Python 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
- Store the financial data in a local database
- Reading the term structures from Excel-files into Pandas DataFrames
- Deriving term structures with other parameters for alternative extrapolations
- Willem Jan Willemse https://github.com/wjwillemse
- Peter Davidson https://github.com/pdavidsonFIA