Metadata-Version: 2.1
Name: solvency2-data
Version: 0.2.0
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
License: MIT
Keywords: solvency2,eiopa,pandas
Author: Willem Jan Willemse
Author-email: w.j.willemse@freedom.nl
Requires-Python: >=3.9,<4.0
Classifier: Development Status :: 3 - Alpha
Classifier: License :: OSI Approved :: MIT License
Classifier: Natural Language :: English
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.9
Classifier: Programming Language :: Python :: 3.10
Classifier: Programming Language :: Python :: 3.11
Classifier: Programming Language :: Python :: 3.12
Classifier: Programming Language :: Python :: 3.8
Requires-Dist: bs4 (>=0.0.2,<0.0.3)
Requires-Dist: configparser (>=6.0.1,<7.0.0)
Requires-Dist: lxml (>=5.2.1,<6.0.0)
Requires-Dist: numpy (>=1.26.4,<2.0.0)
Requires-Dist: openpyxl (>=3.1.2,<4.0.0)
Requires-Dist: pandas (>=2.2.1,<3.0.0)
Requires-Dist: requests (>=2.31.0,<3.0.0)
Description-Content-Type: text/markdown

# solvency2-data

[![Documentation](https://readthedocs.org/projects/solvency2-data/badge)](https://solvency2-data.readthedocs.io)
[![image](https://img.shields.io/pypi/v/solvency2-data.svg)](https://pypi.python.org/pypi/solvency2-data)
[![image](https://img.shields.io/pypi/pyversions/solvency2-data.svg)](https://pypi.python.org/pypi/solvency2-data)
[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
[![Ruff](https://img.shields.io/endpoint?url=https://raw.githubusercontent.com/astral-sh/ruff/main/assets/badge/v2.json)](https://github.com/astral-sh/ruff)

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>.

![click for animation](https://raw.githubusercontent.com/wjwillemse/solvency2-data/master/docs/rfr.gif?raw=true)

## 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

## Contributors

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

