Metadata-Version: 2.2
Name: interest-rate-swap-analyzer
Version: 1.0.0
Summary: A tool to analyze interest rate swaps
Home-page: https://github.com/chrislawson-au/interest-rate-swap-analyzer
Author: Christopher Lawson
Author-email: 117199342+chrislawson-au@users.noreply.github.com
Classifier: Development Status :: 4 - Beta
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Programming Language :: Python :: 3.8
Classifier: Programming Language :: Python :: 3.9
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Classifier: Topic :: Office/Business :: Financial
Requires-Python: >=3.6
Description-Content-Type: text/markdown
Requires-Dist: pandas>=1.0.0
Requires-Dist: matplotlib>=3.0.0
Requires-Dist: plotly>=5.0.0
Requires-Dist: numpy>=1.19.0
Provides-Extra: dev
Requires-Dist: pytest>=6.0.0; extra == "dev"
Requires-Dist: pytest-cov>=2.0.0; extra == "dev"
Requires-Dist: black>=22.0.0; extra == "dev"
Requires-Dist: flake8>=3.9.0; extra == "dev"
Dynamic: author
Dynamic: author-email
Dynamic: classifier
Dynamic: description
Dynamic: description-content-type
Dynamic: home-page
Dynamic: provides-extra
Dynamic: requires-dist
Dynamic: requires-python
Dynamic: summary

# Interest Rate Swap Analyzer

A Python package for analyzing interest rate swaps, comparing advantages between parties, and visualizing swap outcomes.

## Installation

```bash
pip install interest-rate-swap-analyzer
```

## Features

- Calculate comparative advantages in interest rate swaps
- Analyze arbitrage opportunities
- Visualize swap cash flows
- Command-line interface for quick analysis
- Detailed reporting capabilities

## Quick Start

```python
from interest_rate_swap_analyzer import Party, InterestRateSwap, InterestRateSwapAnalyzer
from datetime import date

# Create parties
party_a = Party("Company A", fixed_rate=0.05, floating_rate_delta=0.02, preference="fixed")
party_b = Party("Bank B", fixed_rate=0.06, floating_rate_delta=0.01, preference="floating")

# Create swap
swap = InterestRateSwap(
    fixed_rate=0.055,
    floating_rate_delta=0.015,
    notional=1000000,
    fixed_rate_payer=party_a,
    floating_rate_payer=party_b,
    start_date=date(2023, 1, 1),
    end_date=date(2024, 1, 1)
)

# Analyze swap
analyzer = InterestRateSwapAnalyzer(party_a, party_b, swap)
results = analyzer.analyze()

# Get formatted report
print(analyzer.format_analysis_report(results))

# Or get results as DataFrame
df = analyzer.to_dataframe(results)
print(df)
```

## Development

Setup development environment:

```bash
pip install -e ".[dev]"
pytest
```

## License

MIT License
