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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.

Illustrations

Refer to the examples.ipynb.

Project details


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Files for interestRateInstrumentsLib, version 0.4.0
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