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        "author": "sonntagsgesicht, based on a fork of Deutsche Postbank [pbrisk]",
        "author_email": "sonntagsgesicht@icloud.com",
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        "classifiers": [
            "Development Status :: 3 - Alpha",
            "Intended Audience :: Developers",
            "Intended Audience :: Education",
            "Intended Audience :: Financial and Insurance Industry",
            "License :: OSI Approved :: Apache Software License",
            "Operating System :: OS Independent",
            "Programming Language :: Python",
            "Programming Language :: Python :: 2",
            "Programming Language :: Python :: 2.7",
            "Programming Language :: Python :: 3",
            "Programming Language :: Python :: 3.5",
            "Programming Language :: Python :: 3.6",
            "Programming Language :: Python :: 3.7",
            "Topic :: Education",
            "Topic :: Office/Business",
            "Topic :: Office/Business :: Financial",
            "Topic :: Office/Business :: Scheduling",
            "Topic :: Scientific/Engineering",
            "Topic :: Scientific/Engineering :: Mathematics",
            "Topic :: Software Development :: Libraries :: Python Modules",
            "Topic :: Utilities"
        ],
        "description": "\n\nPython library *shortrate*\n--------------------------\n\n.. image:: https://img.shields.io/codeship/adb6fa50-ba2a-0137-d9c4-4a1d2f2d4303/master.svg\n   :target: https://codeship.com//projects/364774\n   :alt: CodeShip\n\n.. image:: https://travis-ci.org/sonntagsgesicht/shortrate.svg?branch=master\n   :target: https://travis-ci.org/sonntagsgesicht/shortrate\n   :alt: Travis ci\n\n.. image:: https://img.shields.io/readthedocs/shortrate\n   :target: http://shortrate.readthedocs.io\n   :alt: Read the Docs\n\n.. image:: https://img.shields.io/codefactor/grade/github/sonntagsgesicht/shortrate/master\n   :target: https://www.codefactor.io/repository/github/sonntagsgesicht/shortrate\n   :alt: CodeFactor Grade\n\n.. image:: https://img.shields.io/codeclimate/maintainability/sonntagsgesicht/shortrate\n   :target: https://codeclimate.com/github/sonntagsgesicht/shortrate/maintainability\n   :alt: Code Climate maintainability\n\n.. image:: https://img.shields.io/codecov/c/github/sonntagsgesicht/shortrate\n   :target: https://codecov.io/gh/sonntagsgesicht/shortrate\n   :alt: Codecov\n\n.. image:: https://img.shields.io/lgtm/grade/python/g/sonntagsgesicht/shortrate.svg\n   :target: https://lgtm.com/projects/g/sonntagsgesicht/shortrate/context:python/\n   :alt: lgtm grade\n\n.. image:: https://img.shields.io/lgtm/alerts/g/sonntagsgesicht/shortrate.svg\n   :target: https://lgtm.com/projects/g/sonntagsgesicht/shortrate/alerts/\n   :alt: total lgtm alerts\n\n.. image:: https://img.shields.io/github/license/sonntagsgesicht/shortrate\n   :target: https://github.com/sonntagsgesicht/shortrate/raw/master/LICENSE\n   :alt: GitHub\n\n.. image:: https://img.shields.io/github/release/sonntagsgesicht/shortrate?label=github\n   :target: https://github.com/sonntagsgesicht/shortrate/releases\n   :alt: GitHub release\n\n.. image:: https://img.shields.io/pypi/v/shortrate\n   :target: https://pypi.org/project/shortrate/\n   :alt: PyPI Version\n\n.. image:: https://img.shields.io/pypi/pyversions/shortrate\n   :target: https://pypi.org/project/shortrate/\n   :alt: PyPI - Python Version\n\n.. image:: https://img.shields.io/pypi/dm/shortrate\n   :target: https://pypi.org/project/shortrate/\n   :alt: PyPI Downloads\n\n\nRisk factor model library python style.\n\n\nExample Usage\n-------------\n\n.. code-block:: python\n\n    from businessdate import BusinessDate, BusinessRange\n    from dcf import ZeroRateCurve, FxCurve\n    from timewave import Consumer, Engine\n\n    from shortrate import RiskFactorProducer, GBMFxCurve, HullWhiteCurve, HullWhiteFxCurve, HullWhiteMultiCurrencyCurve\n\n    s = BusinessDate()\n    t = s + '10y'\n    g = BusinessRange(s, t, '6M')\n    d = ZeroRateCurve([s], [0.05])\n    f = ZeroRateCurve([s], [0.04])\n    x = FxCurve([s], [.8], domestic_curve=d, foreign_curve=f)\n    r = GBMFxCurve.build(x, volatility=0.2)\n\n    print r.evolve(1., s, s + '1y', 0.01)\n    print r.get_fx_rate(s + '3y'), r._factor_date\n    print r.evolve(1., s + '1y', s + '5y', 0.1)\n    print r.get_fx_rate(s + '7y'), r._factor_date\n\n    hwd = HullWhiteCurve.build(d, mean_reversion=0.01, volatility=0.03, terminal_date=t)\n    hwf = HullWhiteCurve.build(f, mean_reversion=0.01, volatility=0.03, terminal_date=t)\n    hwx = HullWhiteFxCurve.build(r, hwd, hwf)\n    hwxf = HullWhiteMultiCurrencyCurve.build(hwf, hwd, hwx)\n\n    print hwd.evolve(1., s, s + '1y', 0.01)\n    print hwf.evolve(1., s, s + '1y', 0.02)\n    print hwx.evolve(1., s, s + '1y', (0.01, 0.02, 0.01))\n    print hwxf.evolve(1., s, s + '1y', 0.02)\n\n    func = (lambda x: hwd.get_cash_rate(t - '1y'))\n    c = Consumer(lambda x: func(x.date))\n    res = Engine(RiskFactorProducer(hwd), c).run(g, 100)\n\n    print res\n\nInstall\n-------\n\nThe latest stable version can always be installed or updated via pip:\n\n.. code-block:: bash\n\n    $ pip install shortrate\n\nIf the above fails, please try easy_install instead:\n\n.. code-block:: bash\n\n    $ easy_install shortrate\n\n\nDevelopment Version\n-------------------\n\nThe latest development version can be installed directly from GitHub:\n\n.. code-block:: bash\n\n    $ pip install --upgrade git+https://github.com/pbrisk/shortrate.git\n\n\nContributions\n-------------\n\n.. _issues: https://github.com/pbrisk/shortrate/issues\n.. __: https://github.com/pbrisk/shortrate/pulls\n\nIssues_ and `Pull Requests`__ are always welcome.\n\n\nLicense\n-------\n\n.. __: https://github.com/pbrisk/shortrate/raw/master/LICENSE\n\nCode and documentation are available according to the Apache Software License (see LICENSE__).\n\n\n\n\n",
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