gs-quant
OfficialGS Quant: price, risk, and portfolio workflows
Authorgoldmansachs
Version1.0.0
Installs0
System Documentation
What problem does it solve?
gs_quant is a Python toolkit that unifies core workflows for quantitative analysis, enabling streamlined session management, instrument construction, portfolio building, historical and live pricing, and result extraction.
Core Features & Use Cases
- Establish authenticated sessions with GsSession.use() to price instruments and portfolios.
- Build and resolve instruments, query data, price across historical or live market data, and extract risk measures.
- Use with Portfolio to price or summarize risk across multiple instruments and portfolios.
Quick Start
Create a session with your credentials and price a simple IRSwap to see values and risk.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: gs-quant Download link: https://github.com/goldmansachs/gs-quant/archive/main.zip#gs-quant Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
Agent Skills Search Helper
Install a tiny helper to your Agent, search and equip skill from 471,000+ vetted skills library on demand.