My Python skills are pretty limited, so it's likely I am missing what's obvious, but I don't understand what the purpose of this library is. "Modeling financial instruments" is vague; is it for backtesting? Calculating option pay-offs? Tracking portfolio P&L? Risk management? Is there an example of what you would use it for?
I can see the Portfolio class, but it somewhat confusingly uses "Trades" to describe more complex positions (I had assumed a Trade was selling or buying an instrument), and the instruments included are fairly limited. I don't see any bonds, currencies, interest rates, swaps, and others but it looks like an early work in progress, so that's fine. Is it meant to be a generic toolkit to cover the vast majority of financial instruments? I don't understand how characteristics of the instruments are calculated/updated or aggregated into Portfolios.
Some sample code/projects would help me immensely in understanding! (Again, I blame my lack of Python skills).
I can see the Portfolio class, but it somewhat confusingly uses "Trades" to describe more complex positions (I had assumed a Trade was selling or buying an instrument), and the instruments included are fairly limited. I don't see any bonds, currencies, interest rates, swaps, and others but it looks like an early work in progress, so that's fine. Is it meant to be a generic toolkit to cover the vast majority of financial instruments? I don't understand how characteristics of the instruments are calculated/updated or aggregated into Portfolios.
Some sample code/projects would help me immensely in understanding! (Again, I blame my lack of Python skills).
My apologies for the basic questions!