[Numpy-discussion] Simple financial functions for NumPy

Travis E. Oliphant oliphant at enthought.com
Fri Apr 4 09:49:56 EDT 2008


Hi all,

Last night I put together some simple financial functions based on the 
basic ones available in Excel (and on a financial calculator).  It seems 
to me that NumPy ought to have these basic functions.

There may be some disagreement about what to call them and what the 
interface should be.  I've stuck with the Excel standard names and 
functionality because most of the people that will use these in the 
future, I expect will have seen them from Excel and it minimizes the 
impedance mismatch to have them be similarly named.   The interface is 
also similar to the IMSL libraries. 

However, if clearly better interfaces can be discovered, then we could 
change it.   For now, the functions are not imported into the numpy 
namespace but live in

numpy.lib.financial

I could see a future scipy module containing much, much more.

Comments and improvement suggestions welcome.   We are a week away from 
release of NumPy 1.0.5, and hopefully we can agree before then. 

Best regards,


-Travis O.




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