fi-master

A python library for fixed-income data and valuation.

PYPI https://pypi.org/project/fimaster/

Usage:

To Install:

pip install fimaster

To Import:

from fimaster.data_api import get_yield_curve, get_yield_curve_by_dates

get yield curve data for a specific date, returns a pandas dataframe

data = get_yield_curve(2020, 11, 2)

get daily yield curve data for a month(just not to specifiy a day)

data = get_yield_curve(2020, 11)

for the whole year

data = get_yield_curve(2020)

get daily yield curve for dates specified:

get_yield_curve_by_dates([ <date1>, <date2>])

output example: