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Code for example fixed income calculations
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"SimplePricers" package. Brian Romanchuk This library will be a set of simple pricing tools to illustrate fixed income valuation. No attempt will be made to replicate market conventions (day counts, etc.). This means that this code should not be used to make investment decisions. The focus is on keeping the code as simple as possible, to focus on the principles. Performance is not a concern, nor following "Pythonesque" coding patterns. It is expected that the only external library used will be matplotlib, and that will solely be for plotting output in examples. Documentation is placed in the "docs" directory. The code is provided with no warranty, nor a guarantee of correctness.