[Numpy-discussion] add xirr to numpy financial functions?
Mon May 25 22:15:41 CDT 2009
<josef.pktd <at> gmail.com> writes:
> So, while python won't get any "industrial strength" finance package,
> a more modest "designer package" would be feasible, if there were any
> interest in it (which I haven't seen).
> The even more modest question is whether we would want to match open
> office in it's finance part.
> These are pretty different use cases from those use cases where you
> have quantlib all set up and running.
As you have hinted, the scope of what will/should be covered with numpy
financial functions needs to be defined better before putting more such
functions into numpy. If that scope turns out to be something comparable to
what excel or openoffice offers, that's fine, but I think a maturation period
outside the numpy core (in the form of a scikit or otherwise) would be still
be a good idea to avoid getting stuck with a poorly thought out API.
As for my personal feelings on how much financial functionality numpy/scipy
should offer... I would agree that QuantLib-like functionality is far beyond
what numpy can/should try to achieve. More basic functionality like OpenOffice
or Excel probably seems about right. Although maybe it is more appropriate for
scipy than numpy.
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