Metadata-Version: 2.1
Name: pyg-bond
Version: 0.0.12
Summary: Utilities for converting australian bill/bond futures to price. Also simple price to yield and yield to price.
Home-page: https://github.com/gityoav/pyg-bond
Author: Yoav Git
Author-email: yoav.git@gmail.com
Project-URL: Bug Tracker, https://github.com/gityoav/pyg-bond/issues
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: GNU General Public License v3 (GPLv3)
Classifier: Operating System :: OS Independent
Requires-Python: >=3.6
Description-Content-Type: text/markdown
License-File: LICENSE

# pyg-bond
The package contains simple bond price manipulation needed for Futures trading:

- conversion of australian bank bills quotes to prices (IR Comdty in Bloomberg)
- conversion of australian bond futures quotes to prices (XMA/YMA Comdty in Bloomberg)
- Simple derivation of price & duration from yield for bonds
- Newton Raphson yield & duration calculation from a given price using gradient descent

