Metadata-Version: 1.0
Name: mapping
Version: 0.1.5
Summary: Mappings for generic and tradeable futures instruments
Home-page: https://github.com/MatthewGilbert/mapping
Author: Matthew Gilbert
Author-email: matthew.gilbert12@gmail.com
License: MIT
Description: 
        `mapping` provides functionality for mapping to and from generic exposures and
        tradeable instruments for financial assets.
        
        An example of this might be on 2016-12-01 we would have `CL1 -> CLZ16`, i.e.
        the first generic for Crude oil on the above date corresponds to trading the
        December 2016 contract.
        
        The main features of `mapping` include:
        
        - creating continuous return series for Futures instruments
        - creating time series of percentage allocations to tradeable contracts
        - creating instrument trade lists
        
Platform: any
