Rateslib is a state-of-the-art fixed income library designed for Python. Its purpose is to provide advanced, flexible and efficient fixed income analysis with a high level, well documented API.

The techniques and object interaction within rateslib were inspired by the requirements of multi-disciplined fixed income teams working, both cooperatively and independently, within global investment banks.

This library is released under specific Dual Licensing Terms - Source-Available Non-Commercial Licence and Commercial Subscription Licence. See latest licence

This project is source-available, not open source. Commercial use requires a paid licence.

Read the documentation at rateslib.com/py