A Python library for financial calculations and formulas of TVM, and asset valuation.
Project description
pynance
pynance is a Python library that provides a collection of financial formulas and calculations for quants, traders, analysts, and students. It offers functions for time value of money, bond pricing, stock valuation, option pricing, risk metrics, and more.
Features
- Time Value of Money (TVM) Functions: Present Value, Future Value, Net Present Value (NPV), Internal Rate of Return (IRR).
- Bond Pricing and Yield Calculations: Bond Price, Yield to Maturity (YTM).
- Stock Valuation: Dividend Discount Model (DDM).
- Option Pricing: Black-Scholes Model for option pricing.
- Risk and Performance Metrics: Sharpe Ratio, Value at Risk (VaR).
Installation
You can install pynance via pip:
pip install pynance
Functions Available
-
Time Value of Money:
present_value(future_value, rate, periods)
future_value(present_value, rate, periods)
npv(rate, cash_flows)
internal_rate_of_return(cash_flows)
-
Bond Pricing and Yield Calculations:
bond_price(face_value, coupon_rate, periods, discount_rate)
yield_to_maturity(face_value, coupon_rate, periods, price)
-
Stock Valuation:
dividend_discount_model(dividend, growth_rate, discount_rate)
-
Option Pricing:
black_scholes_call(S, K, T, r, sigma)
-
Risk and Performance Metrics:
sharpe_ratio(returns, risk_free_rate)
value_at_risk(returns, confidence_level)
Contributing
Contributions are welcome! Please fork the repository and submit a pull request. For major changes, please open an issue first to discuss what you would like to change.
Fork the repository.
- Create a new branch (git checkout -b feature-branch).
- Make your changes.
- Commit your changes (git commit -am 'Add new feature').
- Push to the branch (git push origin feature-branch).
- Create a new Pull Request.
License
This project is licensed under the MIT License - see the LICENSE file for details.
Contact
For any questions or issues, please contact reddygari.rithvik@gmail.com
Acknowledgments
This library was inspired by my interest in finance and my coursework! Thanks to all who help in maintaining and adding new features!
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