Treasury Python Packages

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.

camt053

Read ISO 20022 camt Bank-to-Customer Statements (camt.052/053/054) and generate validated reversing entries by return reason code such as AC04 Closed Account. Core library with a Click CLI and FastAPI REST API.

bankstatementparser

Parse bank statements — CAMT/ISO 20022, PAIN.001, CSV (EN/DE/FR/ES), OFX/QFX, MT940, PDFs (digital + scanned) — into unified Transactions. Deterministic parsers, LLM/vision fallback, Golden Rule + multi-currency + continuity verification, page provenance, dedupe, review, accuracy evals, CLI + REST API. 100% test coverage.

camt053-mcp

Parse & reconcile ISO 20022 camt.053 bank-to-customer statements from Claude Desktop, Cursor & other MCP clients — 19 tools, CBPR+/HVPS+ readiness, SLSA-L3 provenance. Part of the ISO 20022 MCP Suite.

camt053-lsp

Language Server Protocol (LSP) server for authoring camt053 ISO 20022 reversing-entry data files, with diagnostics, completion, and hover. Works in VS Code, Neovim, and other LSP editors.

cdfidata

ETL(Extract, Transform, Load) pipeline for US Treasury CDFI Fund public datasets — TLR, CLR, ILR, NMTC, and Awards data

calcfi-mcp

MCP server for CalcFi free financial data (BEA / BLS / Census / FRED / Freddie Mac). Python wrapper that launches the Node-based stdio bridge.