fift_analytics

fift_analytics python package

Python package developed and maintained by Big Data in Quantitative Finance Institute for Finance and Technology - University College London.

This python package delivers the main abstraction utilities to perform analytics tasks on GILTS Fixed Income Sovereign Bonds

Public API

The modules exported within this document are considered part of the fift_analytics public api and are maintained and stable abstraction ready to use.

Main Features

zero_coupon                -- Abstraction for Zero Coupon Gilts