Module `quantfin`

A python module for performing various quantitative finance calculations. Very much work in progress.

Source code

"""
A python module for performing various quantitative finance calculations. Very
much work in progress.
"""

from . import bonds
from . import pca
from . import swaps
from . import random
from . import volatility
from . import stats
from . import utils

Sub-modules

quantfin.bonds: Methods relating to analysis of financial bonds.
quantfin.pca: Principal component analysis.
quantfin.random: Methods for generating random data for use in Monte Carlo simulations.
quantfin.stats: Algorithms for data analysis.
quantfin.swaps: Methods for calculating quantities associaled with inetrest-rate swaps.
quantfin.utils: Various utility functions.
quantfin.volatility: Tools for calculating volatilty using various different models.