Interest Rates Python Packages

finmind

Open Data, more than 50 financial data. 提供超過 50 個金融資料(台股為主)，每天更新 https://finmind.github.io/

nelson-siegel-svensson

Implementation of the Nelson-Siegel-Svensson interest rate curve model.

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.

uk-bank-rate

The UK Bank Rate from the Bank of England's own data, for TypeScript and Python, and honest about the hours after a decision.

rba-mcp

Query the Reserve Bank of Australia in plain English from Claude or any MCP client. 5 simple tools over RBA F-tables — cash rate, FX, lending rates, exchange rates.

fintoolsom

Personal library for financial calculations

cdfi-loan-pricing

Loan pricing models and rate calculators for CDFI lenders — credit spreads, subsidy analysis, and blended rate sheets

fecon236

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

test-f

Open Data, more than 50 financial data. 提供超過 50 個金融資料(台股為主)，每天更新 https://finmind.github.io/

ir-forecast

Fetch historical Euribor data, initialize stochastic prediction models and forecast interest rates with Monte Carlo simulations.