SkillAgentSearch skills...

Rateslib

A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.

GenerateConvertImprove

Install / Use

/learn @attack68/Rateslib
About this skill

Quality Score

0/100

Supported Platforms

Universal

README

<div style="text-align: center; padding: 2em 0 2em"> <img src="https://rateslib.readthedocs.io/en/latest/_static/rateslib_logo_big2.png" alt="rateslib"> </div> <div style="text-align: center"> <img src="https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Frateslib.com%2Fpy%2Fen%2Flatest%2F_static%2Fbadges.json&query=%24.python&label=Python&color=blue" alt="Python"> <img src="https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Frateslib.com%2Fpy%2Fen%2Flatest%2F_static%2Fbadges.json&query=%24.pypi&label=PyPi&color=blue" alt="PyPi"> <img src="https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Frateslib.com%2Fpy%2Fen%2Flatest%2F_static%2Fbadges.json&query=%24.conda&label=Conda&color=blue" alt="Conda"> <img src="https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Frateslib.com%2Fpy%2Fen%2Flatest%2F_static%2Fbadges.json&query=%24.licence&label=Licence&color=red" alt="Licence"> <img src="https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Frateslib.com%2Fpy%2Fen%2Flatest%2F_static%2Fbadges.json&query=%24.status&label=Status&color=green" alt="Status"> <img src="https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Frateslib.com%2Fpy%2Fen%2Flatest%2F_static%2Fbadges.json&query=%24.coverage&label=Coverage&color=green" alt="Coverage"> <img src="https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Frateslib.com%2Fpy%2Fen%2Flatest%2F_static%2Fbadges.json&query=%24.style&label=Code%20Style&color=black" alt="Code Style"> </div>

Rateslib

Rateslib is a state-of-the-art fixed income library designed for Python. Its purpose is to provide advanced, flexible and efficient fixed income analysis with a high level, well documented API.

The techniques and object interaction within rateslib were inspired by the requirements of multi-disciplined fixed income teams working, both cooperatively and independently, within global investment banks.

Licence

This library is released under specific Dual Licensing Terms - Source-Available Non-Commercial Licence and Commercial Subscription Licence. See latest licence

This project is source-available, not open source. Commercial use requires a paid licence.

Get Started

Read the documentation at rateslib.com/py

attack68

View profile

View on GitHub
GitHub Stars329
CategoryFinance
Updated1d ago
Forks62
attack68/rateslib

Security Score

85/100

Audited on Mar 26, 2026

No findings