About¶
dcf (discounted cashflow)¶
A fast, efficient Python library for generating discounted cashflows. Typical banking business methods are provided like interpolation, compounding, discounting and fx.
Example Usage¶
from dcf import ZeroRateCurve
>>> ZeroRateCurve([20140101, 20160101], [.03, .05]).get_zero_rate(20140101, 20150101)
0.04
Install¶
The latest stable version can always be installed or updated via pip:
$ pip install businessdate
If the above fails, please try easy_install instead:
$ easy_install businessdate
Examples¶
# Simplest example possible
Development Version¶
The latest development version can be installed directly from GitHub:
$ pip install --upgrade git+https://github.com/pbrisk/dcf.git
Contributions¶
Issues and Pull Requests are always welcome.