PyBondLab

I have worked with Alex Dickerson to create PyBondLab, a Python package offering tools for empirical asset pricing research.

It is part of the Open Source Bond Asset Pricing project. Check the github repo HERE and examples HERE.

You can install the latest release using pip

pip install PyBondLab

Or you can install the master branch from GitHub by cloning the repo and running setup

git clone https://github.com/GiulioRossetti94/PyBondLab.git
cd PyBondLab
python setup.py install