solvency2-data
Python 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.
- Free software: MIT/X license
- Documentation: https://solvency2-data.readthedocs.io/en/latest/.
Features
Here is what the package does:
- Downloading and extracting the zip-files from the EIOPA website
- Store the financial data in a local database
- Reading the term structures from Excel-files into Pandas DataFrames
- Deriving term structures for EIOPA's the new extrapolation method
Note that the implementation of EIOPA's new extrapolation method has not been approved by EIOPA.
Contributors
- Willem Jan Willemse https://codeberg.org/wjwillemse
- Peter Davidson https://github.com/pdavidsonFIA
1 maintainer
Metadata
1 maintainer
Release files for solvency2-data 0.5.0
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Source distribution (sdist)
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| solvency2_data-0.5.0.tar.gz | 25.6 kB | Without provenance | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| solvency2_data-0.5.0-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 53.7 kB
Release files / solvency2_data-0.5.0.tar.gz
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