PyRedukti is a Python library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitivities using automatic/algorithmic differentiation. It wraps the OpenRedukti library.
Templates are used to help the trade builders construct trades.
Right now these are defined in a dictionary - we need to redo them as a class so that users can
more easily add new templates
The OpenRedukti design principle is to perform validations outside of the backend server layer, for performance reasons we want the server layer to assume it has received good data. However
we don't have sufficient validation of inputs in the Python layer yet.