gs_quant.timeseries.algebra.power¶
- power(x, y=1)[source]¶
Raise each element in series to power
- Parameters:
x (
Series) – timeseriesy (
float) – value
- Return type:
Series- Returns:
date-based time series of square roots
Usage
Raise each value in time series \(X_t\) to the power \(y\):
\(R_t = X_t^{y}\)
Examples
Generate price series and raise each value to the power 2:
>>> prices = generate_series(100) >>> power(prices, 2)
See also