API Reference

This section provides detailed documentation for all qfinbox modules and functions.

• Module Reference
  • Main Package
    • CalculationError
    • DataError
    • QFinBoxError
    • ValidationError
    • calculate_annualized_return()
    • calculate_annualized_volatility()
    • ensure_1d()
    • ensure_2d()
    • to_numpy()
    • validate_positive()
    • validate_returns()
    • validate_weights()
  • Core Utilities
    • qfinbox.core package
    • qfinbox.core.exceptions module
    • qfinbox.core.validators module
    • qfinbox.core.utils module
  • Time Value of Money Module
    • qfinbox.tvm package
    • qfinbox.tvm.basic module
    • qfinbox.tvm.annuities module
    • qfinbox.tvm.bonds module
    • qfinbox.tvm.loans module
    • qfinbox.tvm.cashflow module
• Time Value of Money (TVM) Module
  • Submodules Overview
    • qfinbox.tvm.basic
    • qfinbox.tvm.annuities
    • qfinbox.tvm.bonds
    • qfinbox.tvm.loans
    • qfinbox.tvm.cashflow
  • Basic TVM Calculations (qfinbox.tvm.basic)
    • future_value()
    • present_value()
    • interest_rate()
    • number_of_periods()
    • compound_interest()
    • effective_rate()
    • nominal_rate()
    • continuous_compounding_fv()
    • continuous_compounding_pv()
  • Annuities (qfinbox.tvm.annuities)
    • ordinary_annuity_pv()
    • ordinary_annuity_fv()
    • annuity_due_pv()
    • annuity_due_fv()
    • annuity_pv()
    • annuity_fv()
    • perpetuity_value()
    • growing_annuity_pv()
  • Bond Valuation (qfinbox.tvm.bonds)
    • bond_price()
    • bond_yield_to_maturity()
    • bond_duration()
    • bond_modified_duration()
    • bond_convexity()
  • Loan Analysis (qfinbox.tvm.loans)
    • loan_payment()
    • loan_balance()
    • total_interest_paid()
    • amortization_schedule()
  • Cash Flow Analysis (qfinbox.tvm.cashflow)
    • net_present_value()
    • internal_rate_of_return()
    • payback_period()
    • discounted_payback_period()
    • profitability_index()
  • Mathematical Foundations
  • Performance and Accuracy
  • Usage Patterns

Main Package

qfinbox

qfinbox: A Python library for quantitative finance.

Core Modules

qfinbox.core.exceptions	Custom exceptions for qfinbox.
qfinbox.core.validators	Input validation utilities for qfinbox.
qfinbox.core.utils	Common utilities for qfinbox.

Time Value of Money (TVM) Module

The TVM module provides comprehensive financial calculations across five specialized submodules:

Basic TVM Calculations

qfinbox.tvm.basic.present_value	Calculate present value of a future amount.
qfinbox.tvm.basic.future_value	Calculate future value of a present amount.
qfinbox.tvm.basic.effective_rate	Calculate effective annual rate from nominal rate.
qfinbox.tvm.basic.nominal_rate	Calculate nominal rate from effective annual rate.

Annuities

qfinbox.tvm.annuities.ordinary_annuity_pv	Calculate present value of ordinary annuity.
qfinbox.tvm.annuities.ordinary_annuity_fv	Calculate future value of ordinary annuity.
qfinbox.tvm.annuities.annuity_due_pv	Calculate present value of annuity due.
qfinbox.tvm.annuities.annuity_due_fv	Calculate future value of annuity due.
qfinbox.tvm.annuities.annuity_pv	Calculate present value of annuity (ordinary or due).
qfinbox.tvm.annuities.annuity_fv	Calculate future value of annuity (ordinary or due).

Bond Valuation

qfinbox.tvm.bonds.bond_price	Calculate bond price given yield to maturity.
qfinbox.tvm.bonds.bond_yield_to_maturity	Calculate bond yield to maturity given price.
qfinbox.tvm.bonds.bond_duration	Calculate Macaulay duration of a bond.
qfinbox.tvm.bonds.bond_modified_duration	Calculate modified duration of a bond.
qfinbox.tvm.bonds.bond_convexity	Calculate convexity of a bond.

Loan Analysis

qfinbox.tvm.loans.loan_payment	Calculate periodic loan payment.
qfinbox.tvm.loans.loan_balance	Calculate remaining loan balance after specified payments.
qfinbox.tvm.loans.amortization_schedule	Generate loan amortization schedule.
qfinbox.tvm.loans.total_interest_paid	Calculate total interest paid over the life of the loan.

Cash Flow Analysis

qfinbox.tvm.cashflow.net_present_value	Calculate net present value of cash flows.
qfinbox.tvm.cashflow.internal_rate_of_return	Calculate internal rate of return for cash flows.
qfinbox.tvm.cashflow.payback_period	Calculate payback period for cash flows.
qfinbox.tvm.cashflow.discounted_payback_period	Calculate discounted payback period for cash flows.
qfinbox.tvm.cashflow.profitability_index	Calculate profitability index for cash flows.

Module Overview

The qfinbox library provides a comprehensive suite of financial calculation tools:

• 28+ TVM Functions: Complete implementation across 5 specialized modules

• Robust Validation: Input validation and error handling for all functions

• Type Safety: Full type hints and runtime type checking

• Performance Optimized: Uses NumPy and SciPy for fast calculations

Note

This API documentation is automatically generated from the source code docstrings. All functions include detailed parameter descriptions, return values, and usage examples.