Fixed GBM Process code

.gitignore

@@ -8,6 +8,8 @@
 
 # PYTHON AND JUPYTER FILES
 build/
+*.png
+*.jpeg
 env/
 .venv/
 develop-eggs/
@@ -130,5 +132,5 @@ fabric.properties
 
 #MacOS Files
 .DS_Store
-docs/FinancePyManual.fls
-*.dvi
+docs/FinancePyManual.fls
+*.dvi

book/ALL FINANCEPY/README.md

@@ -0,0 +1,9 @@
+# Using FinancePy in a Jupyter Notebook
+
+Once financepy has been installed, it is easy to get started.
+
+Just download the project and examine the set of Jupyter Notebooks in this notebooks folder.
+
+These have been organised according to the same directory structure as the project.
+
+A pdf manual describing all of the functions can be found in the project directory.

book/ALL FINANCEPY/cleanErrors.bat

@@ -0,0 +1 @@
+del /S ERROR_*.ipynb

book/ALL FINANCEPY/finutils/FINCALENDAR_IntroductionToUsingCalendars.ipynb

@@ -0,0 +1,287 @@
+{
+ "cells": [
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "# USING CALENDARS"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 4,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "from financepy.utils import *"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "We can see what calendars are available"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 5,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "CalendarTypes.NONE\n",
+      "CalendarTypes.WEEKEND\n",
+      "CalendarTypes.AUSTRALIA\n",
+      "CalendarTypes.CANADA\n",
+      "CalendarTypes.FRANCE\n",
+      "CalendarTypes.GERMANY\n",
+      "CalendarTypes.ITALY\n",
+      "CalendarTypes.JAPAN\n",
+      "CalendarTypes.NEW_ZEALAND\n",
+      "CalendarTypes.NORWAY\n",
+      "CalendarTypes.SWEDEN\n",
+      "CalendarTypes.SWITZERLAND\n",
+      "CalendarTypes.TARGET\n",
+      "CalendarTypes.UNITED_STATES\n",
+      "CalendarTypes.UNITED_KINGDOM\n"
+     ]
+    }
+   ],
+   "source": [
+    "for e in CalendarTypes:\n",
+    "    print(e)"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "# Holiday Lists"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 6,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# Specify US holiday calendar\n",
+    "calUS = Calendar(CalendarTypes.UNITED_STATES)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 7,
+   "metadata": {
+    "scrolled": false
+   },
+   "outputs": [
+    {
+     "data": {
+      "text/plain": [
+       "['01-JAN-2019',\n",
+       " '21-JAN-2019',\n",
+       " '18-FEB-2019',\n",
+       " '27-MAY-2019',\n",
+       " '04-JUL-2019',\n",
+       " '02-SEP-2019',\n",
+       " '14-OCT-2019',\n",
+       " '11-NOV-2019',\n",
+       " '28-NOV-2019',\n",
+       " '25-DEC-2019']"
+      ]
+     },
+     "execution_count": 7,
+     "metadata": {},
+     "output_type": "execute_result"
+    }
+   ],
+   "source": [
+    "calUS.get_holiday_list(2019)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 8,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# Specify UK holiday calendar\n",
+    "calUK = Calendar(CalendarTypes.UNITED_KINGDOM)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 9,
+   "metadata": {},
+   "outputs": [
+    {
+     "data": {
+      "text/plain": [
+       "['01-JAN-2019',\n",
+       " '19-APR-2019',\n",
+       " '22-APR-2019',\n",
+       " '06-MAY-2019',\n",
+       " '27-MAY-2019',\n",
+       " '26-AUG-2019',\n",
+       " '25-DEC-2019',\n",
+       " '26-DEC-2019']"
+      ]
+     },
+     "execution_count": 9,
+     "metadata": {},
+     "output_type": "execute_result"
+    }
+   ],
+   "source": [
+    "calUK.get_holiday_list(2019)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 10,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# Specify EUROPEAN TARGET holiday calendar\n",
+    "calEU = Calendar(CalendarTypes.TARGET)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 11,
+   "metadata": {},
+   "outputs": [
+    {
+     "data": {
+      "text/plain": [
+       "['01-JAN-2019',\n",
+       " '19-APR-2019',\n",
+       " '22-APR-2019',\n",
+       " '01-MAY-2019',\n",
+       " '25-DEC-2019',\n",
+       " '26-DEC-2019']"
+      ]
+     },
+     "execution_count": 11,
+     "metadata": {},
+     "output_type": "execute_result"
+    }
+   ],
+   "source": [
+    "calEU.get_holiday_list(2019)"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "## Easter Monday"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 12,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "22-APR-2019\n"
+     ]
+    }
+   ],
+   "source": [
+    "print(calEU.easter_monday(2019))"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 13,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "02-APR-2018\n"
+     ]
+    }
+   ],
+   "source": [
+    "print(calEU.easter_monday(2018))"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 14,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "17-APR-2017\n"
+     ]
+    }
+   ],
+   "source": [
+    "print(calEU.easter_monday(2017))"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 15,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "28-MAR-2016\n"
+     ]
+    }
+   ],
+   "source": [
+    "print(calEU.easter_monday(2016))"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "Copyright (c) 2020 Dominic O'Kane"
+   ]
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "Python 3 (ipykernel)",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.10.13"
+  },
+  "vscode": {
+   "interpreter": {
+    "hash": "bf723d6cfadaef99605cbe395b066743a854874e8c7ea88f8e08ad90fcfaf87e"
+   }
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 2
+}