fintoolsom
Finantial calculations related library, specialized in Chilean market, meant for personal use.
Fully implemented in Python.
Contents:
-
Fixed Income:
- Bonds (
get_irr,get_pv,get_dv01, ...) - Chilean Bonds (
get_amount,get_tera, ...) - Chilean Deposits
- Bonds (
-
Rates:
- Rate object: interest calculation, rate convention convertions
- Zero Coupon Curve object
-
Dates:
- Add standard tenors (1D, 1M, 1W, 2Y, ...)
- Day Count conventions (Actual, Days30, Days30E, Days30U, Days30ISDA, etc...)
- Generic Holidays:
MonthDayRule(4th of july),OrdinalWeekWeekdayRule(Third monday of february),easterand others... - Date Adjustment methods (Following, Modified Following, Preceding, Modified Preceding)
- Calendars
-
Derivatives: work in progress.
-
Models:
- Nelson-Siegel-Svensson curve calibration
Install instructions:
pip install fintoolsom
Or directly from source: pip install git+https://github.com/oliverm91/fintoolsom.git --upgrade
Requirements:
- Python: >=3.11
- Packages: numpy pandas scipy holidays python-dateutil
Development
This project uses uv for dependency management.
- Install dependencies (including dev tools):
uv sync - Run the test suite:
uv run pytest - Lint and format check:
uv run ruff check .anduv run ruff format --check .
1 maintainer
Release files for fintoolsom 0.7.1
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Source distribution (sdist)
| File | Size | Uploaded | |
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| fintoolsom-0.7.1.tar.gz | 123.8 kB | Details |
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| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| fintoolsom-0.7.1-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 191.1 kB
Release files / fintoolsom-0.7.1.tar.gz
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