Comments (3)
francisg77
commented on August 19, 2024
How about let's do:
SPX.term_vol( )
..then we can do SPX.term_forward() later etc.
I think we defer the question for now on whether to use only listed. Can always be a future optional parameter.
from gs-quant.
andrewphillipsn
commented on August 19, 2024
- yes we'll need a param for the pricing date (or time). Default to be latest available (from RT)?
- think vol_term, fwd_term, corr_term would be nice. like var_swap
- will need asset type stock
- will need strike type and strike
thanks!
from gs-quant.
stephen-183
commented on August 19, 2024
vol_term and fwd_term implemented
b3c0f49#diff-e6bb4b97dc0e509e0349c7d0628fca2b
from gs-quant.
Related Issues (20)
- IRSwap does not round trip. IRSwap.from_dict(swap.as_dict()) throws type error
- RiskMeasure - how to check for equality : RiskMeasure.from_dict(IRFwdRate.as_dict()) == IRFwdRate returns False HOT 1
- Is there a Documentation for this library i can refer to for its usage HOT 1
- Remove pandas version restriction HOT 4
- Add support for pagination or scrolling in `Dataset.get_data` HOT 3
- [BUG] ModuleNotFoundError in Dataset.get_coverage HOT 1
- [BUG] broken link in README HOT 5
- [BUG] `Dataset.get_data` fails with string `start_time`/`end_time`
- statsmodels upgrade HOT 3
- Unable to roundtrip Portfolio.to_csv -> Portfolio.from_csv
- [BUG] gs_quant python entity Country not working HOT 2
- [BUG] fields argument in Dataset.get_data makes non-selected columns NaN but all columns still present in DataFrame HOT 1
- [BUG] Dataset date handling is broken with dataclasses-json version 0.6.5 dependency, gives ValueError: Cannot convert 2024-04-29 to date HOT 2
- Code Assist AI to help build custom solutions with GS Quant HOT 2
- WIP: Backtest Module HOT 1
- repeat() function HOT 6
- [BUG] The variable name for creating instruments is wrong. HOT 1
- [BUG] HOT 2
- PricingContext._handle_results incorrectly removes unfetched Futures HOT 1
- Regression in PlotToolPro HOT 7
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from gs-quant.