Index

A

accumulated_dateflow() (finance.DateFlow method) add_days() (finance.BankDate method) add_months() (finance.BankDate method)

add_years() (finance.BankDate method) adjust_to_bankingday() (finance.BankDate method) append() (decimalpy.Vector method)

B

BankDate (class in finance) BaseRoot (class in SimpleTk)

build_menu_from_dict() (in module SimpleTk)

C

calculationTree (class in calculationtree) calculationtree (module) clear() (decimalpy.PolyExponents method) (decimalpy.Polynomial method) (decimalpy.SortedKeysDecimalValuedDict method) continous discounting convexity risk measure, [1] convexity risk measure continous discounting, [1] risk measure, Macauley, [1] risk measure, modified, [1] copy() (decimalpy.PolyExponents method) (decimalpy.Polynomial method) (decimalpy.SortedKeysDecimalValuedDict method)

count (finance.TimePeriod attribute) count() (decimalpy.Vector method) CummutativeAddition (class in mathematical_meta_code) CummutativeMultiplication (class in mathematical_meta_code) Curvature() (finance.yieldcurves.NelsonSiegel method)

D

DateFlow (class in finance) dateflow_generator() (in module finance) daterange() (in module finance) daterange_iter() (in module finance)

DateToTime (class in finance) decimalpy (module) duration Reddington immunity, [1] portfolio, [1] risk measure, Macauley, [1] risk measure, modified, [1] risk measure; continous discounting, Macauley, [1] risk measure; continous discounting, modified, [1]

E

exp() (in module decimalpy)

extend() (decimalpy.Vector method)

F

finance (module) finance.yieldcurves (module) FinancialCubicSpline (class in decimalpy) (class in finance.yieldcurves) find_nearest_bankdate() (finance.DateFlow method)

find_next_banking_day() (finance.BankDate method) first_day_in_month() (finance.BankDate method) fromkeys() (decimalpy.PolyExponents static method) (decimalpy.Polynomial static method) (decimalpy.SortedKeysDecimalValuedDict static method)

G

get() (decimalpy.PolyExponents method) (decimalpy.Polynomial method) (decimalpy.SortedKeysDecimalValuedDict method)

get_valuation_date() (finance.DateToTime method)

H

has_key() (decimalpy.PolyExponents method) (decimalpy.Polynomial method) (decimalpy.SortedKeysDecimalValuedDict method)

I

immunity duration Reddington, [1] index() (decimalpy.Vector method)

insert() (decimalpy.Vector method) is_ultimo() (finance.BankDate method)

L

LabelledCheckButton (class in SimpleTk) LabelledEntry (class in SimpleTk) LabelledList (class in SimpleTk) Level() (finance.yieldcurves.NelsonSiegel method)

LinearSpline (class in decimalpy) (class in finance.yieldcurves) linspace_iter() (in module decimalpy) ln() (in module decimalpy)

M

Macauley convexity risk measure, [1] duration risk measure, [1] duration risk measure; continous discounting, [1] mathematical_meta_code (module)

modified convexity risk measure, [1] duration risk measure, [1] duration risk measure; continous discounting, [1]

N

NaturalCubicSpline (class in decimalpy) (class in finance.yieldcurves) nbr_of_days() (finance.BankDate method) nbr_of_months() (finance.BankDate method) nbr_of_years() (finance.BankDate method) NelsonSiegel (class in finance.yieldcurves) next_imm_date() (finance.BankDate method)

npv_d1() (finance.TimeFlow method) npv_d2() (finance.TimeFlow method) npv_spread() (finance.TimeFlow method) npv_value() (finance.TimeFlow method) NumericalFirstOrder (class in decimalpy) NumericalSecondOrder (class in decimalpy)

P

period_count() (in module finance) PiecewiseConstant (class in decimalpy) (class in finance.yieldcurves) PolyExponents (class in decimalpy) Polynomial (class in decimalpy) pop() (decimalpy.PolyExponents method) (decimalpy.Polynomial method) (decimalpy.SortedKeysDecimalValuedDict method) (decimalpy.Vector method)

popitem() (decimalpy.PolyExponents method) (decimalpy.Polynomial method) (decimalpy.SortedKeysDecimalValuedDict method) portfolio duration, [1] Power (class in mathematical_meta_code) PV01 risk measure, [1] PVBP risk measure, [1]

R

Reddington immunity, duration, [1] remove() (decimalpy.Vector method) reverse() (decimalpy.Vector method)

risk measure Macauley convexity, [1] Macauley duration, [1] PV01, [1] PVBP, [1] continous discounting, convexity, [1] modified convexity, [1] modified duration, [1] risk measure; continous discounting Macauley duration, [1] modified duration, [1] round_decimal() (in module decimalpy)

S

set_daycount_method() (finance.DateToTime method) set_valuation_date() (finance.DateToTime method) setdefault() (decimalpy.PolyExponents method) (decimalpy.Polynomial method) (decimalpy.SortedKeysDecimalValuedDict method) SimpleDialogTk (class in SimpleTk) SimpleTk (module)

Slope() (finance.yieldcurves.NelsonSiegel method) Solver (class in decimalpy) sort() (decimalpy.Vector method) SortedKeysDecimalValuedDict (class in decimalpy)

T

TimeFlow (class in finance) TimePeriod (class in finance)

to_decimal() (in module decimalpy)

U

ultimo() (finance.BankDate static method) unit (finance.TimePeriod attribute)

update() (decimalpy.PolyExponents method) (decimalpy.Polynomial method) (decimalpy.SortedKeysDecimalValuedDict method)

V

valuation_date (finance.DateToTime attribute) Vector (class in decimalpy) vector_function() (in module decimalpy)

viewitems() (decimalpy.PolyExponents method) (decimalpy.Polynomial method) (decimalpy.SortedKeysDecimalValuedDict method) viewkeys() (decimalpy.PolyExponents method) (decimalpy.Polynomial method) (decimalpy.SortedKeysDecimalValuedDict method) viewvalues() (decimalpy.PolyExponents method) (decimalpy.Polynomial method) (decimalpy.SortedKeysDecimalValuedDict method)

W

weekday() (finance.BankDate method)