On Mon, May 25, 2009 at 6:36 PM, Pierre GM <pgmdevlist@gmail.com> wrote:
Sorry to jump in a conversation I haven't followed too deep in details, but I'm sure you're all aware of the scikits.timeseries package by now. This should at least help you manage the dates operations in a straightforward manner. I think that could be a nice extension to the package: after all, half of the core developers is a financial analyst...
The problem is, if the functions are enhanced in the current numpy, then scikits.timeseries is not (yet) available. I agree that for any more extended finance package, the handling of "time"series (in calender time) should make use of scikits.timeseries (and possibly the new datetime array type.) Pierre, your not already hiding by chance any finance code in your timeseries scikit? :) Josef BTW: here are the formulas for the NotImplementedError http://wiki.services.openoffice.org/wiki/Documentation/How_Tos/Calc:_Derivat...