Metadata-Version: 2.1
Name: dcf
Version: 0.3
Summary: A Python library for generating discounted cashflows.
Home-page: https://github.com/sonntagsgesicht/dcf
Author: sonntagsgesicht, based on a fork of Deutsche Postbank [pbrisk]
Author-email: sonntagsgesicht@icloud.com
License: Apache License 2.0
Platform: any
Classifier: Development Status :: 3 - Alpha
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Education
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: License :: OSI Approved :: Apache Software License
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 2
Classifier: Programming Language :: Python :: 2.7
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.5
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Topic :: Education
Classifier: Topic :: Office/Business
Classifier: Topic :: Office/Business :: Financial
Classifier: Topic :: Scientific/Engineering
Classifier: Topic :: Scientific/Engineering :: Mathematics
Classifier: Topic :: Utilities
Classifier: Topic :: Office/Business :: Scheduling
Classifier: Topic :: Software Development :: Libraries :: Python Modules



Python library *dcf*
--------------------

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A Python library for generating discounted cashflows *(dcf)*.
Typical banking business methods are provided like interpolation, compounding,
discounting and fx.


Example Usage
-------------

.. code-block:: python

    from datetime import date
    from dcf import ZeroRateCurve

    >>> start = date(2014,1,1)
    >>> mid = date(2015,1,1)
    >>> end = date(2016,1,1)

    >>> ZeroRateCurve([start, end], [.03, .05]).get_zero_rate(start, mid)
    0.04

    >>> ZeroRateCurve([start, end], [.03, .05]).get_discount_factor(start, mid)
    0.9607894392


Install
-------

The latest stable version can always be installed or updated via pip:

.. code-block:: bash

    $ pip install dcf



Development Version
-------------------

The latest development version can be installed directly from GitHub:

.. code-block:: bash

    $ pip install --upgrade git+https://github.com/sonntagsgesicht/dcf.git


Contributions
-------------

.. _issues: https://github.com/sonntagsgesicht/dcf/issues
.. __: https://github.com/sonntagsgesicht/dcf/pulls

Issues_ and `Pull Requests`__ are always welcome.


License
-------

.. __: https://github.com/sonntagsgesicht/dcf/raw/master/LICENSE

Code and documentation are available according to the Apache Software License (see LICENSE__).




