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Python library for discounting cashflows.

Project description

A Python library for generating discounted cashflows. Typical banking business methods are provided like interpolation, compounding, discounting and fx.

Example Usage

from dcf import ZeroRateCurve

>>> ZeroRateCurve([20140101, 20160101], [.03, .05]).get_zero_rate(20140101, 20150101)
0.04

Install

The latest stable version can always be installed or updated via pip:

$ pip install businessdate

If the above fails, please try easy_install instead:

$ easy_install businessdate

Examples

# Simplest example possible

Development Version

The latest development version can be installed directly from GitHub:

$ pip install --upgrade git+https://github.com/pbrisk/dcf.git

Contributions

Issues and Pull Requests are always welcome.

License

Code and documentation are available according to the Apache Software License (see LICENSE).

Download files

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Filename, size & hash SHA256 hash help File type Python version Upload date
dcf-0.2-py2-none-any.whl (14.1 kB) Copy SHA256 hash SHA256 Wheel py2 Jul 7, 2017
dcf-0.2.tar.gz (15.9 kB) Copy SHA256 hash SHA256 Source None Jul 7, 2017

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