financialkit.fixed_income#
Bond prices and yields, STRIPS, Macaulay, modified, Fisher-Weil and key rate durations, convexity, bootstrapped, spline, Nelson-Siegel and Svensson curves, immunization, and swaps.
History
The foundational breakthroughs behind this subpackage, linked to the implementation.
Examples
Runnable tutorials and the full example gallery.
API reference
Every public class and function.