FinancePy

FinancePy API Reference

Check Values

financepy.utils.check_values

Functions

check_corr_matrix

check_corr_matrix(corr_matrix, num_assets, tol=1e-12, positive_definite=False)
Check that an array is a valid correlation matrix.

check_curve_dt

check_curve_dt(anchor_dt, *curves)
Check that curves are valid for the requested valuation date.

check_shapes

check_shapes(*args)
Allow scalars and equal-length vectors.

check_stock_price

check_stock_price(stock_price)

No description available.

check_strike_price

check_strike_price(strike_price)

No description available.

check_t_exp

check_t_exp(value_dt: financepy.utils.date.Date, expiry_dt)
Calculate time to expiry in years.

check_volatility

check_volatility(volatility)

No description available.

Generated automatically from the FinancePy source code. Do not edit this file manually.