Python library for discounting cashflows.
Project description
A fast, efficient 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).
Project details
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dcf-0.1-py2-none-any.whl
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