Metadata-Version: 2.1
Name: solvency2-data
Version: 0.1.11
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/DeNederlandscheBank/solvency2-data
Author: De Nederlandsche Bank
Author-email: ECDB_berichten@dnb.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: xlrd
Requires-Dist: twine
Requires-Dist: wheel
Requires-Dist: watchdog
Requires-Dist: flake8
Requires-Dist: tox
Requires-Dist: coverage
Requires-Dist: Sphinx
Requires-Dist: configparser

==============
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/DeNederlandscheBank/solvency2-data.svg
        :target: https://travis-ci.org/DeNederlandscheBank/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.


Features
--------

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


Overview
--------

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

::

    pip install solvency2-data


Credits
-------

This package was created with Cookiecutter_ and the `audreyr/cookiecutter-pypackage`_ project template.

.. _Cookiecutter: https://github.com/audreyr/cookiecutter
.. _`audreyr/cookiecutter-pypackage`: https://github.com/audreyr/cookiecutter-pypackage


=======
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


