solvency2-data 0.1.12

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

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

0.1.12 (2020-9-27)

• Code satisfies Flake8

• solvency2_data.cfg added to pypi package