|
1 | 1 | {% include head.html %}
|
2 | 2 |
|
3 |
| -## DPI |
| 3 | +## Type annotations |
4 | 4 |
|
5 |
| -{% include_relative _inline/pe/dpi.md %} |
| 5 | +```python |
| 6 | +Amount = Union[int, float, Decimal] # also supports numpy types |
| 7 | +AmountArray = Iterable[Amount] |
| 8 | +``` |
| 9 | + |
| 10 | +## DPI |
6 | 11 |
|
7 | 12 | ```python
|
8 |
| -def dpi(amounts: _AmountArray) -> float: |
| 13 | +def dpi(amounts: AmountArray) -> float: |
9 | 14 | ...
|
10 | 15 |
|
11 | 16 |
|
12 | 17 | def dpi_2(
|
13 |
| - contributions: _AmountArray, |
14 |
| - distributions: _AmountArray, |
| 18 | + contributions: AmountArray, |
| 19 | + distributions: AmountArray, |
15 | 20 | ) -> float:
|
16 | 21 | ...
|
17 | 22 | ```
|
18 | 23 |
|
19 |
| -## RVPI |
| 24 | +{% include_relative _inline/pe/dpi.md %} |
20 | 25 |
|
21 |
| -{% include_relative _inline/pe/rvpi.md %} |
| 26 | +## RVPI |
22 | 27 |
|
23 | 28 | ```python
|
24 | 29 | def rvpi(
|
25 |
| - contributions: _AmountArray, |
26 |
| - nav: _Amount, |
| 30 | + contributions: AmountArray, |
| 31 | + nav: Amount, |
27 | 32 | ) -> float:
|
28 | 33 | ...
|
29 | 34 | ```
|
30 | 35 |
|
31 |
| -## TVPI |
| 36 | +{% include_relative _inline/pe/rvpi.md %} |
32 | 37 |
|
33 |
| -{% include_relative _inline/pe/tvpi.md %} |
| 38 | +## TVPI |
34 | 39 |
|
35 | 40 | ```python
|
36 | 41 | def tvpi(
|
37 |
| - amounts: _AmountArray, |
38 |
| - nav: _Amount = 0, |
| 42 | + amounts: AmountArray, |
| 43 | + nav: Amount = 0, |
39 | 44 | ) -> float:
|
40 | 45 | ...
|
41 | 46 |
|
42 | 47 |
|
43 | 48 | def tvpi_2(
|
44 |
| - contributions: _AmountArray, |
45 |
| - distributions: _AmountArray, |
46 |
| - nav: _Amount = 0, |
| 49 | + contributions: AmountArray, |
| 50 | + distributions: AmountArray, |
| 51 | + nav: Amount = 0, |
47 | 52 | ) -> float:
|
48 | 53 | ...
|
49 | 54 | ```
|
50 |
| -## MOIC |
51 | 55 |
|
52 |
| -{% include_relative _inline/pe/moic.md %} |
| 56 | +{% include_relative _inline/pe/tvpi.md %} |
| 57 | + |
| 58 | +## MOIC |
53 | 59 |
|
54 | 60 | ```python
|
55 | 61 | def moic(
|
56 |
| - amounts: _AmountArray, |
57 |
| - nav: _Amount = 0, |
| 62 | + amounts: AmountArray, |
| 63 | + nav: Amount = 0, |
58 | 64 | ) -> float:
|
59 | 65 | ...
|
60 | 66 |
|
61 | 67 |
|
62 | 68 | def moic_2(
|
63 |
| - contributions: _AmountArray, |
64 |
| - distributions: _AmountArray, |
65 |
| - nav: _Amount = 0, |
| 69 | + contributions: AmountArray, |
| 70 | + distributions: AmountArray, |
| 71 | + nav: Amount = 0, |
66 | 72 | ) -> float:
|
67 | 73 | ...
|
68 | 74 | ```
|
69 | 75 |
|
70 |
| -## LN-PME |
| 76 | +{% include_relative _inline/pe/moic.md %} |
71 | 77 |
|
72 |
| -{% include_relative _inline/pe/ln_pme.md %} |
| 78 | +## LN-PME |
73 | 79 |
|
74 | 80 | ```python
|
75 | 81 | def ln_pme(
|
76 |
| - amounts: _AmountArray, |
77 |
| - index: _AmountArray, |
| 82 | + amounts: AmountArray, |
| 83 | + index: AmountArray, |
78 | 84 | ) -> Optional[float]:
|
79 | 85 | ...
|
80 | 86 |
|
81 | 87 |
|
82 | 88 | def ln_pme_2(
|
83 |
| - contributions: _AmountArray, |
84 |
| - distributions: _AmountArray, |
85 |
| - index: _AmountArray, |
| 89 | + contributions: AmountArray, |
| 90 | + distributions: AmountArray, |
| 91 | + index: AmountArray, |
86 | 92 | ) -> Optional[float]:
|
87 | 93 | ...
|
88 | 94 | ```
|
89 | 95 |
|
90 |
| -## LN-PME NAV |
| 96 | +{% include_relative _inline/pe/ln_pme.md %} |
91 | 97 |
|
92 |
| -{% include_relative _inline/pe/ln_pme_nav.md %} |
| 98 | +## LN-PME NAV |
93 | 99 |
|
94 | 100 | ```python
|
95 | 101 | def ln_pme_nav(
|
96 |
| - amounts: _AmountArray, |
97 |
| - index: _AmountArray, |
| 102 | + amounts: AmountArray, |
| 103 | + index: AmountArray, |
98 | 104 | ) -> float:
|
99 | 105 | ...
|
100 | 106 |
|
101 | 107 |
|
102 | 108 | def ln_pme_nav_2(
|
103 |
| - contributions: _AmountArray, |
104 |
| - distributions: _AmountArray, |
105 |
| - index: _AmountArray, |
| 109 | + contributions: AmountArray, |
| 110 | + distributions: AmountArray, |
| 111 | + index: AmountArray, |
106 | 112 | ) -> float:
|
107 | 113 | ...
|
108 | 114 | ```
|
109 | 115 |
|
110 |
| -## KS-PME Flows |
| 116 | +{% include_relative _inline/pe/ln_pme_nav.md %} |
111 | 117 |
|
112 |
| -{% include_relative _inline/pe/ks_pme_flows.md %} |
| 118 | +## KS-PME Flows |
113 | 119 |
|
114 | 120 | ```python
|
115 | 121 | def ks_pme_flows(
|
116 |
| - amounts: _AmountArray, |
117 |
| - index: _AmountArray, |
| 122 | + amounts: AmountArray, |
| 123 | + index: AmountArray, |
118 | 124 | ) -> List[float]:
|
119 | 125 | ...
|
120 | 126 |
|
121 | 127 |
|
122 | 128 | def ks_pme_flows_2(
|
123 |
| - contributions: _AmountArray, |
124 |
| - distributions: _AmountArray, |
125 |
| - index: _AmountArray, |
| 129 | + contributions: AmountArray, |
| 130 | + distributions: AmountArray, |
| 131 | + index: AmountArray, |
126 | 132 | ) -> Tuple[List[float], List[float]]:
|
127 | 133 | ...
|
128 | 134 | ```
|
129 | 135 |
|
130 |
| -## KS-PME |
| 136 | +{% include_relative _inline/pe/ks_pme_flows.md %} |
131 | 137 |
|
132 |
| -{% include_relative _inline/pe/ks_pme.md %} |
| 138 | +## KS-PME |
133 | 139 |
|
134 | 140 | ```python
|
135 | 141 | def ks_pme(
|
136 |
| - amounts: _AmountArray, |
137 |
| - index: _AmountArray, |
138 |
| - nav: _Amount = 0, |
| 142 | + amounts: AmountArray, |
| 143 | + index: AmountArray, |
| 144 | + nav: Amount = 0, |
139 | 145 | ) -> Optional[float]:
|
140 | 146 | ...
|
141 | 147 |
|
142 | 148 |
|
143 | 149 | def ks_pme_2(
|
144 |
| - contributions: _AmountArray, |
145 |
| - distributions: _AmountArray, |
146 |
| - index: _AmountArray, |
147 |
| - nav: _Amount = 0, |
| 150 | + contributions: AmountArray, |
| 151 | + distributions: AmountArray, |
| 152 | + index: AmountArray, |
| 153 | + nav: Amount = 0, |
148 | 154 | ) -> Optional[float]:
|
149 | 155 | ...
|
150 | 156 | ```
|
151 | 157 |
|
| 158 | +{% include_relative _inline/pe/ks_pme.md %} |
152 | 159 |
|
153 | 160 | ## mPME
|
154 | 161 |
|
155 |
| -{% include_relative _inline/pe/m_pme.md %} |
156 |
| - |
157 | 162 | ```python
|
158 | 163 | def m_pme(
|
159 |
| - amounts: _AmountArray, |
160 |
| - index: _AmountArray, |
161 |
| - nav: _AmountArray, |
| 164 | + amounts: AmountArray, |
| 165 | + index: AmountArray, |
| 166 | + nav: AmountArray, |
162 | 167 | ) -> float:
|
163 | 168 | ...
|
164 | 169 |
|
165 | 170 |
|
166 | 171 | def m_pme_2(
|
167 |
| - contributions: _AmountArray, |
168 |
| - distributions: _AmountArray, |
169 |
| - index: _AmountArray, |
170 |
| - nav: _AmountArray, |
| 172 | + contributions: AmountArray, |
| 173 | + distributions: AmountArray, |
| 174 | + index: AmountArray, |
| 175 | + nav: AmountArray, |
171 | 176 | ) -> float:
|
172 | 177 | ...
|
173 | 178 | ```
|
174 | 179 |
|
175 |
| -## PME+ Flows |
| 180 | +{% include_relative _inline/pe/m_pme.md %} |
176 | 181 |
|
177 |
| -{% include_relative _inline/pe/pme_plus_flows.md %} |
| 182 | +## PME+ Flows |
178 | 183 |
|
179 | 184 | ```python
|
180 | 185 | def pme_plus_flows(
|
181 |
| - amounts: _AmountArray, |
182 |
| - index: _AmountArray, |
183 |
| - nav: _Amount = 0, |
| 186 | + amounts: AmountArray, |
| 187 | + index: AmountArray, |
| 188 | + nav: Amount = 0, |
184 | 189 | ) -> List[float]:
|
185 | 190 | ...
|
186 | 191 |
|
187 | 192 |
|
188 | 193 | def pme_plus_flows_2(
|
189 |
| - contributions: _AmountArray, |
190 |
| - distributions: _AmountArray, |
191 |
| - index: _AmountArray, |
192 |
| - nav: _Amount = 0, |
| 194 | + contributions: AmountArray, |
| 195 | + distributions: AmountArray, |
| 196 | + index: AmountArray, |
| 197 | + nav: Amount = 0, |
193 | 198 | ) -> Tuple[List[float], List[float]]:
|
194 | 199 | ...
|
195 | 200 | ```
|
196 | 201 |
|
197 |
| -## PME+ Lambda |
| 202 | +{% include_relative _inline/pe/pme_plus_flows.md %} |
198 | 203 |
|
199 |
| -{% include_relative _inline/pe/pme_plus_lambda.md %} |
| 204 | +## PME+ Lambda |
200 | 205 |
|
201 | 206 | ```python
|
202 | 207 | def pme_plus_lambda(
|
203 |
| - amounts: _AmountArray, |
204 |
| - index: _AmountArray, |
205 |
| - nav: _Amount = 0, |
| 208 | + amounts: AmountArray, |
| 209 | + index: AmountArray, |
| 210 | + nav: Amount = 0, |
206 | 211 | ) -> float:
|
207 | 212 | ...
|
208 | 213 |
|
209 | 214 |
|
210 | 215 | def pme_plus_lambda_2(
|
211 |
| - contributions: _AmountArray, |
212 |
| - distributions: _AmountArray, |
213 |
| - index: _AmountArray, |
214 |
| - nav: _Amount = 0, |
| 216 | + contributions: AmountArray, |
| 217 | + distributions: AmountArray, |
| 218 | + index: AmountArray, |
| 219 | + nav: Amount = 0, |
215 | 220 | ) -> float:
|
216 | 221 | ...
|
217 | 222 | ```
|
218 | 223 |
|
219 |
| -## PME+ |
| 224 | +{% include_relative _inline/pe/pme_plus_lambda.md %} |
220 | 225 |
|
221 |
| -{% include_relative _inline/pe/pme_plus.md %} |
| 226 | +## PME+ |
222 | 227 |
|
223 | 228 | ```python
|
224 | 229 | def pme_plus(
|
225 |
| - amounts: _AmountArray, |
226 |
| - index: _AmountArray, |
227 |
| - nav: _Amount = 0, |
| 230 | + amounts: AmountArray, |
| 231 | + index: AmountArray, |
| 232 | + nav: Amount = 0, |
228 | 233 | ) -> Optional[float]:
|
229 | 234 | ...
|
230 | 235 |
|
231 | 236 |
|
232 | 237 | def pme_plus_2(
|
233 |
| - contributions: _AmountArray, |
234 |
| - distributions: _AmountArray, |
235 |
| - index: _AmountArray, |
236 |
| - nav: _Amount = 0, |
| 238 | + contributions: AmountArray, |
| 239 | + distributions: AmountArray, |
| 240 | + index: AmountArray, |
| 241 | + nav: Amount = 0, |
237 | 242 | ) -> Optional[float]:
|
238 | 243 | ...
|
239 | 244 | ```
|
240 | 245 |
|
241 |
| -## Direct Alpha |
| 246 | +{% include_relative _inline/pe/pme_plus.md %} |
242 | 247 |
|
243 |
| -{% include_relative _inline/pe/direct_alpha.md %} |
| 248 | +## Direct Alpha |
244 | 249 |
|
245 | 250 | ```python
|
246 | 251 | def direct_alpha(
|
247 |
| - amounts: _AmountArray, |
248 |
| - index: _AmountArray, |
249 |
| - nav: _Amount = 0, |
| 252 | + amounts: AmountArray, |
| 253 | + index: AmountArray, |
| 254 | + nav: Amount = 0, |
250 | 255 | ) -> Optional[float]:
|
251 | 256 | ...
|
252 | 257 |
|
253 | 258 |
|
254 | 259 | def direct_alpha_2(
|
255 |
| - contributions: _AmountArray, |
256 |
| - distributions: _AmountArray, |
257 |
| - index: _AmountArray, |
258 |
| - nav: _Amount = 0, |
| 260 | + contributions: AmountArray, |
| 261 | + distributions: AmountArray, |
| 262 | + index: AmountArray, |
| 263 | + nav: Amount = 0, |
259 | 264 | ) -> Optional[float]:
|
260 | 265 | ...
|
261 | 266 | ```
|
| 267 | + |
| 268 | +{% include_relative _inline/pe/direct_alpha.md %} |
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