Metadata-Version: 2.1
Name: solvency2-data
Version: 0.1.16
Summary: 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
Home-page: https://github.com/wjwillemse/solvency2-data
Author: Willem Jan Willemse
Author-email: w.j.willemse@xs4all.nl
License: MIT/X license
Keywords: solvency2_data
Platform: UNKNOWN
Classifier: Development Status :: 2 - Pre-Alpha
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Education
Classifier: License :: OSI Approved :: MIT License
Classifier: Natural Language :: English
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.5
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Programming Language :: Python :: 3.8
Requires-Python: >=3.0, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*
Requires-Dist: numpy
Requires-Dist: pandas
Requires-Dist: openpyxl
Requires-Dist: configparser
Requires-Dist: twine
Requires-Dist: wheel
Requires-Dist: watchdog
Requires-Dist: flake8
Requires-Dist: tox
Requires-Dist: coverage
Requires-Dist: Sphinx
Requires-Dist: sphinx-rtd-theme
Requires-Dist: cycler
Requires-Dist: kiwisolver
Requires-Dist: pillow
Requires-Dist: PyYAML
Requires-Dist: tornado
Requires-Dist: bs4
Requires-Dist: lxml
Requires-Dist: requests

==============
solvency2-data
==============


.. image:: https://img.shields.io/pypi/v/solvency2_data.svg
        :target: https://pypi.python.org/pypi/solvency2-data
        :alt: Pypi Version
.. image:: https://img.shields.io/travis/wjwillemse/solvency2-data.svg
        :target: https://app.travis-ci.com/github/wjwillemse/solvency2-data
        :alt: Build Status
.. image:: https://readthedocs.org/projects/solvency2-data/badge/?version=latest
        :target: https://solvency2-data.readthedocs.io/en/latest/?badge=latest
        :alt: Documentation Status
.. image:: https://img.shields.io/badge/License-MIT/X-blue.svg
        :target: https://github.com/DeNederlandscheBank/solvency2-data/blob/master/LICENSE
        :alt: License



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.

.. image:: https://raw.githubusercontent.com/wjwillemse/solvency2-data/master/docs/rfr.gif?raw=true
   :alt: click for animation
   :align: left

Features
--------

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

Overview
--------

To install the package enter the following in the command prompt.

::

    pip install solvency2-data


Contributors
------------

| Willem Jan Willemse <https://github.com/wjwillemse>
| Peter Davidson <https://github.com/pdavidsonFIA>


=======
History
=======

0.1.0 (2019-10-27): Development releases.
0.1.1 (2019-11-6): First release on PyPI.
0.1.3:  First working version.
0.1.4 (2019-11-28): Solvency 2 shocked curves added.
0.1.5 (2020-1-28): Spreads from PD_Cod Excel file added
0.1.7 (2020-2-23): Broken links from EIOPA website fixed
0.1.8 (2020-3-14): Configuration file added to specify data directories
0.1.11 (2020-9-26): Bug fixes
0.1.13 (2020-9-27): Code satisfies Flake8, solvency2_data.cfg added to pypi package
0.1.14 (2021-1-25): Bug nested module solved
0.1.15 (2021-1-29): Bug with pypi solved
0.1.16 (2022-1-20): major update with database object to store downloaded rfr's


