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Original file line number | Diff line number | Diff line change |
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@@ -1,261 +1,268 @@ | ||
{% include head.html %} | ||
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## DPI | ||
## Type annotations | ||
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{% include_relative _inline/pe/dpi.md %} | ||
```python | ||
Amount = Union[int, float, Decimal] # also supports numpy types | ||
AmountArray = Iterable[Amount] | ||
``` | ||
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## DPI | ||
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```python | ||
def dpi(amounts: _AmountArray) -> float: | ||
def dpi(amounts: AmountArray) -> float: | ||
... | ||
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||
|
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def dpi_2( | ||
contributions: _AmountArray, | ||
distributions: _AmountArray, | ||
contributions: AmountArray, | ||
distributions: AmountArray, | ||
) -> float: | ||
... | ||
``` | ||
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## RVPI | ||
{% include_relative _inline/pe/dpi.md %} | ||
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{% include_relative _inline/pe/rvpi.md %} | ||
## RVPI | ||
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```python | ||
def rvpi( | ||
contributions: _AmountArray, | ||
nav: _Amount, | ||
contributions: AmountArray, | ||
nav: Amount, | ||
) -> float: | ||
... | ||
``` | ||
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## TVPI | ||
{% include_relative _inline/pe/rvpi.md %} | ||
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{% include_relative _inline/pe/tvpi.md %} | ||
## TVPI | ||
|
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```python | ||
def tvpi( | ||
amounts: _AmountArray, | ||
nav: _Amount = 0, | ||
amounts: AmountArray, | ||
nav: Amount = 0, | ||
) -> float: | ||
... | ||
|
||
|
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def tvpi_2( | ||
contributions: _AmountArray, | ||
distributions: _AmountArray, | ||
nav: _Amount = 0, | ||
contributions: AmountArray, | ||
distributions: AmountArray, | ||
nav: Amount = 0, | ||
) -> float: | ||
... | ||
``` | ||
## MOIC | ||
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{% include_relative _inline/pe/moic.md %} | ||
{% include_relative _inline/pe/tvpi.md %} | ||
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## MOIC | ||
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```python | ||
def moic( | ||
amounts: _AmountArray, | ||
nav: _Amount = 0, | ||
amounts: AmountArray, | ||
nav: Amount = 0, | ||
) -> float: | ||
... | ||
|
||
|
||
def moic_2( | ||
contributions: _AmountArray, | ||
distributions: _AmountArray, | ||
nav: _Amount = 0, | ||
contributions: AmountArray, | ||
distributions: AmountArray, | ||
nav: Amount = 0, | ||
) -> float: | ||
... | ||
``` | ||
|
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## LN-PME | ||
{% include_relative _inline/pe/moic.md %} | ||
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{% include_relative _inline/pe/ln_pme.md %} | ||
## LN-PME | ||
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```python | ||
def ln_pme( | ||
amounts: _AmountArray, | ||
index: _AmountArray, | ||
amounts: AmountArray, | ||
index: AmountArray, | ||
) -> Optional[float]: | ||
... | ||
|
||
|
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def ln_pme_2( | ||
contributions: _AmountArray, | ||
distributions: _AmountArray, | ||
index: _AmountArray, | ||
contributions: AmountArray, | ||
distributions: AmountArray, | ||
index: AmountArray, | ||
) -> Optional[float]: | ||
... | ||
``` | ||
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## LN-PME NAV | ||
{% include_relative _inline/pe/ln_pme.md %} | ||
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{% include_relative _inline/pe/ln_pme_nav.md %} | ||
## LN-PME NAV | ||
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```python | ||
def ln_pme_nav( | ||
amounts: _AmountArray, | ||
index: _AmountArray, | ||
amounts: AmountArray, | ||
index: AmountArray, | ||
) -> float: | ||
... | ||
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||
|
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def ln_pme_nav_2( | ||
contributions: _AmountArray, | ||
distributions: _AmountArray, | ||
index: _AmountArray, | ||
contributions: AmountArray, | ||
distributions: AmountArray, | ||
index: AmountArray, | ||
) -> float: | ||
... | ||
``` | ||
|
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## KS-PME Flows | ||
{% include_relative _inline/pe/ln_pme_nav.md %} | ||
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{% include_relative _inline/pe/ks_pme_flows.md %} | ||
## KS-PME Flows | ||
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```python | ||
def ks_pme_flows( | ||
amounts: _AmountArray, | ||
index: _AmountArray, | ||
amounts: AmountArray, | ||
index: AmountArray, | ||
) -> List[float]: | ||
... | ||
|
||
|
||
def ks_pme_flows_2( | ||
contributions: _AmountArray, | ||
distributions: _AmountArray, | ||
index: _AmountArray, | ||
contributions: AmountArray, | ||
distributions: AmountArray, | ||
index: AmountArray, | ||
) -> Tuple[List[float], List[float]]: | ||
... | ||
``` | ||
|
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## KS-PME | ||
{% include_relative _inline/pe/ks_pme_flows.md %} | ||
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{% include_relative _inline/pe/ks_pme.md %} | ||
## KS-PME | ||
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```python | ||
def ks_pme( | ||
amounts: _AmountArray, | ||
index: _AmountArray, | ||
nav: _Amount = 0, | ||
amounts: AmountArray, | ||
index: AmountArray, | ||
nav: Amount = 0, | ||
) -> Optional[float]: | ||
... | ||
|
||
|
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def ks_pme_2( | ||
contributions: _AmountArray, | ||
distributions: _AmountArray, | ||
index: _AmountArray, | ||
nav: _Amount = 0, | ||
contributions: AmountArray, | ||
distributions: AmountArray, | ||
index: AmountArray, | ||
nav: Amount = 0, | ||
) -> Optional[float]: | ||
... | ||
``` | ||
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{% include_relative _inline/pe/ks_pme.md %} | ||
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## mPME | ||
|
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{% include_relative _inline/pe/m_pme.md %} | ||
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```python | ||
def m_pme( | ||
amounts: _AmountArray, | ||
index: _AmountArray, | ||
nav: _AmountArray, | ||
amounts: AmountArray, | ||
index: AmountArray, | ||
nav: AmountArray, | ||
) -> float: | ||
... | ||
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||
|
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def m_pme_2( | ||
contributions: _AmountArray, | ||
distributions: _AmountArray, | ||
index: _AmountArray, | ||
nav: _AmountArray, | ||
contributions: AmountArray, | ||
distributions: AmountArray, | ||
index: AmountArray, | ||
nav: AmountArray, | ||
) -> float: | ||
... | ||
``` | ||
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## PME+ Flows | ||
{% include_relative _inline/pe/m_pme.md %} | ||
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{% include_relative _inline/pe/pme_plus_flows.md %} | ||
## PME+ Flows | ||
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```python | ||
def pme_plus_flows( | ||
amounts: _AmountArray, | ||
index: _AmountArray, | ||
nav: _Amount = 0, | ||
amounts: AmountArray, | ||
index: AmountArray, | ||
nav: Amount = 0, | ||
) -> List[float]: | ||
... | ||
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||
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def pme_plus_flows_2( | ||
contributions: _AmountArray, | ||
distributions: _AmountArray, | ||
index: _AmountArray, | ||
nav: _Amount = 0, | ||
contributions: AmountArray, | ||
distributions: AmountArray, | ||
index: AmountArray, | ||
nav: Amount = 0, | ||
) -> Tuple[List[float], List[float]]: | ||
... | ||
``` | ||
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## PME+ Lambda | ||
{% include_relative _inline/pe/pme_plus_flows.md %} | ||
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{% include_relative _inline/pe/pme_plus_lambda.md %} | ||
## PME+ Lambda | ||
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```python | ||
def pme_plus_lambda( | ||
amounts: _AmountArray, | ||
index: _AmountArray, | ||
nav: _Amount = 0, | ||
amounts: AmountArray, | ||
index: AmountArray, | ||
nav: Amount = 0, | ||
) -> float: | ||
... | ||
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def pme_plus_lambda_2( | ||
contributions: _AmountArray, | ||
distributions: _AmountArray, | ||
index: _AmountArray, | ||
nav: _Amount = 0, | ||
contributions: AmountArray, | ||
distributions: AmountArray, | ||
index: AmountArray, | ||
nav: Amount = 0, | ||
) -> float: | ||
... | ||
``` | ||
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## PME+ | ||
{% include_relative _inline/pe/pme_plus_lambda.md %} | ||
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{% include_relative _inline/pe/pme_plus.md %} | ||
## PME+ | ||
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```python | ||
def pme_plus( | ||
amounts: _AmountArray, | ||
index: _AmountArray, | ||
nav: _Amount = 0, | ||
amounts: AmountArray, | ||
index: AmountArray, | ||
nav: Amount = 0, | ||
) -> Optional[float]: | ||
... | ||
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def pme_plus_2( | ||
contributions: _AmountArray, | ||
distributions: _AmountArray, | ||
index: _AmountArray, | ||
nav: _Amount = 0, | ||
contributions: AmountArray, | ||
distributions: AmountArray, | ||
index: AmountArray, | ||
nav: Amount = 0, | ||
) -> Optional[float]: | ||
... | ||
``` | ||
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## Direct Alpha | ||
{% include_relative _inline/pe/pme_plus.md %} | ||
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{% include_relative _inline/pe/direct_alpha.md %} | ||
## Direct Alpha | ||
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```python | ||
def direct_alpha( | ||
amounts: _AmountArray, | ||
index: _AmountArray, | ||
nav: _Amount = 0, | ||
amounts: AmountArray, | ||
index: AmountArray, | ||
nav: Amount = 0, | ||
) -> Optional[float]: | ||
... | ||
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def direct_alpha_2( | ||
contributions: _AmountArray, | ||
distributions: _AmountArray, | ||
index: _AmountArray, | ||
nav: _Amount = 0, | ||
contributions: AmountArray, | ||
distributions: AmountArray, | ||
index: AmountArray, | ||
nav: Amount = 0, | ||
) -> Optional[float]: | ||
... | ||
``` | ||
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{% include_relative _inline/pe/direct_alpha.md %} |