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
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.
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
Project details
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