pushing initial release code changes

README.md

@@ -1,2 +1,46 @@
-# finmodels
-finmodels is a Python package that provides various financial models for analysis and optimization.
+#### finmodels
+
+`finmodels` is a Python package designed for financial analysis and optimization. It includes a collection of financial models, such as Discounted Cash Flow (DCF) valuation and Mean-Variance Portfolio Optimization. With finmodels, you can perform essential financial calculations to support investment decisions and portfolio management.
+
+#### Key Features
+`Discounted Cash Flow (DCF) Valuation`: Calculate the present value of future cash flows to assess the intrinsic value of an investment.
+
+`Portfolio Optimization`: Optimize portfolio allocations using Mean-Variance Optimization to balance returns and risk.
+
+#### Installation
+
+You can install the package using `pip`:
+
+```
+pip install finmodels
+```
+Usage
+Discounted Cash Flow (DCF) Valuation
+```
+import finmodels as fm
+```
+#### Example usage of DCF valuation
+```
+cash_flows = [100, 150, 200, 250]
+discount_rate = 0.1
+dcf_value = fm.calculate_dcf(cash_flows, discount_rate)
+print("DCF Value:", dcf_value)
+```
+#### Portfolio Optimization
+
+```
+import finmodels as fm
+import numpy as np
+
+# Example usage of portfolio optimization
+expected_returns = np.array([0.05, 0.08, 0.12])
+covariance_matrix = np.array([[0.001, 0.0005, 0.0002],
+                              [0.0005, 0.002, 0.001],
+                              [0.0002, 0.001, 0.003]])
+optimal_weights = fm.optimize_portfolio(expected_returns, covariance_matrix)
+print("Optimal Portfolio Weights:", optimal_weights)
+```
+#### Contributors
+Tamilselvan Arjunan
+#### License
+This project is licensed under the MIT License - see the LICENSE file for details.

build/lib/finmodels/__init__.py

@@ -0,0 +1,3 @@
+# financial_models/__init__.py
+from .dcf import calculate_dcf
+from .portfolio_optimization import optimize_portfolio

build/lib/finmodels/dcf.py

@@ -0,0 +1,14 @@
+# financial_models/dcf.py
+def calculate_dcf(cash_flows, discount_rate):
+    """
+    Calculate the Discounted Cash Flow (DCF) valuation.
+
+    Parameters:
+    - cash_flows: List or array of future cash flows
+    - discount_rate: Discount rate used in the calculation
+
+    Returns:
+    - DCF value
+    """
+    dcf_value = sum(cf / (1 + discount_rate) ** (i + 1) for i, cf in enumerate(cash_flows))
+    return dcf_value

build/lib/finmodels/portfolio_optimization.py

@@ -0,0 +1,33 @@
+# financial_models/portfolio_optimization.py
+import numpy as np
+import cvxpy as cp
+
+def optimize_portfolio(expected_returns, covariance_matrix):
+    """
+    Optimize a portfolio using Mean-Variance Optimization.
+
+    Parameters:
+    - expected_returns: Expected returns for each asset
+    - covariance_matrix: Covariance matrix of asset returns
+
+    Returns:
+    - Optimal portfolio weights
+    """
+    num_assets = len(expected_returns)
+
+    # Define the variables for optimization
+    weights = cp.Variable(num_assets)
+    expected_return = expected_returns @ weights
+    risk = cp.quad_form(weights, covariance_matrix)
+
+    # Define the objective function (maximize return, minimize risk)
+    objective = cp.Maximize(expected_return - 0.5 * risk)
+
+    # Define the constraints (weights sum to 1, individual weights are non-negative)
+    constraints = [cp.sum(weights) == 1, weights >= 0]
+
+    # Formulate and solve the problem
+    problem = cp.Problem(objective, constraints)
+    problem.solve()
+
+    return weights.value

finmodels.egg-info/PKG-INFO

@@ -0,0 +1,60 @@
+Metadata-Version: 2.1
+Name: finmodels
+Version: 1.0.0
+Summary: finmodels is a Python package that provides various financial models for analysis and optimization.
+Home-page: https://github.com/arjunlimat/finmodels
+Author: Tamilselvan_Arjunan
+Author-email: [email protected]
+Classifier: Programming Language :: Python :: 3
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Description-Content-Type: text/markdown
+Requires-Dist: numpy
+Requires-Dist: cvxpy
+
+#### finmodels
+
+`finmodels` is a Python package designed for financial analysis and optimization. It includes a collection of financial models, such as Discounted Cash Flow (DCF) valuation and Mean-Variance Portfolio Optimization. With finmodels, you can perform essential financial calculations to support investment decisions and portfolio management.
+
+#### Key Features
+`Discounted Cash Flow (DCF) Valuation`: Calculate the present value of future cash flows to assess the intrinsic value of an investment.
+
+`Portfolio Optimization`: Optimize portfolio allocations using Mean-Variance Optimization to balance returns and risk.
+
+#### Installation
+
+You can install the package using `pip`:
+
+```
+pip install finmodels
+```
+Usage
+Discounted Cash Flow (DCF) Valuation
+```
+import finmodels as fm
+```
+#### Example usage of DCF valuation
+```
+cash_flows = [100, 150, 200, 250]
+discount_rate = 0.1
+dcf_value = fm.calculate_dcf(cash_flows, discount_rate)
+print("DCF Value:", dcf_value)
+```
+#### Portfolio Optimization
+
+```
+import finmodels as fm
+import numpy as np
+
+# Example usage of portfolio optimization
+expected_returns = np.array([0.05, 0.08, 0.12])
+covariance_matrix = np.array([[0.001, 0.0005, 0.0002],
+                              [0.0005, 0.002, 0.001],
+                              [0.0002, 0.001, 0.003]])
+optimal_weights = fm.optimize_portfolio(expected_returns, covariance_matrix)
+print("Optimal Portfolio Weights:", optimal_weights)
+```
+#### Contributors
+Tamilselvan Arjunan
+#### License
+This project is licensed under the MIT License - see the LICENSE file for details.

finmodels.egg-info/SOURCES.txt

@@ -0,0 +1,10 @@
+README.md
+setup.py
+finmodels/__init__.py
+finmodels/dcf.py
+finmodels/portfolio_optimization.py
+finmodels.egg-info/PKG-INFO
+finmodels.egg-info/SOURCES.txt
+finmodels.egg-info/dependency_links.txt
+finmodels.egg-info/requires.txt
+finmodels.egg-info/top_level.txt

finmodels.egg-info/dependency_links.txt

@@ -0,0 +1 @@
+

finmodels.egg-info/requires.txt

@@ -0,0 +1,2 @@
+numpy
+cvxpy

finmodels.egg-info/top_level.txt

@@ -0,0 +1 @@
+finmodels

finmodels/__init__.py

@@ -0,0 +1,3 @@
+# financial_models/__init__.py
+from .dcf import calculate_dcf
+from .portfolio_optimization import optimize_portfolio

finmodels/dcf.py

@@ -0,0 +1,14 @@
+# financial_models/dcf.py
+def calculate_dcf(cash_flows, discount_rate):
+    """
+    Calculate the Discounted Cash Flow (DCF) valuation.
+
+    Parameters:
+    - cash_flows: List or array of future cash flows
+    - discount_rate: Discount rate used in the calculation
+
+    Returns:
+    - DCF value
+    """
+    dcf_value = sum(cf / (1 + discount_rate) ** (i + 1) for i, cf in enumerate(cash_flows))
+    return dcf_value

finmodels/portfolio_optimization.py

@@ -0,0 +1,33 @@
+# financial_models/portfolio_optimization.py
+import numpy as np
+import cvxpy as cp
+
+def optimize_portfolio(expected_returns, covariance_matrix):
+    """
+    Optimize a portfolio using Mean-Variance Optimization.
+
+    Parameters:
+    - expected_returns: Expected returns for each asset
+    - covariance_matrix: Covariance matrix of asset returns
+
+    Returns:
+    - Optimal portfolio weights
+    """
+    num_assets = len(expected_returns)
+
+    # Define the variables for optimization
+    weights = cp.Variable(num_assets)
+    expected_return = expected_returns @ weights
+    risk = cp.quad_form(weights, covariance_matrix)
+
+    # Define the objective function (maximize return, minimize risk)
+    objective = cp.Maximize(expected_return - 0.5 * risk)
+
+    # Define the constraints (weights sum to 1, individual weights are non-negative)
+    constraints = [cp.sum(weights) == 1, weights >= 0]
+
+    # Formulate and solve the problem
+    problem = cp.Problem(objective, constraints)
+    problem.solve()
+
+    return weights.value

setup.py

@@ -0,0 +1,25 @@
+from setuptools import setup, find_packages
+
+with open('README.md', 'r', encoding='utf-8') as f:
+    long_description = f.read()
+
+setup(
+    name='finmodels',
+    version='1.0.0',
+    packages=find_packages(),
+    install_requires=[
+        'numpy',
+        'cvxpy',
+    ],
+    author='Tamilselvan_Arjunan',
+    author_email='[email protected]',
+    description='finmodels is a Python package that provides various financial models for analysis and optimization.',
+    long_description=long_description,  # Add this line
+    long_description_content_type='text/markdown',  # Specify the content type if using Markdown
+    url='https://github.com/arjunlimat/finmodels',
+    classifiers=[
+        'Programming Language :: Python :: 3',
+        'License :: OSI Approved :: MIT License',
+        'Operating System :: OS Independent',
+    ],
+)