FinancePy 衍生品定价
FinancePy 衍生品定价:基于 FinancePy 框架的金融工具日期处理与定价能力,支持多国节假日日历与天数计数约定处理,生成债券和互换现金流调度,计算收益率和价格。 含 15 条反模式约束。
晶体简介
Constraints
Evidence Quality
Medium confidence — review before critical use
89 条不可违反的约束
WHENWhen implementing date validation logic
ACTIONValidate date arguments in Date(day, month, year) order
CONSEQUENCEDate arguments in wrong order (e.g., Date(1900, 1, 1) interpreted as year=1, month=1900) cause silent corruption of date calculations
WHENWhen implementing year boundary checks
ACTIONReject years before 1900 in Date class
CONSEQUENCEDates before 1900 map incorrectly to Excel serial numbers causing financial calculations to produce wrong values
WHENWhen implementing interpolation time validation
ACTIONReject negative interpolation times with FinError
CONSEQUENCENegative time values produce undefined discount factors and corrupt financial calculations downstream
常见问题
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更新历史
v0.1.0: 首次发布到 Doramagic.ai。基于 tangweigang-jpg/doramagic-skills 的自动化 batch-v1 元数据 + 自动生成 FAQ。