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    "info": {
        "author": "Rob Scott",
        "author_email": "rob@rjdscott.com",
        "bugtrack_url": null,
        "classifiers": [
            "Development Status :: 2 - Pre-Alpha",
            "Intended Audience :: Developers",
            "License :: OSI Approved :: MIT License",
            "Natural Language :: English",
            "Programming Language :: Python :: 2",
            "Programming Language :: Python :: 2.7",
            "Programming Language :: Python :: 3",
            "Programming Language :: Python :: 3.4",
            "Programming Language :: Python :: 3.5",
            "Programming Language :: Python :: 3.6"
        ],
        "description": "=====\nderpy\n=====\n\n.. image:: https://img.shields.io/pypi/v/derpy.svg\n        :target: https://pypi.python.org/pypi/derpy\n\n.. image:: https://img.shields.io/travis/rjdscott/derpy.svg\n        :target: https://travis-ci.org/rjdscott/derpy\n\n.. image:: https://readthedocs.org/projects/derpy/badge/?version=latest\n        :target: https://derpy.readthedocs.io/en/latest/?badge=latest\n        :alt: Documentation Status\n\n\n\n\nFinancial derivatives and portfolio analysis tools for python\n\n* Free software: MIT license\n* Documentation: https://derpy.readthedocs.io.\n\n\nHow to get up and running\n*****************************\nto include the module in your project, you can simply use `pip install derpy` then in your python project\n\n.. code-block:: python\n\n        import derpy\n        print(derpy.__version__) # returns '0.0.1'\n\nExample uses\n***************\n\nBonds\n==========\n\n.. code-block:: python\n\n        from derpy import bond as bd\n\n        px = 95.0428\n        face_val = 100.0\n        mat = 1.5\n        cpn_frq = 2\n        cpn_rate = 5.25\n        ytm = 5.5\n\n        print('    Price: {}'.format(bd.bond_price(face_val, mat, ytm, cpn_rate, cpn_frq)))\n        print('    Yield: {}'.format(bd.bond_ytm(px, face_val, mat, cpn_rate, cpn_frq)))\n        print('   ModDur: {}'.format(bd.bond_duration(px, face_val, mat, cpn_rate, cpn_frq)[0]))\n        print('   MacDur: {}'.format(bd.bond_duration(px, face_val, mat, cpn_rate, cpn_frq)[1]))\n        print('Convexity: {}'.format(bd.bond_convexity(px, face_val, mat, cpn_rate, cpn_frq)))\n\nOptions\n============\n\n.. code-block:: python\n\n        from derpy.options import black_scholes_merton as bsm\n\n        # usage method 1: use function wrapper\n        input = ['call', 20, 21, 0.20, 0.1, 0.0002, 0]\n        call_price = bsm.option_pricing(bsm.euro_option, input)\n        call_gamma = bsm.option_pricing(bsm.gamma, input)\n\n        # usage method 2: call individual functions\n        put_price = bsm.euro_option('put', 20, 21, 0.2, 0.1, 0.0002) # div_yield is optional\n        put_gamma = bsm.gamma('put', 20, 21, 0.2, 0.1, 0.0002, 0.0001)\n\n        print(call_price)  # return 0.16384395..\n        print(call_gamma)  # return 0.23993880..\n        print(put_price)  # return 1.16342..\n        print(put_gamma)  # return 0.2399107..\n\nPortfolio analysis\n=====================\n\n.. code-block:: python\n\n        from derpy import portfolio as pt\n\n        securities = ['AAA', 'BBB']\n        positions = [[11, 10], [12, 10], [13, 10], [13, 11], [13, 12]]\n        prices = [[10, 10], [11, 10], [12, 10], [12, 10], [12, 10]]\n        dates = ['2018-07-01', '2018-08-01', '2018-09-01', '2018-10-01', '2018-11-01']\n\n        df_positions = pd.DataFrame(data=positions, columns=securities, index=dates)\n        df_prices = pd.DataFrame(data=prices, columns=securities, index=dates)\n\n        p = pt.Portfolio(names=securities, positions=df_positions, prices=df_prices)\n\n        print(p.sec_values())\n        print(p.sec_weights())\n        print(p.portfolio_value())\n        print(p.portfolio_returns())\n\n\n=========\nHistory\n=========\n\n\n0.1.0 (2018-09-19)\n*******************************\n\n\n* Released option pricing\n* Released portfolio analysis\n* Added testing for Options and Portfolios\n\n\n\n",
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        "keywords": "derpy asset stock exchange securities market finance investment money currency cost framework",
        "license": "MIT license",
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        "name": "derpy",
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