fuggers-py 0.1.0b1__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- fuggers_py-0.1.0b1/.gitattributes +12 -0
- fuggers_py-0.1.0b1/CHANGELOG.md +30 -0
- fuggers_py-0.1.0b1/CODE_OF_CONDUCT.md +39 -0
- fuggers_py-0.1.0b1/CONTRIBUTING.md +41 -0
- fuggers_py-0.1.0b1/LICENSE +201 -0
- fuggers_py-0.1.0b1/MANIFEST.in +12 -0
- fuggers_py-0.1.0b1/PKG-INFO +156 -0
- fuggers_py-0.1.0b1/README.md +113 -0
- fuggers_py-0.1.0b1/RELEASING.md +48 -0
- fuggers_py-0.1.0b1/SECURITY.md +18 -0
- fuggers_py-0.1.0b1/docs/ANALYTICS_DOCS.md +42 -0
- fuggers_py-0.1.0b1/docs/ARCHITECTURE.md +33 -0
- fuggers_py-0.1.0b1/docs/BONDS_DOCS.md +37 -0
- fuggers_py-0.1.0b1/docs/CORE_DOCS.md +29 -0
- fuggers_py-0.1.0b1/docs/CURVES_DOCS.md +32 -0
- fuggers_py-0.1.0b1/docs/DATA_DOCS.md +36 -0
- fuggers_py-0.1.0b1/docs/ENGINE_DOCS.md +201 -0
- fuggers_py-0.1.0b1/docs/IO_DOCS.md +38 -0
- fuggers_py-0.1.0b1/docs/MATH_DOCS.md +25 -0
- fuggers_py-0.1.0b1/docs/PORTFOLIO_DOCS.md +26 -0
- fuggers_py-0.1.0b1/docs/validation_strategy.md +28 -0
- fuggers_py-0.1.0b1/examples/analytics_oas_examples.ipynb +138 -0
- fuggers_py-0.1.0b1/examples/analytics_oas_examples.py +81 -0
- fuggers_py-0.1.0b1/examples/analytics_risk_examples.ipynb +198 -0
- fuggers_py-0.1.0b1/examples/analytics_risk_examples.py +115 -0
- fuggers_py-0.1.0b1/examples/analytics_spreads_examples.ipynb +301 -0
- fuggers_py-0.1.0b1/examples/analytics_spreads_examples.py +191 -0
- fuggers_py-0.1.0b1/examples/analytics_yas_examples.ipynb +220 -0
- fuggers_py-0.1.0b1/examples/analytics_yas_examples.py +110 -0
- fuggers_py-0.1.0b1/examples/analytics_yields_examples.ipynb +283 -0
- fuggers_py-0.1.0b1/examples/analytics_yields_examples.py +161 -0
- fuggers_py-0.1.0b1/examples/bonds_callable_examples.ipynb +233 -0
- fuggers_py-0.1.0b1/examples/bonds_callable_examples.py +140 -0
- fuggers_py-0.1.0b1/examples/bonds_callable_puttable_examples.ipynb +139 -0
- fuggers_py-0.1.0b1/examples/bonds_callable_puttable_examples.py +86 -0
- fuggers_py-0.1.0b1/examples/bonds_examples.ipynb +497 -0
- fuggers_py-0.1.0b1/examples/bonds_examples.py +287 -0
- fuggers_py-0.1.0b1/examples/bonds_floating_rate_examples.ipynb +171 -0
- fuggers_py-0.1.0b1/examples/bonds_floating_rate_examples.py +114 -0
- fuggers_py-0.1.0b1/examples/bonds_floating_rate_fixings_examples.ipynb +168 -0
- fuggers_py-0.1.0b1/examples/bonds_floating_rate_fixings_examples.py +108 -0
- fuggers_py-0.1.0b1/examples/core_examples.ipynb +403 -0
- fuggers_py-0.1.0b1/examples/core_examples.py +266 -0
- fuggers_py-0.1.0b1/examples/curves_bumping_examples.ipynb +162 -0
- fuggers_py-0.1.0b1/examples/curves_bumping_examples.py +98 -0
- fuggers_py-0.1.0b1/examples/curves_calibration_examples.ipynb +173 -0
- fuggers_py-0.1.0b1/examples/curves_calibration_examples.py +116 -0
- fuggers_py-0.1.0b1/examples/curves_examples.ipynb +346 -0
- fuggers_py-0.1.0b1/examples/curves_examples.py +219 -0
- fuggers_py-0.1.0b1/examples/curves_multicurve_examples.ipynb +152 -0
- fuggers_py-0.1.0b1/examples/curves_multicurve_examples.py +101 -0
- fuggers_py-0.1.0b1/examples/data_market_data_examples.ipynb +251 -0
- fuggers_py-0.1.0b1/examples/data_market_data_examples.py +176 -0
- fuggers_py-0.1.0b1/examples/data_provider_surface_examples.ipynb +477 -0
- fuggers_py-0.1.0b1/examples/data_provider_surface_examples.py +338 -0
- fuggers_py-0.1.0b1/examples/end_to_end_platform_examples.ipynb +273 -0
- fuggers_py-0.1.0b1/examples/end_to_end_platform_examples.py +172 -0
- fuggers_py-0.1.0b1/examples/engine_curve_builder_examples.ipynb +209 -0
- fuggers_py-0.1.0b1/examples/engine_curve_builder_examples.py +141 -0
- fuggers_py-0.1.0b1/examples/engine_etf_examples.ipynb +165 -0
- fuggers_py-0.1.0b1/examples/engine_etf_examples.py +118 -0
- fuggers_py-0.1.0b1/examples/engine_portfolio_examples.ipynb +166 -0
- fuggers_py-0.1.0b1/examples/engine_portfolio_examples.py +116 -0
- fuggers_py-0.1.0b1/examples/engine_pricing_router_examples.ipynb +357 -0
- fuggers_py-0.1.0b1/examples/engine_pricing_router_examples.py +265 -0
- fuggers_py-0.1.0b1/examples/engine_reactive_examples.ipynb +269 -0
- fuggers_py-0.1.0b1/examples/engine_reactive_examples.py +203 -0
- fuggers_py-0.1.0b1/examples/io_file_and_storage_examples.ipynb +357 -0
- fuggers_py-0.1.0b1/examples/io_file_and_storage_examples.py +224 -0
- fuggers_py-0.1.0b1/examples/math_examples.ipynb +245 -0
- fuggers_py-0.1.0b1/examples/math_examples.py +156 -0
- fuggers_py-0.1.0b1/examples/portfolio_benchmark_examples.ipynb +146 -0
- fuggers_py-0.1.0b1/examples/portfolio_benchmark_examples.py +104 -0
- fuggers_py-0.1.0b1/examples/portfolio_credit_examples.ipynb +117 -0
- fuggers_py-0.1.0b1/examples/portfolio_credit_examples.py +82 -0
- fuggers_py-0.1.0b1/examples/portfolio_etf_surface_examples.ipynb +235 -0
- fuggers_py-0.1.0b1/examples/portfolio_etf_surface_examples.py +195 -0
- fuggers_py-0.1.0b1/examples/portfolio_examples.ipynb +208 -0
- fuggers_py-0.1.0b1/examples/portfolio_examples.py +139 -0
- fuggers_py-0.1.0b1/examples/portfolio_key_rate_examples.ipynb +134 -0
- fuggers_py-0.1.0b1/examples/portfolio_key_rate_examples.py +92 -0
- fuggers_py-0.1.0b1/examples/portfolio_stress_examples.ipynb +161 -0
- fuggers_py-0.1.0b1/examples/portfolio_stress_examples.py +113 -0
- fuggers_py-0.1.0b1/examples/portfolio_summary_examples.ipynb +150 -0
- fuggers_py-0.1.0b1/examples/portfolio_summary_examples.py +103 -0
- fuggers_py-0.1.0b1/examples/public_api_surface_examples.ipynb +162 -0
- fuggers_py-0.1.0b1/examples/public_api_surface_examples.py +105 -0
- fuggers_py-0.1.0b1/pyproject.toml +127 -0
- fuggers_py-0.1.0b1/setup.cfg +4 -0
- fuggers_py-0.1.0b1/src/fuggers_py/__init__.py +26 -0
- fuggers_py-0.1.0b1/src/fuggers_py/_version.py +34 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/__init__.py +86 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/cashflows/__init__.py +28 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/cashflows/accrued.py +7 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/cashflows/generator.py +7 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/cashflows/irregular.py +34 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/cashflows/schedule.py +7 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/cashflows/settlement.py +51 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/error.py +18 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/errors.py +133 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/functions.py +207 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/options/__init__.py +9 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/pricing/__init__.py +72 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/risk/__init__.py +80 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/risk/calculator.py +75 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/risk/convexity/__init__.py +44 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/risk/convexity/analytical.py +30 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/risk/convexity/effective.py +52 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/risk/duration/__init__.py +46 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/risk/duration/effective.py +52 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/risk/duration/key_rate.py +107 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/risk/duration/macaulay.py +17 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/risk/duration/modified.py +24 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/risk/duration/spread_duration.py +80 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/risk/dv01.py +57 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/risk/hedging/__init__.py +16 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/risk/hedging/hedge_ratio.py +70 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/risk/hedging/portfolio.py +55 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/risk/var/__init__.py +15 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/risk/var/historical.py +46 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/risk/var/parametric.py +46 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/risk/var/types.py +22 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/spreads/__init__.py +86 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/spreads/asw/__init__.py +28 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/spreads/asw/par_par.py +46 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/spreads/asw/proceeds.py +60 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/spreads/benchmark.py +62 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/spreads/discount_margin.py +139 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/spreads/government_curve.py +125 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/spreads/gspread.py +56 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/spreads/ispread.py +34 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/spreads/oas.py +148 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/spreads/sovereign.py +58 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/spreads/zspread.py +117 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/yas/__init__.py +28 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/yas/analysis.py +119 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/yas/calculator.py +154 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/yas/invoice.py +81 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/yields/__init__.py +51 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/yields/current.py +61 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/yields/engine.py +158 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/yields/money_market.py +77 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/yields/short_date.py +51 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/yields/simple.py +38 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/yields/solver.py +39 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/yields/street.py +30 -0
- fuggers_py-0.1.0b1/src/fuggers_py/analytics/yields/true_yield.py +29 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/__init__.py +8 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/_api.py +195 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/cashflows/__init__.py +17 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/cashflows/accrued.py +193 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/cashflows/generator.py +85 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/cashflows/schedule.py +130 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/cashflows/settlement.py +23 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/conventions/__init__.py +9 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/conventions/bond_conventions.py +51 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/conventions/eurobond.py +12 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/conventions/german_bund.py +12 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/conventions/japanese_jgb.py +12 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/conventions/market.py +17 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/conventions/registry.py +54 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/conventions/uk_gilt.py +12 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/conventions/us_corporate.py +12 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/conventions/us_treasury.py +12 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/curve_instruments/__init__.py +13 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/curve_instruments/conventions.py +24 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/curve_instruments/government.py +123 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/errors.py +108 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/indices/__init__.py +30 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/indices/bond_index.py +60 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/indices/conventions.py +83 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/indices/fixing_store.py +179 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/indices/overnight.py +215 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/instruments/__init__.py +37 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/instruments/callable.py +480 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/instruments/fixed.py +280 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/instruments/floating_rate.py +538 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/instruments/sinking_fund.py +394 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/instruments/zero_coupon.py +83 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/options/__init__.py +19 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/options/binomial_tree.py +117 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/options/bond_option.py +99 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/options/models/__init__.py +10 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/options/models/base.py +37 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/options/models/hull_white.py +60 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/pricing/__init__.py +16 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/pricing/pricer.py +114 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/pricing/yield_engine.py +250 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/risk/__init__.py +7 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/risk/metrics.py +192 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/traits/__init__.py +26 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/traits/analytics.py +42 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/traits/bond.py +75 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/traits/cashflow.py +40 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/traits/instruments.py +57 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/types/__init__.py +83 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/types/amortization.py +66 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/types/asw.py +13 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/types/bond_type.py +22 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/types/compounding.py +90 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/types/ex_dividend.py +21 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/types/identifiers.py +300 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/types/inflation.py +23 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/types/options.py +88 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/types/price_quote.py +40 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/types/rate_index.py +21 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/types/rating.py +46 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/types/sector.py +31 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/types/seniority.py +25 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/types/settlement_rules.py +72 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/types/sofr_convention.py +16 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/types/stub_rules.py +42 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/types/tenor.py +73 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/types/yield_convention.py +79 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/types/yield_rules.py +182 -0
- fuggers_py-0.1.0b1/src/fuggers_py/bonds/yields.py +225 -0
- fuggers_py-0.1.0b1/src/fuggers_py/core/__init__.py +128 -0
- fuggers_py-0.1.0b1/src/fuggers_py/core/calendars.py +1169 -0
- fuggers_py-0.1.0b1/src/fuggers_py/core/daycounts.py +387 -0
- fuggers_py-0.1.0b1/src/fuggers_py/core/errors.py +87 -0
- fuggers_py-0.1.0b1/src/fuggers_py/core/traits.py +120 -0
- fuggers_py-0.1.0b1/src/fuggers_py/core/types.py +1091 -0
- fuggers_py-0.1.0b1/src/fuggers_py/curves/__init__.py +170 -0
- fuggers_py-0.1.0b1/src/fuggers_py/curves/builder/__init__.py +21 -0
- fuggers_py-0.1.0b1/src/fuggers_py/curves/builder/curve_builder.py +180 -0
- fuggers_py-0.1.0b1/src/fuggers_py/curves/builders.py +137 -0
- fuggers_py-0.1.0b1/src/fuggers_py/curves/bumping/__init__.py +62 -0
- fuggers_py-0.1.0b1/src/fuggers_py/curves/bumping/key_rate.py +112 -0
- fuggers_py-0.1.0b1/src/fuggers_py/curves/bumping/parallel.py +64 -0
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- fuggers_py-0.1.0b1/tests/test_ext_sqlite_storage.py +136 -0
- fuggers_py-0.1.0b1/tests/test_golden_fixed_income_cases.py +143 -0
- fuggers_py-0.1.0b1/tests/test_layer_boundaries.py +63 -0
- fuggers_py-0.1.0b1/tests/test_math_errors.py +72 -0
- fuggers_py-0.1.0b1/tests/test_math_extrapolation.py +38 -0
- fuggers_py-0.1.0b1/tests/test_math_interpolation.py +88 -0
- fuggers_py-0.1.0b1/tests/test_math_linear_algebra.py +43 -0
- fuggers_py-0.1.0b1/tests/test_math_numerical.py +76 -0
- fuggers_py-0.1.0b1/tests/test_math_optimization.py +42 -0
- fuggers_py-0.1.0b1/tests/test_math_public_api.py +59 -0
- fuggers_py-0.1.0b1/tests/test_math_solvers.py +92 -0
- fuggers_py-0.1.0b1/tests/test_numerical_hardening_bonds.py +130 -0
- fuggers_py-0.1.0b1/tests/test_numerical_hardening_core.py +90 -0
- fuggers_py-0.1.0b1/tests/test_numerical_hardening_curve_helpers.py +109 -0
- fuggers_py-0.1.0b1/tests/test_numerical_hardening_curves.py +73 -0
- fuggers_py-0.1.0b1/tests/test_numerical_hardening_engine.py +57 -0
- fuggers_py-0.1.0b1/tests/test_numerical_hardening_engine_helpers.py +224 -0
- fuggers_py-0.1.0b1/tests/test_numerical_hardening_portfolio.py +83 -0
- fuggers_py-0.1.0b1/tests/test_numerical_hardening_portfolio_contribution_tracking.py +88 -0
- fuggers_py-0.1.0b1/tests/test_numerical_hardening_spreads.py +43 -0
- fuggers_py-0.1.0b1/tests/test_numerical_hardening_var_hedging.py +53 -0
- fuggers_py-0.1.0b1/tests/test_numerical_hardening_yield_helpers.py +160 -0
- fuggers_py-0.1.0b1/tests/test_optional_dependencies.py +21 -0
- fuggers_py-0.1.0b1/tests/test_portfolio_analytics.py +94 -0
- fuggers_py-0.1.0b1/tests/test_portfolio_analytics_summary.py +72 -0
- fuggers_py-0.1.0b1/tests/test_portfolio_attribution_decomposition.py +115 -0
- fuggers_py-0.1.0b1/tests/test_portfolio_benchmark.py +71 -0
- fuggers_py-0.1.0b1/tests/test_portfolio_bucketing.py +45 -0
- fuggers_py-0.1.0b1/tests/test_portfolio_contribution.py +50 -0
- fuggers_py-0.1.0b1/tests/test_portfolio_credit.py +116 -0
- fuggers_py-0.1.0b1/tests/test_portfolio_etf_basket_surface.py +205 -0
- fuggers_py-0.1.0b1/tests/test_portfolio_gap_surface.py +158 -0
- fuggers_py-0.1.0b1/tests/test_portfolio_key_rates.py +31 -0
- fuggers_py-0.1.0b1/tests/test_portfolio_public_api_exports.py +272 -0
- fuggers_py-0.1.0b1/tests/test_portfolio_stress.py +56 -0
- fuggers_py-0.1.0b1/tests/test_portfolio_surface_smoke.py +82 -0
- fuggers_py-0.1.0b1/tests/test_portfolio_typed_public_metrics.py +468 -0
- fuggers_py-0.1.0b1/tests/test_portfolio_types.py +65 -0
- fuggers_py-0.1.0b1/tests/test_portfolio_wrapper_coverage.py +113 -0
- fuggers_py-0.1.0b1/tests/test_property_invariants.py +305 -0
- fuggers_py-0.1.0b1/tests/test_property_invariants_weak_modules.py +148 -0
- fuggers_py-0.1.0b1/tests/test_public_api_surface.py +61 -0
- fuggers_py-0.1.0b1/tests/test_release_ruff_gate.py +32 -0
- fuggers_py-0.1.0b1/tests/test_research_workflow_end_to_end.py +57 -0
- fuggers_py-0.1.0b1/tests/test_spreads_namespace_removed.py +23 -0
- fuggers_py-0.1.0b1/tests/test_traits_config.py +43 -0
- fuggers_py-0.1.0b1/tests/test_traits_coordination.py +51 -0
- fuggers_py-0.1.0b1/tests/test_traits_error.py +65 -0
- fuggers_py-0.1.0b1/tests/test_traits_ids.py +31 -0
- fuggers_py-0.1.0b1/tests/test_traits_ids_extended.py +34 -0
- fuggers_py-0.1.0b1/tests/test_traits_market_data.py +51 -0
- fuggers_py-0.1.0b1/tests/test_traits_market_data_extended.py +126 -0
- fuggers_py-0.1.0b1/tests/test_traits_output.py +39 -0
- fuggers_py-0.1.0b1/tests/test_traits_output_publishers.py +108 -0
- fuggers_py-0.1.0b1/tests/test_traits_pricing_specs.py +39 -0
- fuggers_py-0.1.0b1/tests/test_traits_public_api_exports.py +31 -0
- fuggers_py-0.1.0b1/tests/test_traits_reference_data.py +60 -0
- fuggers_py-0.1.0b1/tests/test_traits_reference_sources.py +99 -0
- fuggers_py-0.1.0b1/tests/test_traits_storage.py +188 -0
- fuggers_py-0.1.0b1/tests/test_traits_transport.py +88 -0
- fuggers_py-0.1.0b1/tests/test_validation_corpus.py +516 -0
- fuggers_py-0.1.0b1/tests/typing/public_api_smoke.py +158 -0
- fuggers_py-0.1.0b1/tests/validation/__init__.py +1 -0
- fuggers_py-0.1.0b1/tests/validation/_helpers.py +208 -0
- fuggers_py-0.1.0b1/tests/validation/test_bonds_validation.py +290 -0
- fuggers_py-0.1.0b1/tests/validation/test_curves_validation.py +170 -0
- fuggers_py-0.1.0b1/tests/validation/test_engine_validation.py +121 -0
- fuggers_py-0.1.0b1/tests/validation/test_portfolio_attribution_validation.py +67 -0
- fuggers_py-0.1.0b1/tests/validation/test_portfolio_gap_validation.py +84 -0
- fuggers_py-0.1.0b1/tests/validation/test_portfolio_validation.py +239 -0
- fuggers_py-0.1.0b1/tools/run_release_ruff.py +33 -0
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## 0.1.0
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# Code of Conduct
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## Our Pledge
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We as maintainers and contributors pledge to make participation in the `fuggers-py` community a harassment-free experience for everyone, regardless of age, body size, disability, ethnicity, gender identity and expression, level of experience, education, socioeconomic status, nationality, personal appearance, race, religion, or sexual identity and orientation.
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Project maintainers are responsible for clarifying and enforcing this Code of Conduct. They may remove, edit, or reject comments, commits, code, wiki edits, issues, and other contributions that are not aligned with this Code of Conduct, and may temporarily or permanently ban contributors for behavior they deem inappropriate, threatening, offensive, or harmful.
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## Scope
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## Attribution
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# Contributing
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mypy
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## Reporting problems
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Apache License
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Version 2.0, January 2004
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http://www.apache.org/licenses/
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TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
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Metadata-Version: 2.4
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Name: fuggers-py
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Version: 0.1.0b1
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Summary: Fixed-income analytics, market-data traits, and research-oriented engine workflows.
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Author-email: Stanislaw Kubik <skubik234@icloud.com>
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License-Expression: Apache-2.0
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Project-URL: Homepage, https://github.com/stanislawkubik/fuggers-py
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Project-URL: Changelog, https://github.com/stanislawkubik/fuggers-py/blob/main/CHANGELOG.md
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Keywords: fixed-income,bonds,yield-curves,quant-finance,credit,analytics
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Classifier: Development Status :: 4 - Beta
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Dynamic: license-file
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# fuggers-py
|
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`fuggers-py` is a Python library for fixed-income analytics. It is organized as a native Python package with explicit submodules for domain models, analytics, data, I/O, and engine workflows.
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|
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## Package layout
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- `fuggers_py.core`: dates, prices, yields, spreads, calendars, day counts, base errors, interfaces
|
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- `fuggers_py.math`: root finding, interpolation, extrapolation, optimization, linear algebra
|
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- `fuggers_py.curves`: discount and credit curves, builders, calibration, bumping, multicurve tools
|
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- `fuggers_py.bonds`: bond instruments, conventions, schedules, pricing helpers, options
|
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- `fuggers_py.analytics`: yield, spread, risk, pricing, and YAS-style calculations
|
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- `fuggers_py.portfolio`: aggregate analytics, benchmarking, contribution, liquidity, stress, ETF workflows
|
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- `fuggers_py.data`: identifiers, market data, reference data, pricing specs, output records
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- `fuggers_py.io`: file adapters, JSON codecs, SQLite-backed storage, storage and transport interfaces
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- `fuggers_py.engine`: pricing router, reactive engine, schedulers, engine configuration
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Canonical usage is explicit submodule imports. The package no longer exposes `prelude`, `traits`, or `ext` namespaces.
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## Public API policy
|
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- Use package roots such as `fuggers_py.analytics`, `fuggers_py.bonds`, and `fuggers_py.io` for common entry points.
|
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|
+
- Import specialized exception subclasses from plural `errors` modules such as `fuggers_py.analytics.errors` and `fuggers_py.data.errors`.
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- Deprecated compatibility aliases may remain temporarily, but they are not part of the stable long-term surface.
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## Installation
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```bash
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pip install fuggers-py
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pip install "fuggers-py[dev]"
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pip install "fuggers-py[engine]"
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```
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## Quickstart
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```python
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from decimal import Decimal
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from fuggers_py.analytics import yield_to_maturity
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from fuggers_py.bonds import FixedBondBuilder
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from fuggers_py.core import Currency, Date, Frequency, Price
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settlement = Date.from_ymd(2026, 1, 15)
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bond = (
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FixedBondBuilder.new()
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.with_issue_date(Date.from_ymd(2024, 1, 15))
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.with_maturity_date(Date.from_ymd(2031, 1, 15))
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.with_coupon_rate(Decimal("0.0450"))
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.with_frequency(Frequency.SEMI_ANNUAL)
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.with_currency(Currency.USD)
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.build()
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)
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clean_price = Price.new(Decimal("101.25"), Currency.USD)
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ytm = yield_to_maturity(bond, clean_price, settlement)
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print(ytm.as_percentage())
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```
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## Engine and data workflows
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```python
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from fuggers_py.core import Date
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from fuggers_py.data import MarketDataProvider, ReferenceDataProvider
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from fuggers_py.engine import PricingEngineBuilder
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engine = (
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PricingEngineBuilder.new()
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.with_market_data_provider(MarketDataProvider())
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.with_reference_data_provider(ReferenceDataProvider())
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.with_settlement_date(Date.from_ymd(2026, 3, 13))
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.build()
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)
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assert engine.reactive_engine is not None
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```
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## Testing
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```bash
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python -m pip install -e ".[dev,engine]"
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pytest -q
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```
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The test suite includes deterministic validation fixtures under `tests/validation/` and a pinned external-reference corpus under `tests/fixtures/golden/validation_corpus.json`.
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## Community
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- Contributor guide: [CONTRIBUTING.md](CONTRIBUTING.md)
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- Code of conduct: [CODE_OF_CONDUCT.md](CODE_OF_CONDUCT.md)
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- Security reporting: [SECURITY.md](SECURITY.md)
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## Examples
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Examples live under `examples/` as paired `.py` and `.ipynb` files. A good starting set is:
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- `examples/public_api_surface_examples.ipynb`
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- `examples/data_provider_surface_examples.ipynb`
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- `examples/io_file_and_storage_examples.ipynb`
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- `examples/engine_reactive_examples.ipynb`
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- `examples/portfolio_etf_surface_examples.ipynb`
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## Docs
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- `docs/CORE_DOCS.md`
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- `docs/MATH_DOCS.md`
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- `docs/CURVES_DOCS.md`
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- `docs/BONDS_DOCS.md`
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- `docs/ANALYTICS_DOCS.md`
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- `docs/PORTFOLIO_DOCS.md`
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- `docs/DATA_DOCS.md`
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- `docs/IO_DOCS.md`
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- `docs/ENGINE_DOCS.md`
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- `docs/ARCHITECTURE.md`
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- `docs/validation_strategy.md`
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@@ -0,0 +1,113 @@
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+
# fuggers-py
|
|
2
|
+
|
|
3
|
+
`fuggers-py` is a Python library for fixed-income analytics. It is organized as a native Python package with explicit submodules for domain models, analytics, data, I/O, and engine workflows.
|
|
4
|
+
|
|
5
|
+
## Package layout
|
|
6
|
+
|
|
7
|
+
- `fuggers_py.core`: dates, prices, yields, spreads, calendars, day counts, base errors, interfaces
|
|
8
|
+
- `fuggers_py.math`: root finding, interpolation, extrapolation, optimization, linear algebra
|
|
9
|
+
- `fuggers_py.curves`: discount and credit curves, builders, calibration, bumping, multicurve tools
|
|
10
|
+
- `fuggers_py.bonds`: bond instruments, conventions, schedules, pricing helpers, options
|
|
11
|
+
- `fuggers_py.analytics`: yield, spread, risk, pricing, and YAS-style calculations
|
|
12
|
+
- `fuggers_py.portfolio`: aggregate analytics, benchmarking, contribution, liquidity, stress, ETF workflows
|
|
13
|
+
- `fuggers_py.data`: identifiers, market data, reference data, pricing specs, output records
|
|
14
|
+
- `fuggers_py.io`: file adapters, JSON codecs, SQLite-backed storage, storage and transport interfaces
|
|
15
|
+
- `fuggers_py.engine`: pricing router, reactive engine, schedulers, engine configuration
|
|
16
|
+
|
|
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|
+
Canonical usage is explicit submodule imports. The package no longer exposes `prelude`, `traits`, or `ext` namespaces.
|
|
18
|
+
|
|
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|
+
## Public API policy
|
|
20
|
+
|
|
21
|
+
- Use package roots such as `fuggers_py.analytics`, `fuggers_py.bonds`, and `fuggers_py.io` for common entry points.
|
|
22
|
+
- Import specialized exception subclasses from plural `errors` modules such as `fuggers_py.analytics.errors` and `fuggers_py.data.errors`.
|
|
23
|
+
- Deprecated compatibility aliases may remain temporarily, but they are not part of the stable long-term surface.
|
|
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|
+
|
|
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|
+
## Installation
|
|
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+
|
|
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```bash
|
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pip install fuggers-py
|
|
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|
+
pip install "fuggers-py[dev]"
|
|
30
|
+
pip install "fuggers-py[engine]"
|
|
31
|
+
```
|
|
32
|
+
|
|
33
|
+
## Quickstart
|
|
34
|
+
|
|
35
|
+
```python
|
|
36
|
+
from decimal import Decimal
|
|
37
|
+
|
|
38
|
+
from fuggers_py.analytics import yield_to_maturity
|
|
39
|
+
from fuggers_py.bonds import FixedBondBuilder
|
|
40
|
+
from fuggers_py.core import Currency, Date, Frequency, Price
|
|
41
|
+
|
|
42
|
+
settlement = Date.from_ymd(2026, 1, 15)
|
|
43
|
+
bond = (
|
|
44
|
+
FixedBondBuilder.new()
|
|
45
|
+
.with_issue_date(Date.from_ymd(2024, 1, 15))
|
|
46
|
+
.with_maturity_date(Date.from_ymd(2031, 1, 15))
|
|
47
|
+
.with_coupon_rate(Decimal("0.0450"))
|
|
48
|
+
.with_frequency(Frequency.SEMI_ANNUAL)
|
|
49
|
+
.with_currency(Currency.USD)
|
|
50
|
+
.build()
|
|
51
|
+
)
|
|
52
|
+
|
|
53
|
+
clean_price = Price.new(Decimal("101.25"), Currency.USD)
|
|
54
|
+
ytm = yield_to_maturity(bond, clean_price, settlement)
|
|
55
|
+
print(ytm.as_percentage())
|
|
56
|
+
```
|
|
57
|
+
|
|
58
|
+
## Engine and data workflows
|
|
59
|
+
|
|
60
|
+
```python
|
|
61
|
+
from fuggers_py.core import Date
|
|
62
|
+
from fuggers_py.data import MarketDataProvider, ReferenceDataProvider
|
|
63
|
+
from fuggers_py.engine import PricingEngineBuilder
|
|
64
|
+
|
|
65
|
+
engine = (
|
|
66
|
+
PricingEngineBuilder.new()
|
|
67
|
+
.with_market_data_provider(MarketDataProvider())
|
|
68
|
+
.with_reference_data_provider(ReferenceDataProvider())
|
|
69
|
+
.with_settlement_date(Date.from_ymd(2026, 3, 13))
|
|
70
|
+
.build()
|
|
71
|
+
)
|
|
72
|
+
|
|
73
|
+
assert engine.reactive_engine is not None
|
|
74
|
+
```
|
|
75
|
+
|
|
76
|
+
## Testing
|
|
77
|
+
|
|
78
|
+
```bash
|
|
79
|
+
python -m pip install -e ".[dev,engine]"
|
|
80
|
+
pytest -q
|
|
81
|
+
```
|
|
82
|
+
|
|
83
|
+
The test suite includes deterministic validation fixtures under `tests/validation/` and a pinned external-reference corpus under `tests/fixtures/golden/validation_corpus.json`.
|
|
84
|
+
|
|
85
|
+
## Community
|
|
86
|
+
|
|
87
|
+
- Contributor guide: [CONTRIBUTING.md](CONTRIBUTING.md)
|
|
88
|
+
- Code of conduct: [CODE_OF_CONDUCT.md](CODE_OF_CONDUCT.md)
|
|
89
|
+
- Security reporting: [SECURITY.md](SECURITY.md)
|
|
90
|
+
|
|
91
|
+
## Examples
|
|
92
|
+
|
|
93
|
+
Examples live under `examples/` as paired `.py` and `.ipynb` files. A good starting set is:
|
|
94
|
+
|
|
95
|
+
- `examples/public_api_surface_examples.ipynb`
|
|
96
|
+
- `examples/data_provider_surface_examples.ipynb`
|
|
97
|
+
- `examples/io_file_and_storage_examples.ipynb`
|
|
98
|
+
- `examples/engine_reactive_examples.ipynb`
|
|
99
|
+
- `examples/portfolio_etf_surface_examples.ipynb`
|
|
100
|
+
|
|
101
|
+
## Docs
|
|
102
|
+
|
|
103
|
+
- `docs/CORE_DOCS.md`
|
|
104
|
+
- `docs/MATH_DOCS.md`
|
|
105
|
+
- `docs/CURVES_DOCS.md`
|
|
106
|
+
- `docs/BONDS_DOCS.md`
|
|
107
|
+
- `docs/ANALYTICS_DOCS.md`
|
|
108
|
+
- `docs/PORTFOLIO_DOCS.md`
|
|
109
|
+
- `docs/DATA_DOCS.md`
|
|
110
|
+
- `docs/IO_DOCS.md`
|
|
111
|
+
- `docs/ENGINE_DOCS.md`
|
|
112
|
+
- `docs/ARCHITECTURE.md`
|
|
113
|
+
- `docs/validation_strategy.md`
|
|
@@ -0,0 +1,48 @@
|
|
|
1
|
+
# Releasing
|
|
2
|
+
|
|
3
|
+
## Private beta from a local wheel
|
|
4
|
+
|
|
5
|
+
```bash
|
|
6
|
+
python -m build
|
|
7
|
+
python -m venv /tmp/fuggers-beta-venv
|
|
8
|
+
/tmp/fuggers-beta-venv/bin/pip install --upgrade pip
|
|
9
|
+
/tmp/fuggers-beta-venv/bin/pip install dist/fuggers_py-*.whl
|
|
10
|
+
/tmp/fuggers-beta-venv/bin/python -c "import fuggers_py; print(fuggers_py.__version__)"
|
|
11
|
+
```
|
|
12
|
+
|
|
13
|
+
Share the wheel in `dist/` for private testers, or install it directly the same way on their machines.
|
|
14
|
+
|
|
15
|
+
## One-time PyPI Trusted Publisher setup
|
|
16
|
+
|
|
17
|
+
1. Make the GitHub repository public.
|
|
18
|
+
2. In the PyPI project settings for `fuggers-py`, add a GitHub Trusted Publisher with:
|
|
19
|
+
- owner: `stanislawkubik`
|
|
20
|
+
- repository: `fuggers-py`
|
|
21
|
+
- workflow file: `release.yml`
|
|
22
|
+
3. Leave the GitHub environment field empty. The workflow does not use one.
|
|
23
|
+
|
|
24
|
+
## First public release
|
|
25
|
+
|
|
26
|
+
1. Ensure `main` is ready and CI is green.
|
|
27
|
+
2. Push the release tag:
|
|
28
|
+
|
|
29
|
+
```bash
|
|
30
|
+
git tag v0.1.0
|
|
31
|
+
git push origin v0.1.0
|
|
32
|
+
```
|
|
33
|
+
|
|
34
|
+
3. GitHub Actions runs `release.yml`, builds the distributions, smoke-tests them, and publishes to PyPI.
|
|
35
|
+
|
|
36
|
+
`setuptools_scm` maps the Git tag `v0.1.0` to the package version `0.1.0`.
|
|
37
|
+
|
|
38
|
+
## Subsequent releases
|
|
39
|
+
|
|
40
|
+
1. Update `CHANGELOG.md` as needed.
|
|
41
|
+
2. Push the next tag, for example:
|
|
42
|
+
|
|
43
|
+
```bash
|
|
44
|
+
git tag v0.1.1
|
|
45
|
+
git push origin v0.1.1
|
|
46
|
+
```
|
|
47
|
+
|
|
48
|
+
No packaging-file edits should be required for later releases.
|
|
@@ -0,0 +1,18 @@
|
|
|
1
|
+
# Security Policy
|
|
2
|
+
|
|
3
|
+
## Supported Versions
|
|
4
|
+
|
|
5
|
+
Security fixes are applied to the latest released version on PyPI and, when needed, to the current default branch.
|
|
6
|
+
|
|
7
|
+
## Reporting a Vulnerability
|
|
8
|
+
|
|
9
|
+
Please do not open public GitHub issues for suspected vulnerabilities.
|
|
10
|
+
|
|
11
|
+
Report security issues to `skubik234@icloud.com` with:
|
|
12
|
+
|
|
13
|
+
- a short description of the issue
|
|
14
|
+
- affected versions or commit range
|
|
15
|
+
- reproduction steps or a proof of concept
|
|
16
|
+
- any suggested mitigations if you have them
|
|
17
|
+
|
|
18
|
+
The maintainer will acknowledge receipt, investigate, and coordinate a fix and disclosure timeline.
|