Skip to main content
Help us improve PyPI by participating in user testing. All experience levels needed!

Functions for fixed-income pricing and risk management

Project description

This module has been created to provide functions that are useful in pricing and risk management of fixed-income securities. The goal is to break-down complex quantitative financial calculations into easy-to-understand functions as much as possible.

To begin with, there are two functions:
duration: calculates the Macaulay and Modified Durations. bondprice: provides an estimated price for a security for a given basis point change.

More functions will be added periodically.

Project details

Release history Release notifications

This version
History Node


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Filename, size & hash SHA256 hash help File type Python version Upload date
quantfns-1.0.0.tar.gz (1.4 kB) Copy SHA256 hash SHA256 Source None Apr 18, 2014

Supported by

Elastic Elastic Search Pingdom Pingdom Monitoring Google Google BigQuery Sentry Sentry Error logging CloudAMQP CloudAMQP RabbitMQ AWS AWS Cloud computing Fastly Fastly CDN DigiCert DigiCert EV certificate StatusPage StatusPage Status page