FinancePy

FinancePy API Reference

check values

financepy.utils.check_values

Functions

check_corr_matrix

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

check_currency

check_currency( ccy_name: str, ) -> None
Check that a currency code is supported.

check_currency_pair

check_currency_pair( currency_pair: str, ) -> None
Check that an FX currency pair contains two valid currencies.

check_curve_dt

check_curve_dt( value_dt: Date, *curves, )
Check that all curves share a valid anchor date.

check_num_paths

check_num_paths( num_paths: int, )

No description available.

check_shapes

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

check_stock_price

check_stock_price( stock_price: float, )

No description available.

check_strike_price

check_strike_price( strike_price: float, )

No description available.

check_volatility

check_volatility( volatility: float, )

No description available.

check_yield

check_yield( ytm, )

No description available.

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