qfinlib 0.1.0

A comprehensive quantitative finance library

qfinlib

A comprehensive quantitative finance library for Python.

Overview

qfinlib provides a complete toolkit for quantitative finance, including:

• Date handling: Serial dates, tenors, schedules, holiday calendars, day count fractions
• Mathematical utilities: Interpolation, solvers, statistics, auto-differentiation
• Market data: Curves, FX, rates, volatility, credit, inflation, bonds
• Financial instruments: Swaps, bonds, FRA, futures, options, CDS, FX forwards, deposits, ZCIS
• Valuation: Pricing engines for all instrument types
• Risk analytics: PV, DV01, gamma, theta, carry/roll, scenario analysis
• Calibration: Curve and volatility model calibration
• Models: Interest rate models (LGM, Hull-White)

Installation

pip install qfinlib

Quick Start

import qfinlib as qf

# Example usage coming soon

Documentation

See the docs/ directory for detailed documentation and tutorials.

Development

See CONTRIBUTING.md for development guidelines.

CI/CD

This project uses GitHub Actions for continuous integration and deployment:

• Tests run automatically on pull requests
• Package is automatically published to PyPI when merged to main

See .github/CI_SETUP.md for CI/CD setup instructions.

License

MIT License