mapping provides functionality for mapping to and from generic exposures and tradeable instruments for financial assets.
An example of this might be on 2016-12-01 we would have CL1 -> CLZ16, i.e. the first generic for Crude oil on the above date corresponds to trading the December 2016 contract.
The main features of mapping include:
creating continuous return series for Futures instruments
creating time series of percentage allocations to tradeable contracts
creating instrument trade lists
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Release files for mapping 0.1.6
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| mapping-0.1.6.tar.gz | 93.8 kB | Details |
Release files / mapping-0.1.6.tar.gz
| Download URL | mapping-0.1.6.tar.gz |
|---|---|
| Size | 93.8 kB |
| Tags | Source |
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