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I need to calculate the schedule of a fixed rate mortgage and an adjustable rate mortgage.

Is there an open source library, preferable in python, that already makes these calculations? I tried quantlib but it doesn't support mortgages.

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  • $\begingroup$ if you just want to calculate a schedule quantlib can do that, cant it? otherwise rateslib has a Schedule class which will produce a schedule object for you. $\endgroup$
    – Attack68
    Sep 28, 2023 at 6:00
  • $\begingroup$ Or are your talking about the amortised notional amounts. That is a different calculation to just deriving a sequence of dates. $\endgroup$
    – Attack68
    Sep 28, 2023 at 9:26
  • $\begingroup$ No, I just need to calculate the payments of a mortgage loan, fixed and variable rates $\endgroup$
    – ps0604
    Sep 28, 2023 at 10:20
  • $\begingroup$ I cannot find the schedule class in rateslib, can you point me to where it's documented? thanks $\endgroup$
    – ps0604
    Sep 28, 2023 at 10:25
  • $\begingroup$ rateslib.readthedocs.io/en/latest/api/… $\endgroup$ Sep 28, 2023 at 11:15

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