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PyFinancial — Financial Computing Library

A Python-based financial computing project focused on implementing and experimenting with financial calculations, reusable financial functions, software components, and mathematical models.

The repository brings together the PyFinancialLibrary, unit tests, research/monograph materials, and additional financial-calculation experiments. It was originally exported from the former Google Code pyfinancial project.

Overview

The project explores how financial and mathematical models can be implemented as reusable software components.

The main library is organized as a Python project with dedicated source code and unit-test directories:

PyFinancialLibrary/
├── lib/
├── src/
│   └── financialLibrary/
├── test/
│   └── unit/
├── LICENSE
├── .project
└── .pydevproject

This separation between implementation and testing provides a foundation for developing reusable financial software.

Main Components

PyFinancialLibrary

The core component of the repository is PyFinancialLibrary.

It contains:

  • Financial calculation implementations
  • Reusable Python modules
  • Unit tests
  • Library artifacts
  • Project configuration

The source code is located under:

PyFinancialLibrary/src/financialLibrary

while unit tests are maintained under:

PyFinancialLibrary/test/unit

Financial Computing

The project focuses on implementing financial calculations programmatically, providing a software-oriented approach to mathematical and financial models.

The architecture can be represented as:

             Financial Model
                    │
                    ▼
          Mathematical Formula
                    │
                    ▼
             Python Function
                    │
                    ▼
          Financial Calculation
                    │
                    ▼
            Reusable Module
                    │
                    ▼
              Unit Tests

This approach allows financial formulas and models to be transformed into reusable and testable software components.

Testing

The library includes a dedicated unit-testing structure:

test/
└── unit/

This demonstrates an emphasis on validating individual financial functions and components independently.

Unit testing is particularly important for financial software because small numerical or implementation errors can propagate into larger calculations.

Research & Academic Work

The repository also contains a monografia directory with academic and research materials related to the project.

It includes:

  • LaTeX source files
  • PDF documentation
  • Mathematical diagrams
  • Architecture diagrams
  • Python source files
  • References
  • Experimental results
  • Screenshots and figures

The research directory contains files such as TrabalhoMC.tex, funcao.py, model.jpg, arquitetura.jpg, and several diagrams and result tables.

This makes the repository more than a simple software implementation: it also documents the research and mathematical foundations behind the computational work.

Financial Calculation Experiments

The repository includes additional study material under:

study/
└── FelipeCalc/
    └── src/
        ├── main.py
        └── calcsample/

This component represents an additional experimental environment for financial calculations and Python application development.

Architecture

A conceptual view of the project is:

                    PyFinancial
                        │
          ┌─────────────┼─────────────┐
          │             │             │
          ▼             ▼             ▼
    Financial       Research       Study
     Library       /Monograph    Projects
          │             │             │
          ▼             ▼             ▼
      Python        Mathematical   Financial
      Modules         Models       Calculations
          │
          ▼
     Unit Tests

Engineering Concepts

This project demonstrates several software engineering concepts that are relevant to financial applications.

Reusable Components

Financial calculations are organized into reusable Python modules rather than being implemented only as isolated scripts.

Separation of Concerns

The repository separates:

  • Source code
  • Unit tests
  • Library artifacts
  • Research documentation
  • Experimental projects

Testability

The dedicated unit-test structure allows financial calculations to be validated independently.

Mathematical Modeling

The project connects mathematical and financial models with executable Python implementations.

Academic-to-Software Translation

The monograph materials document the transition from mathematical concepts and research into executable software.

Project Structure

pyfinancial/
│
├── PyFinancialLibrary/
│   ├── lib/
│   ├── src/
│   │   └── financialLibrary/
│   ├── test/
│   │   └── unit/
│   ├── LICENSE
│   ├── .project
│   └── .pydevproject
│
├── monografia/
│   ├── documentacaoFormulas/
│   ├── files/
│   ├── TrabalhoMC.tex
│   ├── TrabalhoMC.pdf
│   ├── funcao.py
│   ├── model.jpg
│   ├── arquitetura.jpg
│   └── ...
│
├── study/
│   └── FelipeCalc/
│       └── src/
│           ├── calcsample/
│           └── main.py
│
├── .project
└── .pydevproject

The repository currently contains 171 commits and was originally exported from code.google.com/p/pyfinancial.

Technology

Technology / Concept Purpose
Python Financial computation and application logic
Unit Testing Validation of financial functions
Mathematical Modeling Definition of financial calculations
LaTeX Academic and mathematical documentation
Java/Python IDE project files Development environment configuration
Git Version control

Professional Relevance

The project demonstrates an important intersection between:

Software Engineering

  • Modular programming
  • Reusable components
  • Unit testing
  • Source-code organization

Financial Computing

  • Financial mathematics
  • Numerical calculations
  • Mathematical models
  • Computational finance

Research & Development

  • Mathematical modeling
  • Academic documentation
  • Experimental implementation
  • Software prototyping

These foundations are transferable to modern areas such as:

  • Financial Data Engineering
  • FinTech
  • Quantitative Analytics
  • Risk Analytics
  • Financial Modeling
  • Data Science
  • Python-based financial applications

Evolution

This repository represents an earlier stage of my software development and financial-computing experience.

The concepts explored here provide a foundation for more recent work involving:

Financial Computing
        │
        ▼
Python Development
        │
        ▼
Data Engineering
        │
        ▼
Data Integration
        │
        ▼
AI & Generative AI

The progression demonstrates how software development, mathematical modeling, and data engineering can converge into modern data-driven applications.

Author

Ruben Cruz

Data Engineering | Data Integration | Python | Financial Computing | Data Analytics | AI Integration

GitHub: https://github.com/rubencruz

About

Python-based financial computing project focused on reusable financial calculations, mathematical modeling, unit testing, and software development. Includes the PyFinancialLibrary, academic research and mathematical documentation, and additional financial calculation experiments.

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