modeleon 0.1.2

Financial Model Engineering — Python code compiles to live Excel formulas

Modeleon

Write Python. Ship real Excel formulas.

Variable — a value.
MultiVariable — a concept, modeled as a set of Variables and sub-concepts.
Excel — one cell-traceable snapshot of a MultiVariable.

import modeleon as mo

forecast = mo.MultiVariable("Forecast")
forecast.pnl = mo.MultiVariable("P&L")
with forecast.pnl as pnl:
    pnl.revenue  = mo.Variable(1_000_000, unit="$")
    pnl.cogs_pct = mo.Variable(0.6, display_name="COGS %")
    pnl.cogs     = pnl.revenue * pnl.cogs_pct
    pnl.profit   = pnl.revenue - pnl.cogs

forecast.to_excel("forecast.xlsx")

The resulting forecast.xlsx:

	A	B
1	Revenue	1000000
2	COGS %	0.6
3	Cogs	=B1*B2
4	Profit	=B1-B3

B3 is =B1*B2 — a real Excel formula, not the baked value 600000.

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Install

pip install modeleon

Python 3.12+.

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Variable

A value or formula. Arithmetic tracks dependencies automatically.

revenue = mo.Variable(1_000_000)
cogs    = revenue * mo.Variable(0.6)
cogs.value         # 600_000.0
cogs.formula       # 'revenue * 0.6'
cogs.dependencies  # {'revenue'}

Scalar, list, or unit-bearing — all the same Variable.

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MultiVariable

A concept. Variables are its attributes; sub-MultiVariables are its inner concepts.

forecast = mo.MultiVariable("Forecast")
forecast.assumptions = mo.MultiVariable("Assumptions", tax_rate=mo.Variable(0.25))
forecast.pnl = mo.MultiVariable("P&L")
forecast.pnl.revenue = mo.Variable(1_000_000)
forecast.pnl.taxes   = forecast.pnl.revenue * forecast.assumptions.tax_rate
#                                              ↑ cross-MV reference, fully resolved

Reusable concepts subclass MultiVariableClass:

class Cohort(mo.MultiVariableClass):
    def compute(self, start, churn, price):
        self.users   = mo.recurrence(start, "{prev} * (1 - {c})", c=churn)
        self.revenue = self.users * price

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Excel as a snapshot

.to_excel() walks the MultiVariable tree and writes a workbook where every Variable is a cell, every formula is =A1*B2, every cross-sheet reference is =Sheet!Cell.

Standard library functions emit live formulas, not values:

mo.IRR(cf)       # =IRR(B2:F2, 0.1)
mo.NPV(0.1, cf)  # =NPV(0.1, B2:F2)
mo.IF(rev > 0, rev * 0.25, 0)   # =IF(B1>0, B1*0.25, 0)
mo.EOMONTH(start, 1)            # =EOMONTH(B1, 1)

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License

Apache 2.0. See LICENSE and NOTICE.

modeleon.ai · PyPI