fintoolsom

Finantial calculations related library meant for personal use.

Contents:

• Fixed Income (function can contain more than one input):
  • Bonds
  • Chilean Bonds
  • Chilean Deposits (under development)
• Rates (function can contain more than one input):
  • Rate objecte: interest calculation, rate convention convertions
  • Zero Coupon Curve object
• Dates (uses external libraries for performance, but handles different kind of inputs/outputs):
  • Add standard tenors (1D, 1M, 1W, 2Y, ...)
  • Day Count conventions (Actual, Days30, Days30E, Days30U, Days30ISDA, etc...)
  • etc...

Install instructions:

Easly install with pip. See https://pypi.org/project/fintoolsom/

pip install fintoolsom

pip install git+https://github.com/oliverm91/fintoolsom.git --upgrade

Requirements:

• Python: >=3.11
• Packages: numpy scipy