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.
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?
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.
It is both unit-tested and integration-tested.
How to contribute?
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.
More instruments and tools shall be added in future. For general issues, flag them in the issues tab.
Refer to the examples.ipynb.