dqlib 0.1.0__tar.gz

dqlib-0.1.0/PKG-INFO

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+Metadata-Version: 2.1
+Name: dqlib
+Version: 0.1.0
+Home-page: 
+Author: zbz
+Requires-Python: >= 3.8.0

dqlib-0.1.0/README.md

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+该项目为引擎proto包，使用时请配置环境变量HOST和PORT,HOST默认为127.0.0.1,PORT默认为50052

dqlib-0.1.0/dqlib/__init__.py

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+#! /usr/bin/env python
+#coding=utf-8
+from .numerics import to_interp_method, to_extrap_method, to_gaussian_number_method, to_grid_type, to_wiener_process_build_method
+from .numerics import to_uniform_random_number_type
+
+from .datetime import to_broken_period_type, to_business_day_convention, to_date_roll_convention, to_date_gen_mode
+from .datetime import to_day_count_convention, to_frequency, to_period, to_rel_sched_gen_mode, to_sched_gen_method, to_stub_policy
+from .datetime import create_date, create_calendar, create_period
+from .datetime import year_frac_calculator,simple_year_frac_calculator
+from .datetime import TimeUnit
+
+from .market import to_time_series_mode, to_ccy_pair
+from .market import create_time_series
+
+from .analytics import to_compounding_type, to_pricing_model_name, to_pricing_method_name, to_ir_yield_curve_building_method
+from .analytics import to_threading_mode, to_risk_granularity, to_finite_difference_method, to_ir_yield_curve_type
+from .analytics import create_pde_settings, create_monte_carlo_settings, create_pricing_settings, create_model_free_pricing_settings
+from .analytics import create_ir_curve_risk_settings, create_credit_curve_risk_settings, create_theta_risk_settings
+from .analytics import create_ir_yield_curve, create_flat_ir_yield_curve, create_credit_curve, create_flat_credit_curve
+
+from .irmarket import to_interest_calculation_method, to_interest_rate_index_type, to_interest_rate_leg_type, to_ibor_index_type
+from .irmarket import to_interest_schedule_type, to_brokend_rate_calculation_method, to_interest_rate_calculation_method
+from .irmarket import create_ibor_index, create_leg_definition, create_fixed_leg_definition, create_floating_leg_definition
+from .irmarket import create_depo_template, create_fra_template, create_ir_vanilla_swap_template
+from .irmarket import create_leg_fixings, build_ir_vanilla_instrument, build_depo, build_fra
+
+from .iranalytics import create_ir_curve_build_settings, create_ir_par_rate_curve, ir_single_ccy_curve_builder
+from .iranalytics import create_ir_mkt_data_set, create_ir_risk_settings, ir_vanilla_instrument_pricer
+
+from .fimarket import to_vanilla_bond_type
+from .fimarket import create_vanilla_bond_template, create_zero_cpn_bond_template, create_fixed_cpn_bond_template
+from .fimarket import create_std_bond_template, create_std_zero_cpn_bond_template, create_std_fixed_cpn_bond_template
+from .fimarket import build_vanilla_bond, build_zero_cpn_bond, build_fixed_cpn_bond
+
+from .fianalytics import create_bond_curve_build_settings, create_bond_par_curve, build_bond_yield_curve, build_bond_sprd_curve
+from .fianalytics import create_fi_mkt_data_set, create_fi_risk_settings, vanilla_bond_pricer, to_bond_quote_type