On May 25, 2009, at 9:15 PM, Matt Knox wrote:
<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.
+1 for a maturation period outside the numpy core.
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.
+1 for something outside numpy. Even OpenOffice or Excel financial capability might, perhaps, go into scipy, but why not have it optional? -r