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/

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.

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.

cdfi-loan-pricing

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

fintoolsom

Personal library for finantial calculations

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.