1) Portfolio Portfolio containing a single trade: A Interest Rate Swap exchanging a yearly fixed rate of 4% vs a bi-annualy EUR-EURIBOR-6M with maturity 20Y (01-Mar-2036) 2) Market Pseudo market data as of 2016-02-05 3) Pricing (see .PNG image file in the same folder) Eonia Discounting 4) Analytics NPV Cashflow Curves 5) Run Example python run.py