The financepy package is a Python library designed for financial mathematics and quantitative finance. It provides a suite of tools for working with financial instruments, performing mathematical calculations, and analyzing market data. Below are some key features of the financepy package: Key Features Time Value of Money (TVM) Calculations: Functions to calculate the present value (PV), future value (FV), annuities, and amortization schedules. Fixed Income Instruments: Tools for pricing bonds, bond yields, duration, and convexity. Support for interest rate models like the Hull-White and Cox-Ingersoll-Ross (CIR) models. Derivatives Pricing: Tools to price options using the Black-Scholes model, binomial trees, and Monte Carlo simulations. Pricing of exotic options and other derivatives such as swaps and forwards. Interest Rate Models: Support for different types of short-rate models like Vasicek, CIR, and Hull-White models. Yield curve construction and interpolation. Monte Carlo
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