Skip to main content
Join the official 2020 Python Developers SurveyStart the survey!

Interest rate instruments library

Project description

Why develop?

  1. 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.

  2. 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?

  1. 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.

  2. It is both unit-tested and integration-tested.

How to use?

pip install interestRateInstrumentsLib

How to contribute?

  1. 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.

  2. More instruments and tools shall be added in future. For general issues, flag them in the issues tab.


Refer to the examples.ipynb.

Project details

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Files for interestRateInstrumentsLib, version 0.4.0
Filename, size File type Python version Upload date Hashes
Filename, size interestRateInstrumentsLib-0.4.0-py3-none-any.whl (23.8 kB) File type Wheel Python version py3 Upload date Hashes View
Filename, size interestRateInstrumentsLib-0.4.0.tar.gz (13.0 kB) File type Source Python version None Upload date Hashes View

Supported by

Pingdom Pingdom Monitoring Google Google Object Storage and Download Analytics Sentry Sentry Error logging AWS AWS Cloud computing DataDog DataDog Monitoring Fastly Fastly CDN DigiCert DigiCert EV certificate StatusPage StatusPage Status page