Metadata-Version: 2.1
Name: gs_quant
Version: 0.5.3
Summary: Goldman Sachs Quant
Home-page: https://marquee.gs.com
Author: Goldman Sachs
Author-email: developer@gs.com
License: UNKNOWN
Description: # GS Quant
        
        ## Installation
        pip install gs_quant
        
        ## Dependencies
        Python 3.6 or 3.7  
        Package dependencies can be installed by pip.
        
        ## Example
        ```python
        import datetime
        import numpy as np
        import pandas as pd
        
        from gs_quant.session import Environment, GsSession
        
        # N.b., GsSession.use(Environment.PROD, <client_id>, <client_secret>, scopes=('read_product_data','run_analytics')) will set the default session
         
        with GsSession.get(Environment.PROD, <client_id>, <client_secret>, scopes=('read_product_data','run_analytics')):
            # get coverage for a dataset; run a query
        	from gs_quant.api.dataset import Dataset
            weather = Dataset('WEATHER')
            coverage = weather.get_coverage()
            df = weather.get_data(datetime.date(2016, 1, 15), datetime.date(2016, 1, 16), city=['Boston', 'Austin'])
        
            # calculate vol for a time series
        	from gs_quant.timeseries import realized_volatility
            range = pd.date_range('1/1/2005', periods=3650, freq='D')
            curve = pd.Series(np.random.rand(len(range)), index=range)  # randomly generated
            vol = realized_volatility(curve, 252)
            vol.plot()  # requires matplotlib
            
            # price an interest rates swap and compute its bucketed delta
        	from gs_quant.api.instrument import IRSwap
        	from gs_quant.api.common import Currency, PayReceive
        	import gs_quant.api.risk as risk
            irs = IRSwap(PayReceive.Pay, "5y", Currency.USD, fixedRate=0.035)
            pv = irs.price()
            irDelta = irs.calc(risk.IRDelta)
        ```
        
        ## Help
        Questions? Comments? Write to data-services@gs.com
        
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Operating System :: OS Independent
Description-Content-Type: text/markdown
Provides-Extra: test
Provides-Extra: kerb
Provides-Extra: develop
Provides-Extra: notebook
