https://github.com/felipenoris/InterestRates.jl

Interest Rates calculation, indexing and Term Structures.
https://github.com/felipenoris/InterestRates.jl

rate-calculator yield-curve

Last synced: 13 days ago
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Interest Rates calculation, indexing and Term Structures.

• Host: GitHub
• URL: https://github.com/felipenoris/InterestRates.jl
• Owner: felipenoris
• License: other
• Created: 2015-08-06T00:19:55.000Z (over 9 years ago)
• Default Branch: master
• Last Pushed: 2024-09-01T00:53:33.000Z (2 months ago)
• Last Synced: 2024-10-13T13:29:30.640Z (about 1 month ago)
• Topics: rate-calculator, yield-curve
• Language: Julia
• Size: 784 KB
• Stars: 28
• Watchers: 8
• Forks: 11
• Open Issues: 3
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        

# InterestRates.jl

[![License][license-img]](LICENSE)

[![CI][ci-img]][ci-url]

[![codecov][codecov-img]][codecov-url]

[![dev][docs-dev-img]][docs-dev-url]

[![stable][docs-stable-img]][docs-stable-url]

[license-img]: http://img.shields.io/badge/license-MIT-brightgreen.svg?style=flat-square

[ci-img]: https://github.com/felipenoris/InterestRates.jl/workflows/CI/badge.svg

[ci-url]: https://github.com/felipenoris/InterestRates.jl/actions?query=workflow%3ACI

[codecov-img]: https://img.shields.io/codecov/c/github/felipenoris/InterestRates.jl/master.svg?label=codecov&style=flat-square

[codecov-url]: http://codecov.io/github/felipenoris/InterestRates.jl?branch=master

[docs-dev-img]: https://img.shields.io/badge/docs-dev-blue.svg?style=flat-square

[docs-dev-url]: https://felipenoris.github.io/InterestRates.jl/dev

[docs-stable-img]: https://img.shields.io/badge/docs-stable-blue.svg?style=flat-square

[docs-stable-url]: https://felipenoris.github.io/InterestRates.jl/stable

Tools for **Term Structure of Interest Rates** calculation, aimed at the valuation of financial contracts,

specially *Fixed Income* instruments.

## Installation

```julia

julia> Pkg.add("InterestRates")

```

## Requirements

* Julia v1.0 or newer.

## Documentation

Package documentation is hosted at https://felipenoris.github.io/InterestRates.jl/stable.