Package for reading the Solvency 2 Risk-Free Interest Rate Term Structures from the zip-files on the EIOPA website and deriving the term structures for alternative extrapolations.
- Free software: MIT/X license
- Documentation: https://solvency2-data.readthedocs.io.
Here is what the package does:
- Downloading and extracting the zip-files from the EIOPA website
- Reading the term structures from Excel-files into Pandas DataFrames
- Deriving term structures with other parameters for alternative extrapolations
To install the package enter the following in the command prompt.
pip install solvency2-data
This package was created with Cookiecutter and the audreyr/cookiecutter-pypackage project template.