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Package for reading the Solvency 2 Risk-Free Interest Rate Term Structures and deriving the term structures for alternative extrapolations

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wjwillemse/solvency2-data

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solvency2-data

Documentation image image License: MIT 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.

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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

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Package for reading the Solvency 2 Risk-Free Interest Rate Term Structures and deriving the term structures for alternative extrapolations

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