RiVaPy

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Risk & Valuation in Python

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[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
[![documentation](https://img.shields.io/badge/-documentation-blue.svg)](https://rivacon.github.io/RiVaPy/)
[![Binder](https://mybinder.org/badge_logo.svg)](https://mybinder.org/v2/gh/RIVACON/RiVaPy/HEAD)
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[![RIVACON](https://img.shields.io/badge/powered%20by-RIVACON-lightgrey.svg)](https://www.rivacon.com/en/)
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# rivapy

This is a set of Python routines to make use of the package pyvacon providing a wide range of instrument pricing and market risk evaluation functionality.
Moreover rivapy includes a collection of jupyter notebooks to illustrate the basic concepts of mathematical finance:

## Market Data
### Roll Conventions, Day Counters and Schedule Generation
The most important day counters and roll conventions are explained here. This notebook shows how to roll out schedules.

### Discount Curves
You can learn how to create and work with discount curves including plotting functionality in this notebook. How to bootstrap in a multi-curve framework is explained here.

### Equity Forward Curves
Create and work with equity forward curves including plotting functionality here.

### Equity Volatility Surfaces
Create and work with equity volatility surfaces here.

## Pricing

A variety of different
derivative products from various asset classes are introduced and their pricing is discussed.

## Conventions

- use Title Case for H1 (#) and H2 (##) headers
- use Sentence case for H3 (###), H4 (####) etc. headers (maybe except if only 2 - 3 linked words)
- use snake_case for filenames

# Tribute

Thanks to our sponsors [RIVACON](https://www.rivacon.com/) and [frontmark](https://www.frontmark.de/).

RiVaPy

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