Interest rate instruments library
Project description
Why develop?
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Enhance modelling and computational complexity by moving from spreadsheets to a general-purpose programming language whose instructions can be run on a server if needed.
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Reduced complexity to be user-friendly but capturing most of the practical aspects of modelling interest rate instruments to be market consistent and realistic.
How is it developed?
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This open-source library has taken reference from QuantLib, the De facto standard library for quantitative finance to maintain a clean object model and to allow for future expansibility.
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It is both unit-tested and integration-tested.
How to use?
pip install interestRateInstrumentsLib
How to contribute?
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Please submit pull request or contact author if a bug is found. It would be easy to follow if a test case is provided with it.
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More instruments and tools shall be added in future. For general issues, flag them in the issues tab.
Illustrations
Refer to the examples.ipynb.
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