Helpers
financepy.utils.helpers
Functions
beta_vector_to_corr_matrix
beta_vector_to_corr_matrix(betas)
Convert a one-factor vector of factor weights to a square correlation
matrix.
check_argument_types
check_argument_types(func, values)
Check function arguments against their type annotations.
Parameters
----------
func : callable
Function whose annotations are used for type checking.
values : dict
Mapping of argument names to supplied values, typically locals().
Raises
------
FinError
If an argument does not match its annotated type.
check_dt
check_dt(d: financepy.utils.date.Date)
Check that input d is a Date.
check_vector_differences
check_vector_differences(x: numpy.ndarray, y: numpy.ndarray, tol: float = 1e-06)
Compare two vectors elementwise to see if they are more different than
tolerance.
dump
dump(obj)
Get a list of all of the attributes of a class (not built in ones)
format_table
format_table(header, rows)
Format a table without PrettyTable.
Left-align text, right-align numbers.
grid_index
grid_index(t, grid_times)
No description available.
input_time
input_time(dt: financepy.utils.date.Date, curve)
Validates a time input in relation to a curve. If it is a float then
it returns a float as long as it is positive. If it is a Date then it
converts it to a float. If it is a Numpy array then it returns the array
as long as it is all positive.
label_to_string
label_to_string(label: str, value: float | str, separator: str = '\n', list_format: bool = False)
Format label/value pairs for a unified formatting.
option_years
option_years(value_dt: financepy.utils.date.Date, expiry_dt: financepy.utils.date.Date, floor=1e-10, fail=True)
No description available.
print_tree
print_tree(array: numpy.ndarray, depth: int = None)
Function that prints a binomial or trinonial tree to screen for the
purpose of debugging.
pv01_times
pv01_times(t: float, f: float)
Calculate a bond style pv01 by calculating remaining coupon times for a
bond with t years to maturity and a coupon frequency of f. The order of the
list is reverse time order - it starts with the last coupon date and ends
with the first coupon date.
table_to_string
table_to_string(header: str, value_table, float_precision='10.7f')
Format a 2D array into a table-like string.
times_from_dates
times_from_dates(value_dt: financepy.utils.date.Date, dt: financepy.utils.date.Date | list, curve_dc_type: financepy.utils.day_count.DayCountTypes = <DayCountTypes.ACT_365F: 7>)
Return year fractions from value_dt to dt.
If dt is a single Date, return a float.
If dt is a list of Dates, return a numpy array of floats.
to_usable_type
to_usable_type(t)
Convert a type such that it can be used with `isinstance`
Generated automatically from the FinancePy source code.
Do not edit this file manually.