Have a look at redukti.github.io
You can have a look at the Jupyter Notebooks being added at https://github.com/redukti/PyRedukti/tree/master/notebooks
This is still work in progress and hence please visit again to see updates.
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PyRedukti is a Python library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitivities using automatic/algorithmic differentiation. It wraps the OpenRedukti library.
redukti/PyRedukti
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PyRedukti is a Python library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitivities using automatic/algorithmic differentiation. It wraps the OpenRedukti library.
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