"Tonino" <[EMAIL PROTECTED]> wrote in message news:[EMAIL PROTECTED] > Hi, > > I have a task of evaluating a complex series (sorta) of mathematical > expressions and getting an answer ... > > I have looked at the numarray (not really suited??) and pythonica (too > simple??) and even tried using eval() ... but wondered if there were > other packages/modules that would enable me to to this a bit easier... > > The formula/equations are for investment calculations (Swap Yields). > Is there a module/method that anyone can suggest ?? > > Many thanks > Tonino > Is it a financial analysis library you are looking for, or an expression parser?
You will find a basic expression parser included in the examples with the pyparsing. This parser can be easily extended to add built-in functions, additional operators, etc. (You can download pyparsing at http://pyparsing.sourceforge.net.) What does one of these complex mathematical functions look like, anyway? And I wouldn't necessarily agree with beliavsky's assertion that numarray arrays are needed to represent payment dates and amounts, unless you were going to implement a major banking financial system in Python. You can easily implement payment schedules using lists, or even generators. Here's a simple loan amortization schedule generator: def amortizationSchedule( principal, term, rate ): pmt = ( principal * rate * ( 1 + rate)**term ) / (( 1 + rate)**term - 1) pmt = round(pmt,2) # people rarely pay in fractional pennies remainingPrincipal = principal for pd in range(1,term+1): if pd < term: pdInterest = rate * remainingPrincipal pdInterest = round(pdInterest,2) pdPmt = pmt else: pdInterest = 0 pdPmt = remainingPrincipal pdPrincipal = pdPmt - pdInterest remainingPrincipal -= pdPrincipal yield pd, pdPmt, pdInterest, pdPrincipal, remainingPrincipal # print amortization schedule for $10,000 loan for 3 years at 6% annual P = 10000 Y = 3 R = 6.00 for (i, pmt, int, princ, remaining) in amortizationSchedule(P, Y*12, R/100.0/12.0): print i, pmt, int, princ, remaining print def aprToEffectiveApr(apr): apr /= 1200.0 return round(((1+apr)**12-1) * 100, 2) APR = R print "Nominal APR of %.2f%% is an effective APR of %.2f%%" % (APR, aprToEffectiveApr(APR) ) prints out (rather quickly, I might add): 1 304.22 50.0 254.22 9745.78 2 304.22 48.73 255.49 9490.29 3 304.22 47.45 256.77 9233.52 4 304.22 46.17 258.05 8975.47 5 304.22 44.88 259.34 8716.13 6 304.22 43.58 260.64 8455.49 7 304.22 42.28 261.94 8193.55 8 304.22 40.97 263.25 7930.3 9 304.22 39.65 264.57 7665.73 10 304.22 38.33 265.89 7399.84 11 304.22 37.0 267.22 7132.62 12 304.22 35.66 268.56 6864.06 13 304.22 34.32 269.9 6594.16 14 304.22 32.97 271.25 6322.91 15 304.22 31.61 272.61 6050.3 16 304.22 30.25 273.97 5776.33 17 304.22 28.88 275.34 5500.99 18 304.22 27.5 276.72 5224.27 19 304.22 26.12 278.1 4946.17 20 304.22 24.73 279.49 4666.68 21 304.22 23.33 280.89 4385.79 22 304.22 21.93 282.29 4103.5 23 304.22 20.52 283.7 3819.8 24 304.22 19.1 285.12 3534.68 25 304.22 17.67 286.55 3248.13 26 304.22 16.24 287.98 2960.15 27 304.22 14.8 289.42 2670.73 28 304.22 13.35 290.87 2379.86 29 304.22 11.9 292.32 2087.54 30 304.22 10.44 293.78 1793.76 31 304.22 8.97 295.25 1498.51 32 304.22 7.49 296.73 1201.78 33 304.22 6.01 298.21 903.57 34 304.22 4.52 299.7 603.87 35 304.22 3.02 301.2 302.67 36 302.67 0 302.67 0.0 Nominal APR of 6.00% is an effective APR of 6.17% -- Paul -- http://mail.python.org/mailman/listinfo/python-list
