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InterestRates.jl

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Interest Rates calculation, indexing and Term Structures.

rate-calculator yield-curve

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Name		Name	Last commit message	Last commit date
.github/workflows		.github/workflows
docs		docs
src		src
test		test
.gitignore		.gitignore
LICENSE		LICENSE
Project.toml		Project.toml
README.md		README.md

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InterestRates.jl

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.

About

Interest Rates calculation, indexing and Term Structures.

rate-calculator yield-curve

29 stars

6 watching

Report repository

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