qfinlib 0.2.0

A comprehensive quantitative finance library

qfinlib

A comprehensive quantitative finance library for Python.

Disclaimer

This repository contains personal, educational research only. It is not related to any professional role, employer, or investment activity. All material is based on public information.

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