open-risk / portfolioanalytics Goto Github PK

Hi

I would like to install the portfolioAnalytics package in an Anaconda environment but cannot find the package.

(vasicek) C:\Users\ruper>pip3 install portfolioAnalytics
ERROR: Could not find a version that satisfies the requirement portfolioAnalytics (from versions: none)
ERROR: No matching distribution found for portfolioAnalytics

I also tried to find it on pyPI.org but it could not find it there.

I see that the last update of the the portfolioAnalytics package was in 2019 but the readme file says its still underdevelopment.

Please what remains to be done and is further development planned?

for all functions test input values for validity and provide helpful error or warning messages as appropriate. Examples

• define acceptable type (ideally implement consistently type hinting across the library)
• define acceptable range (e.g. negative, maximum etc)

Perhaps there is a web page that describes the function?

Where is output generated? Can you put up a walkthrough on where to enter data and where it gets put out? Sorry for lack of technicality and know-how. I'm brand new to this.

Hi, please could you add granularity adjustment to the vasicek code. This would greatly help in understanding how the GA operates and its impact on the loss distribution. At present I feel lost in the GA maths which I can follow but find sufficiently complex to block my understanding/intuition! The existing vasicek code is excellent as it is sufficiently easy to follow as to be intuitive and so I would hope for something similar.