[Numpy-discussion] add xirr to numpy financial functions?

[Robert Ferrell]

On May 25, 2009, at 9:15 PM, Matt Knox wrote:

> <josef.pktd <at> gmail.com> writes:
>
>> So, while python won't get any "industrial strength" finance package,
>> a more modest "designer package" would be feasible, if there were any
>> interest in it (which I haven't seen).
>>
>> ...
>>
>> The even more modest question is whether we would want to match open
>> office in it's finance part.
>>
>> These are pretty different use cases from those use cases where you
>> have quantlib all set up and running.
>>
>
> As you have hinted, the scope of what will/should be covered with  
> numpy
> financial functions needs to be defined better before putting more  
> such
> functions into numpy. If that scope turns out to be something  
> comparable to
> what excel or openoffice offers, that's fine, but I think a  
> maturation period
> outside the numpy core (in the form of a scikit or otherwise) would  
> be still
> be a good idea to avoid getting stuck with a poorly thought out API.

+1 for a maturation period outside the numpy core.

>
>
> As for my personal feelings on how much financial functionality  
> numpy/scipy
> should offer... I would agree that QuantLib-like functionality is  
> far beyond
> what numpy can/should try to achieve. More basic functionality like  
> OpenOffice
> or Excel probably seems about right. Although maybe it is more  
> appropriate for
> scipy than numpy.

+1 for something outside numpy.  Even OpenOffice or Excel financial  
capability might, perhaps, go into scipy, but why not have it optional?

-r