PYield 0.12.2__tar.gz → 0.12.3__tar.gz

{pyield-0.12.2 → pyield-0.12.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: PYield
-Version: 0.12.2
+Version: 0.12.3
 Summary: A Python library for analysis of fixed income instruments in Brazil
 Keywords: fixed-income, brazil, finance, analysis, bonds
 Author-Email: Carlos Carvalho <cr.cj@outlook.com>

pyield-0.12.3/pyield/__about__.py

@@ -0,0 +1 @@
+__version__ = "0.12.3"

{pyield-0.12.2 → pyield-0.12.3}/pyield/bonds/ntnf.py

@@ -297,7 +297,7 @@ def spot_rates(
     return df_spot
 
 
-def gross_di_spreads(reference_date: str | pd.Timestamp) -> pd.Series:
+def di_gross_spreads(reference_date: str | pd.Timestamp) -> pd.Series:
     """
     Calculates the DI spread for the NTN-F based on ANBIMA's indicative rates.
 
@@ -321,7 +321,7 @@ def gross_di_spreads(reference_date: str | pd.Timestamp) -> pd.Series:
     return df["DISpread"]
 
 
-def net_di_spread(  # noqa
+def di_net_spread(  # noqa
     settlement_date: str | pd.Timestamp,
     maturity_date: str | pd.Timestamp,
     ytm: float,
@@ -367,9 +367,11 @@ def net_di_spread(  # noqa
         di_rates,
     )
 
-    # Ensure the DI rates and expirations lists are of equal length
+    # Ensure the DI data is valid
     if len(di_rates) != len(di_expirations):
         raise ValueError("di_rates and di_expirations must have the same length.")
+    if len(di_rates) == 0:
+        return float("nan")
 
     # Calculate cash flows and business days between settlement and payment dates
     df = cash_flows(settlement_date, maturity_date).reset_index()

{pyield-0.12.2 → pyield-0.12.3}/pyproject.toml

@@ -34,7 +34,7 @@ dependencies = [
     "pyarrow",
 ]
 dynamic = []
-version = "0.12.2"
+version = "0.12.3"
 
 [project.license]
 file = "LICENSE"

pyield-0.12.2/pyield/__about__.py

@@ -1 +0,0 @@
-__version__ = "0.12.2"