fi-master
A python library for fixed-income data and valuation.
https://pypi.org/project/fimaster/
PYPIUsage:
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: