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Package for reading the Solvency 2 Risk-Free Interest Rate Term Structures from the zip-files on the EIOPA website and deriving the term structures for alternative extrapolations

Project description

solvency2-data

Pypi Version Build Status Documentation Status License

Package for reading the Solvency 2 Risk-Free Interest Rate Term Structures from the zip-files on the EIOPA website and deriving the term structures for alternative extrapolations.

Features

Here is what the package does:

  • Downloading and extracting the zip-files from the EIOPA website
  • Reading the term structures from Excel-files into Pandas DataFrames
  • Deriving term structures with other parameters for alternative extrapolations

Overview

To install the package enter the following in the command prompt.

pip install solvency2-data

Credits

This package was created with Cookiecutter and the audreyr/cookiecutter-pypackage project template.

History

0.1.0 (2019-10-27)

  • Development releases.

0.1.1 (2019-11-6)

  • First release on PyPI.

0.1.3

  • First working version.

0.1.4 (2019-11-28)

  • Solvency 2 shocked curves added.

0.1.5 (2020-1-28)

  • Spreads from PD_Cod Excel file added

0.1.7 (2020-2-23)

  • Broken links from EIOPA website fixed

0.1.8 (2020-3-14)

  • Configuration file added to specify data directories

0.1.11 (2020-9-26)

  • Bug fixes

0.1.13 (2020-9-27)

  • Code satisfies Flake8
  • solvency2_data.cfg added to pypi package

Project details


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Files for solvency2-data, version 0.1.13
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