Posted by kyleloomis 11 hours ago
I can see the Portfolio class, but it somewhat confusingly uses "Trades" to describe more complex positions (I had assumed a Trade was selling or buying an instrument), and the instruments included are fairly limited. I don't see any bonds, currencies, interest rates, swaps, and others but it looks like an early work in progress, so that's fine. Is it meant to be a generic toolkit to cover the vast majority of financial instruments? I don't understand how characteristics of the instruments are calculated/updated or aggregated into Portfolios.
Some sample code/projects would help me immensely in understanding! (Again, I blame my lack of Python skills).
My apologies for the basic questions!
https://github.com/JuliaComputing/Miletus.jl
https://github.com/JuliaActuary/FinanceModels.jl
I’m the author of the second one, so am always interested to see discussions on financial modeling libraries.