rateslib


Namerateslib JSON
Version 1.2.2 PyPI version JSON
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home_pageNone
SummaryA fixed income library for trading interest rates
upload_time2024-05-31 19:49:35
maintainerNone
docs_urlNone
authorJ H M Darbyshire
requires_python>=3.9
licenseNone
keywords interest rate derivatives swaps bonds fixed income
VCS
bugtrack_url
requirements numpy pandas matplotlib pytest coverage sphinx sphinx-automodapi pydata-sphinx-theme black flake8 mypy jupyterlab
Travis-CI No Travis.
coveralls test coverage No coveralls.
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# 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.

Its design objective is to be able to create a self-consistent, arbitrage free
framework for pricing all aspects of fixed income trading, such as spot FX, FX forwards,
single currency securities and derivatives like fixed rate bonds and IRSs, and also
multi-currency derivatives such as FX swaps and cross-currency swaps. Options,
swaptions and inflation are also under consideration for future development.

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 a **Creative Commons Attribution, Non-Commercial,
No-Derivatives 4.0 International Licence**.


Get Started
===========

Read the documentation at 
[Rateslib Read-the-Docs](https://rateslib.readthedocs.io/en/latest/)







            

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