Metadata-Version: 1.1
Name: derpy
Version: 0.1.0
Summary: Financial derivatives and portfolio analysis tools for python
Home-page: https://github.com/rjdscott/derpy
Author: Rob Scott
Author-email: rob@rjdscott.com
License: MIT license
Description: =====
        derpy
        =====
        
        .. image:: https://img.shields.io/pypi/v/derpy.svg
                :target: https://pypi.python.org/pypi/derpy
        
        .. image:: https://img.shields.io/travis/rjdscott/derpy.svg
                :target: https://travis-ci.org/rjdscott/derpy
        
        .. image:: https://readthedocs.org/projects/derpy/badge/?version=latest
                :target: https://derpy.readthedocs.io/en/latest/?badge=latest
                :alt: Documentation Status
        
        
        
        
        Financial derivatives and portfolio analysis tools for python
        
        * Free software: MIT license
        * Documentation: https://derpy.readthedocs.io.
        
        
        How to get up and running
        ***************************
        to include the module in your project, you can simply use `pip install derpy` then in your python project
        
        .. code-block:: python
        
                import derpy
                print(derpy.__version__) # returns '0.0.1'
        
        Example uses
        ************
        
        Bonds
        ==========
        
        .. code-block:: python
        
                from derpy import bond as bd
        
                px = 95.0428
                face_val = 100.0
                mat = 1.5
                cpn_frq = 2
                cpn_rate = 5.25
                ytm = 5.5
        
                print('    Price: {}'.format(bd.bond_price(face_val, mat, ytm, cpn_rate, cpn_frq)))
                print('    Yield: {}'.format(bd.bond_ytm(px, face_val, mat, cpn_rate, cpn_frq)))
                print('   ModDur: {}'.format(bd.bond_duration(px, face_val, mat, cpn_rate, cpn_frq)[0]))
                print('   MacDur: {}'.format(bd.bond_duration(px, face_val, mat, cpn_rate, cpn_frq)[1]))
                print('Convexity: {}'.format(bd.bond_convexity(px, face_val, mat, cpn_rate, cpn_frq)))
        
        Options
        ============
        
        .. code-block:: python
        
                from derpy.options import black_scholes_merton as bsm
        
                # usage method 1: use function wrapper
                input = ['call', 20, 21, 0.20, 0.1, 0.0002, 0]
                call_price = bsm.option_pricing(bsm.euro_option, input)
                call_gamma = bsm.option_pricing(bsm.gamma, input)
        
                # usage method 2: call individual functions
                put_price = bsm.euro_option('put', 20, 21, 0.2, 0.1, 0.0002) # div_yield is optional
                put_gamma = bsm.gamma('put', 20, 21, 0.2, 0.1, 0.0002, 0.0001)
        
                print(call_price)  # return 0.16384395..
                print(call_gamma)  # return 0.23993880..
                print(put_price)  # return 1.16342..
                print(put_gamma)  # return 0.2399107..
        
        Portfolio analysis
        =====================
        
        .. code-block:: python
        
                from derpy import portfolio as pt
        
                securities = ['AAA', 'BBB']
                positions = [[11, 10], [12, 10], [13, 10], [13, 11], [13, 12]]
                prices = [[10, 10], [11, 10], [12, 10], [12, 10], [12, 10]]
                dates = ['2018-07-01', '2018-08-01', '2018-09-01', '2018-10-01', '2018-11-01']
        
                df_positions = pd.DataFrame(data=positions, columns=securities, index=dates)
                df_prices = pd.DataFrame(data=prices, columns=securities, index=dates)
        
                p = pt.Portfolio(names=securities, positions=df_positions, prices=df_prices)
        
                print(p.sec_values())
                print(p.sec_weights())
                print(p.portfolio_value())
                print(p.portfolio_returns())
        
        
        =======
        History
        =======
        
        0.1.0 (2018-09-19)
        ------------------
        
        
        * Released option pricing
        * Released portfolio analysis
        * Added testing for Options and Portfolios
        
        
Keywords: derpy asset stock exchange securities market finance investment money currency cost framework
Platform: UNKNOWN
Classifier: Development Status :: 2 - Pre-Alpha
Classifier: Intended Audience :: Developers
Classifier: License :: OSI Approved :: MIT License
Classifier: Natural Language :: English
Classifier: Programming Language :: Python :: 2
Classifier: Programming Language :: Python :: 2.7
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.4
Classifier: Programming Language :: Python :: 3.5
Classifier: Programming Language :: Python :: 3.6
