A Python library for analysis of fixed income instruments in Brazil
Project description
PYield: Brazilian Fixed Income Analysis Library
Introduction
Welcome to PYield, a Python library designed for the analysis of fixed income instruments in Brazil. This library is tailored for financial analysts, researchers, and enthusiasts interested in the Brazilian fixed income market. Leveraging the power of popular Python libraries like Pandas and Requests, PYield simplifies the process of obtaining and processing data from key sources such as Tesouro Nacional (TN), Banco Central (BC), ANBIMA, and B3.
Features
- Data Collection: Automated fetching of data from TN, BC, ANBIMA, and B3.
- Data Processing: Efficient processing and normalization of fixed income data.
- Analysis Tools: Built-in functions for common analysis tasks in fixed income markets.
- Easy Integration: Seamless integration with Python data analysis workflows.
Installation
You can install PYield using pip:
pip install pyield
Usage
Here is a quick example of how to use PYield:
import pyield as yd
# Get DI raw data from B3
df_di_raw = yd.di(reference_date='15-12-2023', raw=True)
# Get DI processed data from B3 (default)
df_di = yd.di(reference_date='15-12-2023')
Example Output
Below is an example of the output from PYield when fetching DI data from B3 for the reference date of 26-12-2023:
contract_code maturity bdays ... closing_rate last_bid last_offer settlement_rate
F24 2024-01-01 4 ... 11.642 11.642 11.646 11.644
G24 2024-02-01 26 ... 11.650 11.648 11.652 11.652
H24 2024-03-01 45 ... 11.440 11.432 11.440 11.436
J24 2024-04-01 65 ... 11.300 11.290 11.300 11.300
K24 2024-05-01 87 ... 11.140 - 11.140 11.133
M24 2024-06-01 108 ... 10.965 10.950 10.965 10.955
... ... ... ... ... ... ... ...
F33 2033-01-01 2262 ... 10.330 10.320 10.340 10.331
F34 2034-01-01 2513 ... 10.330 10.290 10.390 10.320
F35 2035-01-01 2761 ... - 9.990 - 10.344
F36 2036-01-01 3010 ... - - - 10.363
F37 2037-01-01 3263 ... - - - 10.382
F38 2038-01-01 3512 ... - 10.380 - 10.382
Documentation
For detailed documentation on all features and functionalities, please visit PYield Documentation. Contributing
Contributions to PYield are welcome! Please read our Contributing Guidelines for details on how to submit pull requests, report issues, or suggest enhancements. License
PYield is licensed under the MIT License. Acknowledgments
PYield was developed with the support of the Python community and financial analysts in Brazil. Special thanks to the maintainers of Pandas and Requests for their invaluable libraries.
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