Code for example fixed income calculations
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.idea Initial files Oct 10, 2016
docs More directory structure, some text docs. Oct 10, 2016
simplepricers Examples work. Apr 11, 2018
tests Breakeven inflation example work Feb 17, 2018
LICENSE Initial files Oct 10, 2016
README.txt More directory structure, some text docs. Oct 10, 2016


"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.