Metadata-Version: 2.1
Name: gs-quant
Version: 0.7.5
Summary: Goldman Sachs Quant
Home-page: https://marquee.gs.com
Author: Goldman Sachs
Author-email: developer@gs.com
License: http://www.apache.org/licenses/LICENSE-2.0
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Operating System :: OS Independent
Classifier: License :: OSI Approved :: Apache Software License
Description-Content-Type: text/markdown
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Requires-Dist: typing ; python_version < "3.7"
Provides-Extra: develop
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Requires-Dist: pytest-mock ; extra == 'test'
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# GS Quant

## Installation
pip install gs-quant
GS users: pip install gs-quant[internal] --user

## 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.data import Dataset
from gs_quant.instrument import IRSwap
from gs_quant.common import Currency, PayReceive
import gs_quant.risk as risk
from gs_quant.session import Environment, GsSession
from gs_quant.timeseries import volatility

# 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
    weather = Dataset('WEATHER')
    coverage = weather.get_coverage(weather) # GS-specific functionality
    df = weather.get_data(datetime.date(2016, 1, 15), datetime.date(2016, 1, 16), city=['Boston', 'Austin'])

    # calculate vol for a time series
    range = pd.date_range('1/1/2005', periods=3650, freq='D')
    series = pd.Series(np.random.rand(len(range)), index=range)  # randomly generated
    vol = volatility(series, 252)
    vol.plot()  # requires matplotlib

    # Non-GS users: the below functionality requires extra permissions
    # Please contact your sales coverage to request access

    # price an interest rates swap and compute its bucketed delta
    irs = IRSwap(PayReceive.Pay, "5y", Currency.USD, fixedRate=0.0275)
    pv = irs.price()
    ir_delta = irs.calc(risk.IRDelta)
```

## Help
Write to our distribution list: developer@gs.com


