[Numpy-discussion] Simple financial functions for NumPy
Travis E. Oliphant
Fri Apr 4 08:49:56 CDT 2008
Last night I put together some simple financial functions based on the
basic ones available in Excel (and on a financial calculator). It seems
to me that NumPy ought to have these basic functions.
There may be some disagreement about what to call them and what the
interface should be. I've stuck with the Excel standard names and
functionality because most of the people that will use these in the
future, I expect will have seen them from Excel and it minimizes the
impedance mismatch to have them be similarly named. The interface is
also similar to the IMSL libraries.
However, if clearly better interfaces can be discovered, then we could
change it. For now, the functions are not imported into the numpy
namespace but live in
I could see a future scipy module containing much, much more.
Comments and improvement suggestions welcome. We are a week away from
release of NumPy 1.0.5, and hopefully we can agree before then.
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