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Bond valuation using a yield curve

Open quant108 opened this issue 1 year ago • 2 comments

financepy is a great Python package for quantitative modeling in Finance. Does the bond valuation accept a yield curve (for example, array of discount factors or spot rates by maturity) as input?

Thanks

quant108 avatar Sep 20 '24 16:09 quant108

What do you want to value? Of course Financepy accepts yield curves as inputs if necessary.

DominicHong avatar Oct 21 '24 08:10 DominicHong

Great! I would like to value a bullet bond. I also want to value a callable bond if possible. Thanks.

quant108 avatar Oct 21 '24 13:10 quant108