#1}\rangle}} | |
%%International Actuarial Notation | |
%% Section II | |
\def\certain#1{% | |
\setbox0=\vbox{\ensuremath{#1\mathstrut\,}} | |
%\completeht=\ht0\advance\completeht-0.325ex% | |
\completeht=0.9\ht0% | |
\overline{\ensuremath{#1\mathstrut\,}}\kern-.04em\vrule height\completeht\kern.25em} | |
%\def\eventorder#1#2{\mathrel{\mathop{#2}\limits^{#1}}} | |
\def\eventorder#1#2{% | |
\setbox0=\vbox{\ensuremath{#2}% | |
\hbox to\ht0{}\ensuremath{\mathrel{\mathop{#2}\limits^{#1}}}% | |
} | |
\def\eventgroup#1{\widehat{#1}} | |
%% Sections III and VI | |
\def\ian#1#2#3{\kern0.25em{}#1#2#3} | |
%\def\ian#1#2#3{\@mathmeasure\z@\displaystyle{#2}% | |
%\global\setbox\@ne\vbox to\ht\z@{}\dp\@ne\dp\z@ | |
%\setbox\tw@\box\@ne | |
%\@mathmeasure4\displaystyle{\copy\tw@#1}% | |
%\@mathmeasure6\displaystyle{#2#3}% | |
%\dimen@-\wd6 \advance\dimen@\wd4 \advance\dimen@\wd\z@ | |
%\hbox to\dimen@{}\mathop{\kern-\dimen@\box4\box6}} | |
%% Section IV | |
\def\complete#1{\leavevmode\setbox0=\hbox{\ensuremath{#1}}\dimen0=\ht0% | |
\advance\dimen0 by-1ex \rlap{\raise-.67\dimen0\hbox to\wd0{\hss\char'27\hss}}% | |
\box0{}} | |
%% Fancy strutting | |
\def\vp#1{\vphantom{#1}} | |
%% Deprecated symbols | |
\def\dnd#1#2#3{\ian{_#1}{#2}{_#3}} | |
\def\und#1#2#3{\ian{^#1}{#2}{_#3}} | |
\let\circover=\complete | |
%% Set up hyphenation (if necessary) | |
\hyphenation{} | |
% \end{macrocode} | |
% \Finale |
%% | |
%% This file will generate fast loadable files and documentation | |
%% driver files from the doc files in this package when run through | |
%% LaTeX or TeX. | |
%% | |
%% | |
%% --------------- start of docstrip commands ------------------ | |
%% | |
\input docstrip.tex % ignored in distribution | |
\preamble | |
This is a generated file. | |
This library is free software; you can redistribute it and/or | |
modify it under the terms of the GNU Library General Public | |
License as published by the Free Software Foundation; either | |
version 2 of the License, or (at your option) any later version. | |
This library is distributed in the hope that it will be useful, | |
but WITHOUT ANY WARRANTY; without even the implied warranty of | |
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
Library General Public License for more details. | |
You should have received a copy of the GNU Library General Public | |
License along with this library; if not, write to the Free | |
Software Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA. | |
\endpreamble | |
\keepsilent | |
\usedir{tex/latex/actuarial} | |
\generateFile{actuarial.sty}{t}{\from{actuarial.dtx}{package}} | |
\Msg{***********************************************************} | |
\Msg{\space} | |
\Msg{To finish the installation you have to move the following} | |
\Msg{file into a directory searched by TeX:} | |
\Msg{\space} | |
\Msg{\space\space actuarial.sty} | |
\Msg{\space} | |
\Msg{To produce the documentation run `actuarial.dtx' through LaTeX.} | |
\Msg{\space} | |
\Msg{***********************************************************} | |
\endinput |
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