A fixed income library for trading interest rates
Project description
Rateslib
Rateslib is a state-of-the-art fixed income library designed for Python.
Its purpose is to provide advanced, flexible and efficient fixed income analysis
with a high level, well documented API.
The techniques and object interaction within rateslib were inspired by the requirements of multi-disciplined fixed income teams working, both cooperatively and independently, within global investment banks.
Licence
This library is released under a Creative Commons Attribution, Non-Commercial, No-Derivatives 4.0 International Licence.
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Read the documentation at rateslib.com/py
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