Eddie Hebert a29e0c40b6 MAINT: Reduce the number of minutes included in risk index. ...

Instead of midnight to midnight for each day, use the trading
environment's market open and close for each day, so that the index
is exactly the trading minutes of each day.

Reduces the amount of memory consumed, but more importantly should
make it easier to inspect the Series that use the index and check
whether the values are correctly being filled.

2013-09-25 16:24:01 -04:00

..

__init__.py

MAINT: Break period and cumulative risk metrics into submodules.

2013-08-06 17:49:19 -04:00

cumulative.py

MAINT: Reduce the number of minutes included in risk index.

2013-09-25 16:24:01 -04:00

period.py

STY: autopep8 codebase.

2013-08-08 16:46:44 -04:00

report.py

MAINT: Remove unused created member from risk report.

2013-09-16 20:59:22 -04:00

risk.py

MAINT: Switch treasury curves from Series to DataFrame.

2013-08-13 23:13:19 -04:00