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uzhbf/financial-calculator

By uzhbf

•Updated almost 6 years ago

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uzhbf/financial-calculator repository overview

⁠financial-calculator

⁠Preparations

  • Install all dependencies (e.g., Pandas) using pip install -r requirements.txt

⁠Development

If a visualization should explain the outcomes of a single computation (e.g., for simple black-scholes):

  • Define an input class for the functionality (i.e., what parameters/inputs will be coming from the frontend)
  • Create a method that takes in all parameters needed to compute a solution (can be a combination of user inputs and other parameters)

Additionally, if the visualization should display the change of a computation across an entire exemplary time-series (e.g., the change of a price based on a changing underlying):

  • Optional: Place any example data files in data/ (a simple CSV with one column works best, but it is also possible to add multi-column data files) and import the data using pd.read_csv
  • Create functionality that applies the "single-datapoint computation" across the entire series, combining the series with fixed inputs (e.g., varying strike price but otherwise fixed black-scholes parameters)
  • Return the resulting series as a result. The frontend can then take all values of the result series and display them on (potentially) different axes.

Tag summary

Content type

Image

Digest

Size

469 MB

Last updated

almost 6 years ago

docker pull uzhbf/financial-calculator