InterestRates.jl

Interest Rates calculation, indexing and Term Structures.
Popularity
16 Stars
Updated Last
1 Year Ago
Started In
August 2015

InterestRates.jl

License CI codecov dev stable

Tools for Term Structure of Interest Rates calculation, aimed at the valuation of financial contracts, specially Fixed Income instruments.

Installation

julia> Pkg.add("InterestRates")

Requirements

  • Julia v1.0 or newer.

Documentation

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

Required Packages

Used By Packages