kupala-val 0.1.0

Portfolio valuation, cashflow analysis, and risk assessment.

Kupala Val

Kupala Val is a Python package that serves as an API wrapper around Kupala-Nich.com. It provides easy-to-use interfaces for obtaining valuations, cashflows, and bucketed DV01 (dollar value of a basis point) for portfolios of both listed and derivative financial products.

Features

• Portfolio valuation for listed and derivative products
• Cashflow analysis and projections
• Bucketed DV01 sensitivity analysis
• Support for both CSV files and pandas DataFrames
• Simple API with comprehensive documentation

Installation

pip install kupala_val

Getting Started

Prerequisites

To use this library, you need:

1. A free account on Kupala-Nich.com
2. An API key (available in the settings menu in the top right corner after login)

Setting up your API key

import kupala_val

# Set your API key
kupala_val.set_api_key("your_api_key_here")

Usage Examples

Working with CSV files

import kupala_val

# Load portfolio from CSV and get valuation
valuation = kupala_val.get_valuation(csv_path="path/to/portfolio.csv")

# Get cashflows
cashflows = kupala_val.get_cashflows(csv_path="path/to/portfolio.csv")

# Get bucketed DV01
dv01 = kupala_val.get_bucketed_dv01(csv_path="path/to/portfolio.csv")

Working with pandas DataFrames

import pandas as pd
import kupala_val

# Load your portfolio data into a DataFrame
df = pd.read_csv("path/to/portfolio.csv")

# Get valuation
valuation = kupala_val.get_valuation(dataframe=df)

# Get cashflows
cashflows = kupala_val.get_cashflows(dataframe=df)

# Get bucketed DV01
dv01 = kupala_val.get_bucketed_dv01(dataframe=df)

Sample Data

The package includes sample portfolio data to help you get started:

# Get sample data as a DataFrame
sample_df = kupala_val.get_sample(format="df")

# Save sample data as a CSV file
sample_csv_path = kupala_val.get_sample(format="csv")

API Documentation

For detailed API documentation, please visit Kupala-Nich.com/docs or refer to the docstrings in the code.

License

This project is licensed under the MIT License - see the LICENSE file for details.