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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 a Creative Commons Attribution, Non-Commercial, No-Derivatives 4.0 International Licence.

Get Started

Read the documentation at Rateslib Read-the-Docs