The assets Library

Overview

This library is for modeling portfolios of financial instruments. Currently, the library includes one model:

• The BasicBond Model

BasicBonds models a portfolio of fixed rate bonds, generates cashflows and calculates the market value of the portfolio. BasicBonds uses QuantLib, a third-party open-source library for financial instrument valuation.

See also

• Modeling assets with QuantLib | modelx blog

Todo

This library is in its early alpha release stage, and more contents will be added in near future.

Prerequisites

To use this library you need Quantlib-Python, a Python wrapper for QuantLib. To install Quantlib-Python from PyPI, run the following command:

pip install QuantLib

How to Use the Library

As explained in the Copying a Library section, Create you own copy of the assets library. For example, to copy as a folder named assets under the path C:\path\to\your\, type below in an IPython console:

>>> import lifelib

>>> lifelib.create("assets", r"C:\path\to\your\assets")

Jupyter Notebooks

• Generating sample bond data

Library Contents

File or Folder	Description
BasicBonds	The BasicBonds model.
generate_bond_data.ipynb	Jupyter notebook Generating sample bond data

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