dcf 0.2

Python library for discounting cashflows.

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).