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rateslib
Python fixed income library for bonds, futures and swaps
What it is
A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps, cross-currency swaps and FX swaps. It brings rates product valuation into a Python workflow. Quant analysts, traders and researchers working on rates and FX derivatives are the target users. It is specialised for fixed income and FX, so equity or credit derivatives fall outside its scope.
At a glance
Worth watchingOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Data analysis, Strategy research |
| Markets | Futures, Multi-market |
| Stack | Python |
| Learning curve | Steep learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Last commit 5 months ago |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): +5 over the period, now 368. Gaps mean no snapshot was taken that day.
A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps.
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