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InterestRates

Interest Rates calculation, indexing and Term Structures.

Readme

InterestRates.jl

License CI codecov dev stable

Tools for Term Structure of Interest Rates calculation, aimed at the valuation of financial contracts, specially Fixed Income instruments.

Installation

julia> Pkg.add("InterestRates")

Requirements

  • Julia v1.0 or newer.

Documentation

Package documentation is hosted at https://felipenoris.github.io/InterestRates.jl/stable.

First Commit

08/06/2015

Last Touched

3 months ago

Commits

175 commits

Requires:

Used By: