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/

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.

nelson-siegel-svensson

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

rba-mcp

MCP server for the Reserve Bank of Australia statistical tables (F-tables). Plain-English access to interest rates, FX rates, deposit/lending rates.

fintoolsom

Personal library for financial calculations

cdfi-loan-pricing

CDFI loan pricing model — cost of capital, target ROAA, expected loss, and admin cost analysis to compute minimum viable loan rate

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.