diff -r d58954a96ec1 -r 077e63e96287 templates/drumb.scala
--- a/templates/drumb.scala	Wed Nov 08 16:08:16 2017 +0000
+++ b/templates/drumb.scala	Wed Nov 08 20:27:56 2017 +0000
@@ -1,4 +1,4 @@
-// Advanvced Part 3 about a really dumb investment strategy
+// Advanced Part 3 about a really dumb investment strategy
 //==========================================================
 
 object CW6c {
@@ -11,68 +11,66 @@
                             "DLR", "EQIX", "EQR", "ESS", "EXR", "FRT", "GGP", "HCP") 
 
 
-// (1.a) The function below takes a stock symbol and a year as argument.
-//       It should read the corresponding CSV-file and read the january 
-//       data from that year. The data should be collected in a list of
-//       strings for each line in the CSV file.
+// (1.a) The function below takes a stock symbol and a year as arguments.
+//       It should read the corresponding CSV-file and read the January 
+//       data from the given year. The data should be collected in a list of
+//       strings for each line in the CSV-file.
+
+import io.Source
+import scala.util._
 
 //def get_january_data(symbol: String, year: Int) : List[String] = ...
 
-//
-//    http://ichart.yahoo.com/table.csv?s=<<symbol>>&a=0&b=1&c=<<year>>&d=1&e=1&f=<<year>> 
-// 
-// and extracting the first January Adjusted Close price in a year.
-// 
+
 // (1.b) From the output of the get_january_data function, the next function 
 //       should extract the first line (if it exists) and the corresponding
 //       first trading price in that year as Option[Double]. If no line is 
-//       given 
-//
+//       generated by get_january_data then the result is None
+
 
 //def get_first_price(symbol: String, year: Int) : Option[Double] = ...
 
 
-// Complete the function below that obtains all first prices
-// for the stock symbols from a portfolio for the given
-// range of years
+// (1.c) Complete the function below that obtains all first prices
+//       for the stock symbols from a portfolio (list of strings) and 
+//       for the given range of years. The inner lists are for the
+//       stock symbols and the outer list for the years.
 
-//def get_prices(portfolio: List[String], years: Range): List[List[Option[Double]]] = ...
 
-// test case
-//val p = get_prices(List("GOOG", "AAPL"), 2010 to 2012)
+//def get_prices(portfolio: List[String], years: Range) : List[List[Option[Double]]] = ...
+
 
 
 // (2) The first function below calculates the change factor (delta) between
-// a price in year n and a price in year n+1. The second function calculates
-// all change factors for all prices (from a portfolio).
-
-//def get_delta(price_old: Option[Double], price_new: Option[Double]): Option[Double] = ...
+//     a price in year n and a price in year n + 1. The second function calculates
+//     all change factors for all prices (from a portfolio). The input to this
+//     function are the nested lists created by get_prices above.
 
-//def get_deltas(data: List[List[Option[Double]]]):  List[List[Option[Double]]] = ...
+//def get_delta(price_old: Option[Double], price_new: Option[Double]) : Option[Double] = ...
 
-// test case using the prices calculated above
-//val d = get_deltas(p)
+//def get_deltas(data: List[List[Option[Double]]]) :  List[List[Option[Double]]] = ...
+
 
 
 // (3) Write a function that given change factors, a starting balance and a year
-// calculates the yearly yield, i.e. new balanace, according to our dump investment 
-// strategy. Another function calculates given the same data calculates the
-// compound yield up to a given year. Finally a function combines all 
-// calculations by taking a portfolio, a range of years and a start balance
-// as arguments.
+//     calculates the yearly yield, i.e. new balance, according to our dump investment 
+//     strategy. Another function calculates given the same data calculates the
+//     compound yield up to a given year. Finally a function combines all 
+//     calculations by taking a portfolio, a range of years and a start balance
+//     as arguments.
+
 
-//def yearly_yield(data: List[List[Option[Double]]], balance: Long, year: Int): Long = ... 
+//def yearly_yield(data: List[List[Option[Double]]], balance: Long, year: Int) : Long = ... 
+
+//def compound_yield(data: List[List[Option[Double]]], balance: Long, year: Int) : Long = ... 
 
-//test case
-//yearly_yield(d, 100, 0)
+//def investment(portfolio: List[String], years: Range, start_balance: Long) : Long = ...
 
-//def compound_yield(data: List[List[Option[Double]]], balance: Long, year: Int): Long = ... 
 
-//def investment(portfolio: List[String], years: Range, start_balance: Long): Long = ...
 
 //test cases for the two portfolios given above
 
-//investment(rstate_portfolio, 1978 to 2016, 100)
-//investment(blchip_portfolio, 1978 to 2016, 100)
+//investment(rstate_portfolio, 1978 to 2017, 100)
+//investment(blchip_portfolio, 1978 to 2017, 100)
 
 }