[Scientific & Financial Computation ] -- Shawn's blog[Scientific & Financial Computation ] -- Shawn's blog

RMBS Prototype Model in Python

Shawn Zhang — Thu, 18 Apr 2013 02:39:26 +0000

Parameters Parameters including : Total balance , Attach point, mortgage rate , Tranche Rate, Payment term and Prepayment CPR . Cash Flow Chart result: Full code(2 functions): def rmbs_show(self): self.clr_update_frame() Label( self.update_frame, text="CPR" ).grid( row = 0, column= 0 ) …

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A Walk-through on Modeling MBS/Tranche in C#

Shawn Zhang — Thu, 11 Apr 2013 17:11:01 +0000

Modeling on MBS/Tranche involves 3 entities . Mortgages , Mortgage Pool and Tranches . Mortgage Pool is key in this relationship . Mortgage Pool collects cash flows from Mortgages and redistribute into different Tranches. Class MortgagesPool One Mortgage Pool has many Mortgages …

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Bond Calcuation with C#

Shawn Zhang — Thu, 11 Apr 2013 14:14:50 +0000

I've been read a tutorial about C# in last 2 days . Before that, I haven't read a single line of C# code in since I started to programming. C# syntax is very similar to C++ and Java . But develop …

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Conditional Checking in Python

Shawn Zhang — Fri, 22 Mar 2013 08:05:40 +0000

When story begins In Python , there is a shortcut in conditional checking, I didn't take much care about the difference of below form of conditional syntax : if var : stmt; if var is not None : …

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Constraints on Arguments in Python

Shawn Zhang — Fri, 22 Mar 2013 06:43:38 +0000

When Dynamic Type comes to Trouble As a dynamic programming languages , Python don't have a type on variables , as well as a arguments . This feature save us a lot workload and it enable us to focus on …

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Download Chinese listed Company's Balance Sheet from Hexun.com

Shawn Zhang — Wed, 30 Jan 2013 06:19:11 +0000

I've written a perl script to fetch Balance Sheet data and export them into a Excel spreadsheet . Pre-preparation: use LWP::Simple -> this pacake is for scap data from web use Excel::Writer::XLSX -> for writing excel file Download https://github.com/hhh6897/Hexun.Balance.Sheet Usage : …

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[译文]Decorators and Functional Python[draft]

Shawn Zhang — Wed, 16 Jan 2013 03:33:08 +0000

Original blog post wrote by Brian Holdefehr. This is a Chinese version of original post . 本文原文作者 Brian Holdefehr。若有不足，敬请斧正。装饰器(Decorators) 是Python众多强大特性之一。装饰器除了本身编程语法上的作用之外，另外提供了一种有趣思维方式——"函数化"思维(a functional way) 我会从头开始介绍介绍装饰器的工作原理，接着会介绍几个必须了解的基本概念。之后，我们会详细深入探索一些装饰器实例以及其工作方式。最后我们会讨论一些装饰器的高阶应用，例如参数化装饰器(optional arguments)，以及嵌套装饰器(chaining)。首先，我们给出最简单的Python函数装饰器的定义。函数是一个执行特定任务并且可以复用的代码块。那么，什么是装饰器呢？装饰器是一个修改其他函数的函数现在，我们从几个基本概念的解释开始，逐渐详细深入装饰器的含义。函数是对象在Python世界里，所有一切都是对象。这就意味着说，函数本身可以通过名字对其引用(referred to by name)，并且函数和其他对象一样可以进行传递。例如： def traveling_function(): print "Here I am!" function_dict = { …

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Get Stock Quote Price API from Yahoo Finance via Python

Shawn Zhang — Fri, 28 Dec 2012 02:09:43 +0000

Difference against Google Finance / Sina.com Yahoo provide more rich function regarding to the Stock API than Google / Sina.com does. particular ,it provide customize return format which customized by supply a parameter in calling URL . Full parameter specification pls refer …

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Get Stock Quote from Goolge Web API via Python

Shawn Zhang — Thu, 27 Dec 2012 14:14:58 +0000

Background Google has officially announce that it won't sustain ongoing of Finance API, but there still a available API via URL API . Return data from web server is xml format . We need to parse the return text in Python and extract …

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Get Security Quote of Chinese Market from Sina.com via Python

Shawn Zhang — Thu, 27 Dec 2012 04:09:31 +0000

Intro Although articles have been written about calling security quote API of Sina.com . I'd like to take a dive into it via Python and try to setup a OO implementation. Sina.com API will offer 5-th market depth prices of Chinese …

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