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Personal library for finantial calculations

Project description

fintoolsom

Finantial calculations related library meant for personal use.

Contents:

  • Fixed Income (function can contain more than one input):
    • Bonds
    • Chilean Bonds
    • Chilean Deposits (under development)
  • Rates (function can contain more than one input):
    • Rate objecte: interest calculation, rate convention convertions
    • Zero Coupon Curve object
  • Dates (uses external libraries for performance, but handles different kind of inputs/outputs):
    • Add standard tenors (1D, 1M, 1W, 2Y, ...)
    • Day Count conventions (Actual, Days30, Days30E, Days30U, Days30ISDA, etc...)
    • etc...

Install instructions:

Easly install with pip. See https://pypi.org/project/fintoolsom/

pip install fintoolsom

Requirements:

  • Python: >=3.8
  • Packages: numpy python-dateutil mathsom

Project details


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