Linear Rates Quantitative Library package for Python
Project description
"# LineRaPy"
A quantitative libary for linear interest rates. It defines the type YieldCurve. An object can be constructed by passing the Python dictionary. The mandatory inputs are:
- ID - the identifier of the curve
- Value Date - the yield curves knowledge date
- Currency - the currency for which the yield curve is used
- Instruments - a list of tuples ("Generator", "Tenor", "Quote")
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