Free finance software for linux

Finance::BDT is a Perl module that implements BDT yield curve model.

SYNOPSIS

use Finance::BDT;
use Data::Dumper
my @y = (0, 0.0283, 0.029, 0.0322, 0.0401, 0.0435, 0.0464, 0.0508, 0.0512); ## YTM on strips
my $vol = 0.20; ## constant volatility
my $epsilon = 0.01;
my ($r, $d, $A) = Finance::BDT::bdt( -yields => @y, -epsilon => $epsilon, -volatility => $vol );
print "Short Rates: n", Dumper $r;
print "Discount Prices: n", Dumper $d;
print "Asset State Prices: n", Dumper $A;

ABSTRACT

Sample implementation of Black-Derman-Toy model.

Finance::BDT implements a constant volatility Black-Derman-Toy model in Perl. Not that you should be building your curves in perl, but now you can. The current implementation works with constant volatility but I am testing a version which allows you to pass in a term structure of volatilities. The input is the zero curve (as observed yields), a constant volatility, and a limit for the numerical solution. The function returns the interest rate tree as a list of lists (first index being the time period, and second being the position with the lowest rate having index 0). Three trees are returned: the short rates at each period, the discount prices and most importantly the state prices.

The examples directory has an untested sample implementation in C for the brave.

Finance::Quote is a Perl module to get stock and mutual fund quotes from various exchanges.

SYNOPSIS

use Finance::Quote;
$q = Finance::Quote->new;

$q->timeout(60);

$conversion_rate = $q->currency("AUD","USD");
$q->set_currency("EUR"); # Return all info in Euros.

$q->require_labels(qw/price date high low volume/);

$q->failover(1); # Set failover support (on by default).

%quotes = $q->fetch("nasdaq",@stocks);
$hashref = $q->fetch("nyse",@stocks);

This module gets stock quotes from various internet sources, including Yahoo! Finance, Fidelity Investments, and the Australian Stock Exchange. There are two methods of using this module -- a functional interface that is depreciated, and an object-orientated method that provides greater flexibility and stability.

With the exception of straight currency exchange rates, all information is returned as a two-dimensional hash (or a reference to such a hash, if called in a scalar context). For example:

%info = $q->fetch("australia","CML");
print "The price of CML is ".$info{"CML","price"};

The first part of the hash (eg, "CML") is referred to as the stock. The second part (in this case, "price") is referred to as the label.

Top level aggregator that will select a default lineup of site instances default lineup of site instancesof site instancesof site instancesof site instances from which to retrieve quotes.
Other than the default lineup, this module behaves identically to whichever site-specific module is first in the lineup. See below for site-specific modules.
METHODS
The basic user interface consists of several methods, as seen in the example above. Those methods are:
quotes()
Returns a list of rows (or a reference to an array containing those rows, if in scalar context). Each row contains the Symbol, Date, Open, High, Low, Close, and Volume for that date. Optionally, if non-adjusted values were requested, their will be an extra element at the end of the row for the Adjusted closing price.
dividends()
Returns a list of rows (or a reference to an array containing those rows, if in scalar context). Each row contains the Date and amount of the Dividend, in that order.
splits()
Returns a list of rows (or a reference to an array containing those rows, if in scalar context). Each row contains the Date, Post split shares, and Pre split shares, in that order.
source($ticker, $target)
Each of these methods displays which site-specific class actually retrieved the information, if any, for a particular ticker symbol and target such as quote (default), dividend, or split.
Enhancements:
- The internal structure was changed to use date iterators where appropriate.
- The documentation was fixed for MSN.
- Various minor edge cases were fixed.

Finance::YahooQuote is a Perl module that can get stock quotes from Yahoo! Finance.

SYNOPSIS

use Finance::YahooQuote;
# setting TIMEOUT and PROXY is optional
$Finance::YahooQuote::TIMEOUT = 60;
$Finance::YahooQuote::PROXY = "http://some.where.net:8080";
@quote = getonequote $symbol; # Get a quote for a single symbol
@quotes = getquote @symbols; # Get quotes for a bunch of symbols
useExtendedQueryFormat(); # switch to extended query format
useRealtimeQueryFormat(); # switch to real-time query format
@quotes = getquote @symbols; # Get quotes for a bunch of symbols
@quotes = getcustomquote(["DELL","IBM"], # using custom format
["Name","Book Value"]); # note array refs

This module gets stock quotes from Yahoo! Finance. The getonequote function will return a quote for a single stock symbol, while the getquote function will return a quote for each of the stock symbols passed to it. getcustomquote allows to specify a format other than the default to take advantage of the extended range of available information.

The download operation is efficient: only one request is made even if several symbols are requested at once. The return value of getonequote is an array, with the following elements:

0 Symbol
1 Company Name
2 Last Price
3 Last Trade Date
4 Last Trade Time
5 Change
6 Percent Change
7 Volume
8 Average Daily Vol
9 Bid
10 Ask
11 Previous Close
12 Todays Open
13 Days Range
14 52-Week Range
15 Earnings per Share
16 P/E Ratio
17 Dividend Pay Date
18 Dividend per Share
19 Dividend Yield
20 Market Capitalization
21 Stock Exchange

If the extended format has been selected, the following fields are also retrieved:

22 Short ratio
23 1yr Target Price
24 EPS Est. Current Yr
25 EPS Est. Next Year
26 EPS Est. Next Quarter
27 Price/EPS Est. Current Yr
28 Price/EPS Est. Next Yr
29 PEG Ratio
30 Book Value
31 Price/Book
32 Price/Sales
33 EBITDA
34 50-day Moving Avg
35 200-day Moving Avg
If the real-time format has been selected, the following fields are also retrieved:
36 Ask (real-time)
37 Bid (real-time)
38 Change in Percent (real-time)
39 Last trade with time (real-time)
40 Change (real-time)
41 Day range (real-time)
42 Market-cap (real-time)

The getquote function returns an array of pointers to arrays with the above structure.
The getonequote function returns just one quote, rather than an array. It returns a simple array of values for the given symbol.

The setQueryString permits to supply a new query string that will be used for subsequent data requests.

The useExtendedQueryFormat and useRealtimeQueryFormat are simpler interfaces which append symbols to the default quote string, as detailed above.

The getcustomquote returns an array of quotes corresponding to values for the symbols supplied in the first array reference, and the custom fields supplied in the second array reference. Here the custom fields correspond to the named fields of the list below.

Beyond stock quotes, Finance::YahooQuote can also obtain quotes for currencies (from the Philadephia exchange -- however Yahoo! appears to have stopped to support the currency symbols in a reliable manner), US mutual funds, options on US stocks, several precious metals and quite possibly more; see the Yahoo! Finance website for full information. Finance::YahooQuote can be used for stocks from the USA, Canada, various European exchanges, various Asian exchanges (Singapore, Taiwan, HongKong, Kuala Lumpur, ...) Australia and New Zealand. It should work for other markets supported by Yahoo.

You may optionally override the default LWP timeout of 180 seconds by setting $Finance::YahooQuote::TIMEOUT to your preferred value.

You may also provide a proxy (for the required http connection) by using the variable $Finance::YahooQuote::PROXY. Furthermore, authentication-based proxies can be used by setting the proxy user and password via the variables $Finance::YahooQuote::PROXYUSER and $Finance::YahooQuote::PROXYPASSWD.

Two example scripts are provided to help with the mapping a stock symbols as well as with Yahoo! Finance server codes. The regression tests scripts in the t/ subdirectory of the source distribution also contain simple examples.

Finance::Bank::HDFC project provides an interface to the HDFC netbanking service.

Finance::BeanCounter is a Perl module for stock portfolio performance functions.

Finance::BeanCounter provides functions to download, store and analyse stock market data.

Downloads are available of current (or rather: 15 or 20 minute-delayed) price and company data as well as of historical price data. Both forms can be stored in an SQL database (for which we currently default to PostgreSQL though MySQL is supported as well; furthermore any database reachable by means of an ODBC connection should work).

Analysis currently consists of performance and risk analysis. Performance reports comprise a profit-and-loss (or p/l in the lingo) report which can be run over arbitrary time intervals such as --prevdate friday six months ago --date yesterday -- in essence, whatever the wonderful Date::Manip module understands -- as well as dayendreport which defaults to changes in the last trading day. A risk report show parametric and non-parametric value-at-risk (VaR) estimates.

Most available functionality is also provided in the reference implementation beancounter, a convenient command-line script.

The API might change and evolve over time. The low version number really means to say that the code is not in its final form yet, but it has been in use for well over four years.

More documentation is in the Perl source code.

Finance::Bank::NetBranch is a Perl module that can manage your NetBranch accounts with Perl.

SYNOPSIS

use Finance::Bank::NetBranch;
my $nb = Finance::Bank::NetBranch->new(
url => https://nbp1.cunetbranch.com/valley/,
account => 12345,
password => abcdef,
);

my @accounts = $nb->accounts;

foreach (@accounts) {
printf "%20s : %8s : USD %9.2f of %9.2fn",
$_->name, $_->account_no, $_->available, $_->balance;
my $days = 20;
for ($_->transactions(from => time - (86400 * $days), to => time)) {
printf "%10s | %20s | %80s : %9.2f, %9.2fn",
$_->date->ymd, $_->type, $_->description, $_->amount, $_->balance;
}
}

This module provides a rudimentary interface to NetBranch online banking. This module was originally implemented to interface with Valley Communities Credit Unions page at https://nbp1.cunetbranch.com/valley/, but the behavior of the module is theoretically generalized to "NetBranch" type online access.

However, I do not have access to another NetBranch account with another bank, and so any feedback on the actual behavior of this module would be greatly appreciated.

You will need either Crypt::SSLeay or IO::Socket::SSL installed for HTTPS support to work.