A fixed income library for trading interest rates

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  • Author: J H M Darbyshire
  • Tags interest rate , derivatives , swaps , bonds , fixed income
  • Requires: Python >=3.10
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rateslib
Python PyPi Conda Licence Status Coverage Code Style

Rateslib

Rateslib is a state-of-the-art fixed income library designed for Python. Its purpose is to provide advanced, flexible and efficient fixed income analysis with a high level, well documented API.

The techniques and object interaction within rateslib were inspired by the requirements of multi-disciplined fixed income teams working, both cooperatively and independently, within global investment banks.

Licence

This library is released under specific Dual Licensing Terms - Source-Available Non-Commercial Licence and Commercial Subscription Licence. See latest licence

This project is source-available, not open source. Commercial use requires a paid licence.

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Read the documentation at rateslib.com/py

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  • Author: J H M Darbyshire
  • Tags interest rate , derivatives , swaps , bonds , fixed income
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This version

2.7.1

2.7.0

2.6.0

2.5.1

2.5.0 yanked

Reason this release was yanked:

`FRA` initialisation errors corrected by 2.5.1

2.5.dev0 pre-release

2.1.1

2.1.0

2.0.1

2.0.0

1.8.0

1.7.0

1.6.0

1.5.0

1.4.1

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