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One of the projects on my back burner is to write a decent financial library for Python. The closest out there is numpy.financial, but it is not well done. I have contributed bug fixes to some of the functions but have not done a comprehensive overhaul, and I question whether numpy is where financial functions should live. A standalone library would be simpler, except for the fact that having access to scipy's numerical solver is handy for some functions. My proposed starting point would be a library that covered the financial functions available in Excel.


Is this something you think you'll get to in the near future? and is there a way I could stay updated about such a library?


The SWIG bindings for QuantLib are quite good, no?




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