forgive me for jumping in on this thread and playing devil's advocate here, but I am a natural pessimist so please bear with me :) ...
I think as this discussion has already demonstrated, it is *extremely* difficult to build a solid general purpose API for financial functions (even seemingly simple ones like an IRR calculation) because of the endless amount of possible permutations and interpretations. I think it would be a big mistake to add more financial functions to numpy directly without having them mature independently in a separate (scikits) package first. It is virtually guaranteed that you won't get the API right on the first try and adding the functions to numpy locks you into an API commitment because numpy is supposed to be a stable package with certain guarantees for backwards compatibility. And as for a more fully featured finance/quant module in Python... someone has already mentioned the C++ library, QuantLib - which I use extensively at work - and I think any serious effort to improve Python's capabilities in this area would be best spent on building a good Python/numpy interface to QuantLib rather than reimplementing its very substantial functionality (which is probably an impossible task realistically). - Matt _______________________________________________ Numpy-discussion mailing list Numpy-discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
