Inflation Python Packages

cpi

Quickly adjust U.S. dollars for inflation using the Consumer Price Index (CPI)

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.

inflatox

Framework for implementing high-performance numerical consistency conditions for multifield inflation models.

okama-macro

Normalized CPI inflation and central-bank rate series for Python.

xfingine

Pure computation engines for personal finance planning — inflation-adjusted EMI schedules and more. Rust core, shipped to crates.io, npm and PyPI.

inflate

A CLI to compute the effect of inflation across years

ausdex

A Python package for adjusting Australian dollars for inflation

insurance-trend

Loss cost trend analysis for insurance pricing — frequency/severity decomposition, ONS index integration, structural break detection (154 tests)

pyfpt

Stochastic first-passage time (FPT) simulations using importance sampling.

cosmo-geff

Handle inflationary gauge-field production using the gradient expansion formalism.

derivus

An XVA, pricing library built from the ground up with AAD in mind implemented in PyTorch

apiverve-inflationrate

Inflation Rate is a tool for retrieving annual inflation rate and CPI data for countries worldwide. It returns the inflation rate, CPI index value, and country details for any year going back to 1960.

fecon236

Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.