fintoolsom

Finantial calculations related library, specialized in Chilean market, meant for personal use.

Fully implemented in Python.

Contents:

• Fixed Income:

  • Bonds (get_irr, get_pv, get_dv01, ...)
  • Chilean Bonds (get_amount, get_tera, ...)
  • Chilean Deposits

• Rates:

  • Rate object: interest calculation, rate convention convertions
  • Zero Coupon Curve object

• Dates:

  • Add standard tenors (1D, 1M, 1W, 2Y, ...)
  • Day Count conventions (Actual, Days30, Days30E, Days30U, Days30ISDA, etc...)
  • Generic Holidays: MonthDayRule (4th of july), OrdinalWeekWeekdayRule (Third monday of february), easter and others...
  • Date Adjustment methods (Following, Modified Following, Preceding, Modified Preceding)
  • Calendars

• Derivatives: work in progress.

• Models:

  • Nelson-Siegel-Svensson curve calibration

Install instructions:

pip install fintoolsom

Or directly from source: pip install git+https://github.com/oliverm91/fintoolsom.git --upgrade

Requirements:

• Python: >=3.11
• Packages: numpy pandas scipy holidays python-dateutil

Development

This project uses uv for dependency management.

• Install dependencies (including dev tools): uv sync
• Run the test suite: uv run pytest
• Lint and format check: uv run ruff check . and uv run ruff format --check .