def load_inputs(self, bool_print=False):
self.beta = stream_functions.compute_beta(self.benchmark, self.ric)
self.beta_usd = self.beta*self.delta
betas = [stream_functions.compute_beta(self.benchmark, hedge_ric) \
for hedge_ric in self.hedge_rics]
self.betas = np.asarray(betas).reshape([len(self.hedge_rics),1])
self.dataframe['ric'] = self.hedge_rics
self.dataframe['beta'] = self.betas
if bool_print:
print('------')
print('Input portfolio:')
print('Delta mnUSD for ' + self.ric + ' is ' + str(self.delta))
print('Beta for ' + self.ric + ' vs ' + self.benchmark + ' is ' + str(self.beta))
print('Beta mnUSD for ' + self.ric + ' vs ' + self.benchmark + ' is ' + str(self.beta_usd))
print('------')
print('Input hedges:')
for n in range(self.dataframe.shape[0]):
print('Beta for hedge[' + str(n) + '] = ' + self.dataframe['ric'][n] \
+ ' vs ' + self.benchmark + ' is ' + str(self.dataframe['beta'][n]))
def load_inputs(self, bool_print=False):
# portfolio input
self.beta = stream_functions.compute_beta(self.ric, self.benchmark)
self.beta_usd = self.beta * self.delta
# hedge input
hedge_betas = [stream_functions.compute_beta(hedge_ric, self.benchmark) \
for hedge_ric in self.hedge_rics]
self.dataframe['ric'] = self.hedge_rics
self.dataframe['beta'] = hedge_betas
# print inputs
if bool_print:
print('------')
print('Input portfolio:')
print('Delta mnUSD for ' + self.ric + ' is ' + str(self.delta))
print('Beta for ' + self.ric + ' vs ' + self.benchmark + ' is ' +
str(self.beta))
print('Beta mnUSD for ' + self.ric + ' vs ' + self.benchmark +
' is ' + str(self.beta_usd))
print('------')
print('Input hedges:')
for n in range(self.dataframe.shape[0]):
print('Beta for hedge[' + str(n) + '] = ' + self.dataframe['ric'][n] \
+ ' vs ' + self.benchmark + ' is ' + str(self.dataframe['beta'][n]))