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 specific Dual Licensing Terms - Source-Available Non-Commercial Licence and Commercial Subscription Licence. See latest licence
This project is source-available, not open source. Commercial use requires a paid licence.
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Read the documentation at rateslib.com/py
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