https://github.com/vincentlabelle/bperf

Vanilla fixed income performance calculations in Python.
https://github.com/vincentlabelle/bperf

finance portfolio-management python python3

Last synced: 7 months ago
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Vanilla fixed income performance calculations in Python.

• Host: GitHub
• URL: https://github.com/vincentlabelle/bperf
• Owner: vincentlabelle
• License: mit
• Created: 2024-05-03T01:18:38.000Z (over 1 year ago)
• Default Branch: main
• Last Pushed: 2024-05-03T01:18:46.000Z (over 1 year ago)
• Last Synced: 2025-01-15T15:50:12.368Z (9 months ago)
• Topics: finance, portfolio-management, python, python3
• Language: Python
• Homepage:
• Size: 57.6 KB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# Bperf: Vanilla Fixed Income Performance Calculations for Python

Bperf helps you generate a performance and attribution report on a

vanilla fixed income portfolio or a liability. It supports Python 3.10.

## Installation

Bperf is not yet available on PyPI, and must be installed from source.

## Quick Start

To generate a performance and attribution report, the user must use the provided

`PerformanceReportGenerator` in `bperf.report`. The user is responsible for

implementing `IDataPointsFetcher` which is necessary for the report generation.