Python Fixed Income Securities & Derivatives analytics package, originally written for 15.438 Fixed Income Securities & Derivatives at the MIT Sloan School of Management.
Installation is done through PIP; enter the following on the command line:
$ pip3 install fixedincome-analytics
Updating is also done through PIP; enter the following on the command line:
$ pip3 install fixedincome-analytics -U
This package is named fixedincome
. We recommend using it in Python via
import fixedincome as fi
Documentation is available through Python's built-in help()
function. As an example, we can see package-level documentation using the following Python code:
import fixedincome as fi
help(fi)