FixedIncome

Python Fixed Income Securities & Derivatives analytics package, originally written for 15.438 Fixed Income Securities & Derivatives at the MIT Sloan School of Management.

Installation

Installation is done through PIP; enter the following on the command line:

$ pip3 install fixedincome-analytics

Updating

Updating is also done through PIP; enter the following on the command line:

$ pip3 install fixedincome-analytics -U

Usage

This package is named fixedincome. We recommend using it in Python via

import fixedincome as fi

Documentation

Documentation is available through Python's built-in help() function. As an example, we can see package-level documentation using the following Python code:

import fixedincome as fi
help(fi)