Simple python package for pricing high yield bonds using QuantLib
- Bloomberg access for yield curve and credit market data
- PlotLy for visualization (in progress)
- market_data - directory that holds the yield curve and bond terms files
- yield_curve.py - yield curve object; data pulled from Bloomberg
- bond_terms.py - bond terms and callability schedule
- credit_data - directory that holds the credit curve files
- credit_curve.py - credit curve object; data pulled from Bloomberg
- pricer.py - file that generates bond prices (fixed, callable, risky callable)
- visualize.py - file that publishes bond analytics and graphs to PlotLy (in progress)