What are your "must-have" Python Packages for Finance?

finance, python, scientific-computing

Solution

Stefano Taschini's "Interval Arithmetic: Python Implementation and Applications" presented at Scipy 2008 (see here) can be precious, as it can show the range of numerical uncertainty of your computations (so you avoid decisions based on too-fragile input data or equations).

Since Stefano works at Altis Investment Management AG in Zurich, I'm pretty certain he developed and uses his pyinterval package in a finance context, although of course it's just a general-purpose tool, perfectly usable in other fields as well.

Problem

With the recent SEC proposal requiring that most Asset-Backed Securities issuers file a python computer program to document the flow of funds (or waterfall) provisions of the transaction, I thought it timely to ask what you thought the "Must-Have" Python Packages for Finance would be. PS: apart from answering here, please also consider answering this survey. Update: Survey results here.

Original source