https://github.com/wjwillemse/solvency2-data

Package for reading the Solvency 2 Risk-Free Interest Rate Term Structures and deriving the term structures for alternative extrapolations
https://github.com/wjwillemse/solvency2-data

Last synced: 4 months ago
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Package for reading the Solvency 2 Risk-Free Interest Rate Term Structures and deriving the term structures for alternative extrapolations

• Host: GitHub
• URL: https://github.com/wjwillemse/solvency2-data
• Owner: wjwillemse
• License: other
• Created: 2019-10-27T12:08:25.000Z (over 5 years ago)
• Default Branch: master
• Last Pushed: 2024-11-18T15:15:05.000Z (5 months ago)
• Last Synced: 2024-11-18T16:53:36.966Z (5 months ago)
• Language: Python
• Homepage:
• Size: 11.7 MB
• Stars: 10
• Watchers: 5
• Forks: 7
• Open Issues: 5
• Metadata Files:
  • Readme: README.md
  • Contributing: docs/contributing.md
  • License: LICENSE

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README

        
# solvency2-data

[![Documentation](https://readthedocs.org/projects/solvency2-data/badge)](https://solvency2-data.readthedocs.io)

[![image](https://img.shields.io/pypi/v/solvency2-data.svg)](https://pypi.python.org/pypi/solvency2-data)

[![image](https://img.shields.io/pypi/pyversions/solvency2-data.svg)](https://pypi.python.org/pypi/solvency2-data)

[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)

[![Ruff](https://img.shields.io/endpoint?url=https://raw.githubusercontent.com/astral-sh/ruff/main/assets/badge/v2.json)](https://github.com/astral-sh/ruff)

Python Package for reading the Solvency 2 Risk-Free Interest Rate Term

Structures from the zip-files on the EIOPA website and deriving the term

structures for alternative extrapolations.

-   Free software: MIT/X license

-   Documentation: .

![click for animation](https://raw.githubusercontent.com/wjwillemse/solvency2-data/master/docs/rfr.gif?raw=true)

## Features

Here is what the package does:

-   Downloading and extracting the zip-files from the EIOPA website

-   Store the financial data in a local database

-   Reading the term structures from Excel-files into Pandas DataFrames

-   Deriving term structures with other parameters for alternative

    extrapolations

## Contributors

* Willem Jan Willemse 

* Peter Davidson