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currency

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rateslib

A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.

  • Updated Jun 1, 2024
  • Python

Countries - ISO-639, ISO-3166 countries codes with subdivisions and names, ISO-4217 currency designators, ITU-T E.164 IDD phone codes, countries capitals, UN M.49 codes, IANA ccTLD countries domains, FIPS, IOC/NOC and FIFA codes, VERY VERY FAST, compatible with Databases/JSON/BSON/GOB/XML/CSV, Emoji countries flags and currencies, Unicode CLDR.

  • Updated May 30, 2024
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