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 (first date available is 05-06-1991)
df_di_raw = yd.di(reference_date='2023-12-28', raw=True)
# Get DI processed data from B3 (default)
df_di = yd.di(reference_date='2023-12-28')
Example Output
Below is an example of the output from PYield when fetching DI data from B3 for the reference date of 28-12-2023:
contract_code expiration bdays ... last_bid last_offer settlement_rate
F24 2024-01-02 2 ... 11.636 11.650 11.634
G24 2024-02-01 24 ... 11.644 11.646 11.648
H24 2024-03-01 43 ... - 11.426 11.425
J24 2024-04-01 63 ... 11.285 11.290 11.290
K24 2024-05-02 85 ... - - 11.121
M24 2024-06-03 106 ... 10.900 11.000 10.960
... ... ... ... ... ... ...
F33 2033-01-03 2260 ... 10.350 10.380 10.363
F34 2034-01-02 2511 ... - - 10.365
F35 2035-01-02 2759 ... - - 10.389
F36 2036-01-02 3008 ... - - 10.395
F37 2037-01-02 3261 ... - - 10.414
F38 2038-01-04 3510 ... - - 10.414
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.
Project details
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.