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Mastering Python for Finance

You're reading from   Mastering Python for Finance Understand, design, and implement state-of-the-art mathematical and statistical applications used in finance with Python

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Product type Paperback
Published in Apr 2015
Publisher Packt
ISBN-13 9781784394516
Length 340 pages
Edition 1st Edition
Languages
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Toc

Table of Contents (12) Chapters Close

Preface 1. Python for Financial Applications FREE CHAPTER 2. The Importance of Linearity in Finance 3. Nonlinearity in Finance 4. Numerical Procedures 5. Interest Rates and Derivatives 6. Interactive Financial Analytics with Python and VSTOXX 7. Big Data with Python 8. Algorithmic Trading 9. Backtesting 10. Excel with Python Index

Building a COM server


In this section, we are concerned with building the server component of the COM interface. We will first take a look at the prerequisites for building the server components using Python. Then, we will proceed to build an option pricing the COM server using some of the topics we covered in Chapter 4, Numerical Procedures.

Prerequisites

The COM interface is an industry standard by Microsoft; therefore, the following software is required to complete this tutorial:

  • Microsoft Windows XP operating system or later

  • Microsoft Excel 2003 or later

  • Python 2.7 or later with SciPy and NumPy packages

  • The pythoncom module

Getting the pythoncom module

The pythoncom module contains Python extensions for Microsoft Windows. The files are available freely as pywin32 on SourceForge at http://sourceforge.net/projects/pywin32/files/. To download the executable file, navigate to the pywin32 folder, and select the latest available build. Download the installer executable that is compatible with your...

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