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.
1 maintainer
Metadata
1 maintainer
Release files for interestRateInstrumentsLib 0.4.0
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| interestRateInstrumentsLib-0.4.0.tar.gz | 13.0 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| interestRateInstrumentsLib-0.4.0-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 36.8 kB
Release files / interestRateInstrumentsLib-0.4.0.tar.gz
| Download URL | interestRateInstrumentsLib-0.4.0.tar.gz |
|---|---|
| Size | 13.0 kB |
| Tags | Source |
|
SHA-256 checksum How to use checksums |
e149512e83707b38a3bdd5e9a3bb68f36cea0bfb80b482191819270461a85b21
|
|
BLAKE2b-256 checksum How to use checksums |
93edd79375d63e65a746e46ab47443246e64d8497ebf74e638bb27ec6ef9009b
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/3.2.0 pkginfo/1.5.0.1 requests/2.24.0 setuptools/47.3.1 requests-toolbelt/0.9.1 tqdm/4.46.1 CPython/3.7.3
|
Release files / interestRateInstrumentsLib-0.4.0-py3-none-any.whl
| Download URL | interestRateInstrumentsLib-0.4.0-py3-none-any.whl |
|---|---|
| Size | 23.8 kB |
| Tags | Python 3 |
|
SHA-256 checksum How to use checksums |
663a308c9542ea7724b730193ed2b31c5d8adb2e87ee948c201e4b16fccfd8ca
|
|
BLAKE2b-256 checksum How to use checksums |
d8fac09a37eacdad269d9716f9fe11612c457d5cfca3868f55ce2890377da962
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/3.2.0 pkginfo/1.5.0.1 requests/2.24.0 setuptools/47.3.1 requests-toolbelt/0.9.1 tqdm/4.46.1 CPython/3.7.3
|
