qfinbox 0.1.0

A Python library for quantitative finance, offering tools for risk management, portfolio optimization, and financial modeling

qfinbox

qfinbox is a comprehensive Python library for quantitative finance, offering professional-grade tools for risk management, portfolio optimization, and financial modeling. It enables easy simulation of market scenarios and investment strategy optimization, enhancing financial analysis and decision-making.

✨ Features

🧮 Time Value of Money (TVM)

• Basic TVM: Future/present value calculations with various compounding methods
• Annuities: Ordinary and due annuities (PV/FV calculations)
• Bond Valuation: Pricing, yield-to-maturity, duration, and convexity
• Loan Analysis: Payment calculations, amortization schedules, and balance tracking
• Cash Flow Analysis: NPV, IRR, payback periods, and profitability index

🛡️ Core Utilities

• Input Validation: Robust parameter validation for financial calculations
• Exception Handling: Custom exception hierarchy for clear error reporting
• Data Conversion: Seamless integration with NumPy arrays and Pandas DataFrames
• Type Safety: Full type hints throughout the codebase

🚀 Installation

pip install qfinbox

For development dependencies:

pip install qfinbox[dev]

For advanced features:

pip install qfinbox[advanced]

📋 Requirements

• Python 3.8+
• NumPy >= 1.21.0
• Pandas >= 1.3.0
• SciPy >= 1.7.0

🎯 Quick Start

import qfinbox as qf

# Basic TVM calculations
fv = qf.tvm.future_value(1000, 0.05, 10)  # $1,628.89
pv = qf.tvm.present_value(fv, 0.05, 10)   # $1,000.00

# Annuity calculations
annuity_pv = qf.tvm.ordinary_annuity_pv(1000, 0.05, 10)  # $7,721.73
annuity_fv = qf.tvm.ordinary_annuity_fv(1000, 0.05, 10)  # $12,577.89

# Bond valuation
bond_price = qf.tvm.bond_price(1000, 0.06, 10, 0.08)  # $864.10
duration = qf.tvm.bond_duration(1000, 0.06, 10, 0.08)  # 7.45 years

# Loan calculations
monthly_payment = qf.tvm.loan_payment(300000, 0.05, 30, 12)  # $1,610.46
schedule = qf.tvm.amortization_schedule(100000, 0.06, 15, 12)

# Cash flow analysis
cash_flows = [-100000, 30000, 40000, 50000]
npv = qf.tvm.net_present_value(cash_flows, 0.10)  # $-2,103.68
payback = qf.tvm.payback_period(cash_flows)        # 3.6 years

# Input validation and error handling
try:
    weights = qf.validate_weights([0.4, 0.3, 0.3])  # ✓ Valid
    invalid = qf.validate_weights([0.5, 0.3, 0.3])  # ✗ Raises ValidationError
except qf.ValidationError as e:
    print(f"Error: {e}")

📖 Documentation

Full documentation is available at https://qfinbox.readthedocs.io

🤝 Contributing

Contributions are welcome! Please feel free to submit a Pull Request. For major changes, please open an issue first to discuss what you would like to change.

📄 License

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

🏦 Use Cases

• Investment Analysis: Calculate returns, risk metrics, and portfolio optimization
• Loan Analysis: Mortgage calculations, amortization schedules, and payment planning
• Bond Valuation: Price bonds, calculate yields, duration, and convexity
• Project Finance: NPV analysis, IRR calculations, and investment decision-making
• Risk Management: Portfolio risk assessment and scenario analysis
• Financial Planning: Retirement planning, education funding, and goal-based investing

🔗 Links

• Homepage: https://github.com/prashant-fintech/qfinbox
• Documentation: https://qfinbox.readthedocs.io
• PyPI: https://pypi.org/project/qfinbox/
• Issues: https://github.com/prashant-fintech/qfinbox/issues