mainsequence 3.3.0__tar.gz → 3.3.1__tar.gz

{mainsequence-3.3.0 → mainsequence-3.3.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: mainsequence
-Version: 3.3.0
+Version: 3.3.1
 Summary: Main Sequence SDK
 Author-email: Main Sequence GmbH <dev@main-sequence.io>
 License: MainSequence GmbH SDK License Agreement

mainsequence-3.3.1/mainsequence/__init__.py

@@ -0,0 +1,30 @@
+
+
+from mainsequence.client import Constant as _C
+
+
+# -----------------------------
+# Gurantee constants on any workflows
+# -----------------------------
+
+constants_to_seed = dict(
+    REFERENCE_RATE__TIIE_28="TIIE_28",
+    REFERENCE_RATE__TIIE_91="TIIE_91",
+    REFERENCE_RATE__TIIE_182="TIIE_182",
+    REFERENCE_RATE__TIIE_OVERNIGHT="TIIE_OVERNIGHT",
+
+    REFERENCE_RATE__CETE_28="CETE_28",
+    REFERENCE_RATE__CETE_91="CETE_91",
+    REFERENCE_RATE__CETE_182="CETE_182",
+    REFERENCE_RATE__TIIE_OVERNIGHT_BONDES="TIIE_OVERNIGHT_BONDES",
+
+
+
+    #curves
+    ZERO_CURVE__BANXICO_M_BONOS_OTR = "BANXICO_M_BONOS_OTR",
+    ZERO_CURVE__VALMER_TIIE_28   = "F_TIIE_28_VALMER",
+    ZERO_CURVE__POLYGON_UST_CMT_ZERO_CURVE_UID="POLYGON_UST_CMT_ZERO_CURVE",
+    FIXING_RATES_1D_TABLE_NAME="fixing_rates_1d"
+)
+
+_C.create_constants_if_not_exist(constants_to_seed)

{mainsequence-3.3.0 → mainsequence-3.3.1}/mainsequence/instruments/pricing_models/indices.py

@@ -32,6 +32,9 @@ from mainsequence.client import Constant as _C
 from mainsequence.instruments.data_interface import data_interface
 from mainsequence.instruments.utils import to_py_date, to_ql_date
 
+
+
+
 # ----------------------------- Cache (ONLY by identifier + date) ----------------------------- #
 
 # key: (index_identifier, target_date_py)
@@ -95,6 +98,20 @@ def _cete(period_days: int) -> Callable[[], dict[str, Any]]:
         )
     return factory
 
+def _mx_gov_overnight(period_days: int) -> Callable[[], dict[str, Any]]:
+    def factory() -> dict[str, Any]:
+        return dict(
+            curve_uid=_const("ZERO_CURVE__BANXICO_M_BONOS_OTR"),  # <- gov curve you requested
+            calendar=_mx_calendar(),
+            day_counter=ql.Actual360(),
+            currency=_mx_currency(),
+            period=ql.Period(period_days, ql.Days),               # 1-day index period
+            settlement_days=1,
+            bdc=ql.ModifiedFollowing,                             # overnight/OIS-style
+            end_of_month=False,
+        )
+    return factory
+
 _INDEX_TEMPLATES: dict[str, Callable[[], dict[str, Any]]] = {
     # Symbolic name  -> factory (resolved lazily)
     "REFERENCE_RATE__TIIE_28": _tiie(28),
@@ -105,6 +122,9 @@ _INDEX_TEMPLATES: dict[str, Callable[[], dict[str, Any]]] = {
     "REFERENCE_RATE__CETE_28": _cete(28),
     "REFERENCE_RATE__CETE_91": _cete(91),
     "REFERENCE_RATE__CETE_182": _cete(182),
+    "REFERENCE_RATE__CETE_1": _cete(1),
+
+    "REFERENCE_RATE__TIIE_OVERNIGHT_BONDES":_mx_gov_overnight(1),
 
     "REFERENCE_RATE__USD_SOFR": lambda: dict(
         curve_uid=_const("ZERO_CURVE__UST_CMT_ZERO_CURVE_UID"),
@@ -288,7 +308,8 @@ def _default_curve_cached(
 ) -> ql.YieldTermStructureHandle:
     """Small cache for default curves, keyed only by (identifier, date)."""
     target_dt = datetime.datetime.combine(date_key, datetime.time())
-    return build_zero_curve(target_dt, index_identifier)
+    zero_curve,effective_curve_date=build_zero_curve(target_dt, index_identifier)
+    return zero_curve
 
 
 def _default_curve(

{mainsequence-3.3.0 → mainsequence-3.3.1}/mainsequence/instruments/settings.py

@@ -3,9 +3,12 @@ from __future__ import annotations
 
 import os
 from types import SimpleNamespace
-
+from mainsequence.client import Constant as _C
 ENV_PREFIX = "MSI"
 
 
 DATA_BACKEND = os.getenv(f"{ENV_PREFIX}_DATA_BACKEND", "mainsequence")
 data = SimpleNamespace(backend=DATA_BACKEND)
+
+
+

{mainsequence-3.3.0 → mainsequence-3.3.1}/mainsequence.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: mainsequence
-Version: 3.3.0
+Version: 3.3.1
 Summary: Main Sequence SDK
 Author-email: Main Sequence GmbH <dev@main-sequence.io>
 License: MainSequence GmbH SDK License Agreement

{mainsequence-3.3.0 → mainsequence-3.3.1}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "mainsequence"
-version = "3.3.0"
+version = "3.3.1"
 description = "Main Sequence SDK"
 readme = "README.md"
 requires-python = ">=3.10"