Interest rate instruments library

pip install interestRateInstrumentsLib==0.4.0


Why develop?

  1. Enhance modelling and computational complexity by moving from spreadsheets to a general-purpose programming language whose instructions can be run on a server if needed.

  2. Reduced complexity to be user-friendly but capturing most of the practical aspects of modelling interest rate instruments to be market consistent and realistic.

How is it developed?

  1. This open-source library has taken reference from QuantLib, the De facto standard library for quantitative finance to maintain a clean object model and to allow for future expansibility.

  2. It is both unit-tested and integration-tested.

How to contribute?

  1. Please submit pull request or contact author if a bug is found. It would be easy to follow if a test case is provided with it.

  2. More instruments and tools shall be added in future. For general issues, flag them in the issues tab.


Refer to the examples.ipynb.