Interest rate instruments library
Project description
Why develop?
-
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.
-
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?
-
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.
-
It is both unit-tested and integration-tested.
How to use?
pip install interestRateInstrumentsLib
How to contribute?
-
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.
-
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
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
Built Distribution
Hashes for interestRateInstrumentsLib-0.4.0.tar.gz
Algorithm | Hash digest | |
---|---|---|
SHA256 | e149512e83707b38a3bdd5e9a3bb68f36cea0bfb80b482191819270461a85b21 |
|
MD5 | 088e36f5b5655292f50d74e639fe135b |
|
BLAKE2b-256 | 93edd79375d63e65a746e46ab47443246e64d8497ebf74e638bb27ec6ef9009b |
Hashes for interestRateInstrumentsLib-0.4.0-py3-none-any.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | 663a308c9542ea7724b730193ed2b31c5d8adb2e87ee948c201e4b16fccfd8ca |
|
MD5 | c5dfd8ae22cd95e9e8b268431d609837 |
|
BLAKE2b-256 | d8fac09a37eacdad269d9716f9fe11612c457d5cfca3868f55ce2890377da962 |