Fixings

class rateslib.default.Fixings

Bases: object

Class to lazy load fixing data from CSV files.

Warning

Rateslib does not come pre-packaged with accurate, nor upto date fixing data. This is for a number of reasons; one being a lack of data licensing to distribute such data, and the second being a statically uploaded package relative to daily, dynamic fixing information is not practical.

To use this class effectively the CSV files must be populated by the user, ideally scheduled regularly to continuously update these files with incoming fixing data. See working with fixings.