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: 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: numpy.ndarray,
)

No description available.

input_time


input_time(
    dt: 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: Date,
    expiry_dt: Date,
    floor = None,
    fail = True,
)

Return scalar or vector expiry times with an optional explicit floor.

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: Date,
    dt: Date | list,
    curve_dc_type: 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`

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