A Python library for generating discounted cashflows.
Project description
Python library dcf
A Python library for generating discounted cashflows (dcf). Typical banking business methods are provided like interpolation, compounding, discounting and fx.
Example Usage
from datetime import date
from dcf import ZeroRateCurve
>>> start = date(2014,1,1)
>>> mid = date(2015,1,1)
>>> end = date(2016,1,1)
>>> ZeroRateCurve([start, end], [.03, .05]).get_zero_rate(start, mid)
0.04
>>> ZeroRateCurve([start, end], [.03, .05]).get_discount_factor(start, mid)
0.9607894392
Install
The latest stable version can always be installed or updated via pip:
$ pip install dcf
Development Version
The latest development version can be installed directly from GitHub:
$ pip install --upgrade git+https://github.com/sonntagsgesicht/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
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
dcf-0.3.tar.gz
(22.1 kB
view hashes)
Built Distribution
dcf-0.3-py3-none-any.whl
(24.4 kB
view hashes)