py10x-fin-base 0.1.0__tar.gz

py10x_fin_base-0.1.0/.gitignore

@@ -0,0 +1,8 @@
+__pycache__
+.DS_Store
+.coverage
+htmlcov
+.venv
+uv.lock
+.dev_10x_profile
+.env

py10x_fin_base-0.1.0/.idea/.gitignore

@@ -0,0 +1,5 @@
+# Default ignored files
+/shelf/
+/workspace.xml
+# Editor-based HTTP Client requests
+/httpRequests/

py10x_fin_base-0.1.0/.idea/inspectionProfiles/Project_Default.xml

@@ -0,0 +1,40 @@
+<component name="InspectionProjectProfileManager">
+  <profile version="1.0">
+    <option name="myName" value="Project Default" />
+    <inspection_tool class="ProblematicWhitespace" enabled="true" level="WARNING" enabled_by_default="true" />
+    <inspection_tool class="PyArgumentEqualDefaultInspection" enabled="true" level="WEAK WARNING" enabled_by_default="true" />
+    <inspection_tool class="PyAugmentAssignmentInspection" enabled="true" level="WEAK WARNING" enabled_by_default="true" />
+    <inspection_tool class="PyClassicStyleClassInspection" enabled="true" level="WARNING" enabled_by_default="true" />
+    <inspection_tool class="PyCompatibilityInspection" enabled="true" level="WARNING" enabled_by_default="true">
+      <option name="ourVersions">
+        <value>
+          <list size="5">
+            <item index="0" class="java.lang.String" itemvalue="3.13" />
+            <item index="1" class="java.lang.String" itemvalue="3.11" />
+            <item index="2" class="java.lang.String" itemvalue="3.12" />
+            <item index="3" class="java.lang.String" itemvalue="3.14" />
+            <item index="4" class="java.lang.String" itemvalue="3.15" />
+          </list>
+        </value>
+      </option>
+    </inspection_tool>
+    <inspection_tool class="PyMissingTypeHintsInspection" enabled="true" level="WEAK WARNING" enabled_by_default="true" />
+    <inspection_tool class="PyPep8Inspection" enabled="true" level="INFORMATION" enabled_by_default="true">
+      <option name="ignoredErrors">
+        <list>
+          <option value="E302" />
+        </list>
+      </option>
+    </inspection_tool>
+    <inspection_tool class="PyPep8NamingInspection" enabled="true" level="WEAK WARNING" enabled_by_default="true">
+      <option name="ignoredErrors">
+        <list>
+          <option value="N814" />
+          <option value="N802" />
+          <option value="N801" />
+        </list>
+      </option>
+    </inspection_tool>
+    <inspection_tool class="RegExpAnonymousGroup" enabled="true" level="WARNING" enabled_by_default="true" />
+  </profile>
+</component>

py10x_fin_base-0.1.0/.idea/inspectionProfiles/profiles_settings.xml

@@ -0,0 +1,6 @@
+<component name="InspectionProjectProfileManager">
+  <settings>
+    <option name="USE_PROJECT_PROFILE" value="false" />
+    <version value="1.0" />
+  </settings>
+</component>

py10x_fin_base-0.1.0/.idea/modules.xml

@@ -0,0 +1,9 @@
+<?xml version="1.0" encoding="UTF-8"?>
+<project version="4">
+  <component name="ProjectModuleManager">
+    <modules>
+      <module fileurl="file://$PROJECT_DIR$/.idea/py10x-fin-base.iml" filepath="$PROJECT_DIR$/.idea/py10x-fin-base.iml" />
+      <module fileurl="file://$PROJECT_DIR$/.idea/py10x-fin-base-cxx.iml" filepath="$PROJECT_DIR$/.idea/py10x-fin-base-cxx.iml" />
+    </modules>
+  </component>
+</project>

py10x_fin_base-0.1.0/.idea/py10x-fin-base-cxx.iml

@@ -0,0 +1,8 @@
+<?xml version="1.0" encoding="UTF-8"?>
+<module external.system.id="pyproject.toml" type="PYTHON_MODULE" version="4">
+  <component name="NewModuleRootManager">
+    <content url="file://$MODULE_DIR$/cxxfin" />
+    <orderEntry type="jdk" jdkName="Python 3.12 (xx_fin)" jdkType="Python SDK" />
+    <orderEntry type="sourceFolder" forTests="false" />
+  </component>
+</module>

py10x_fin_base-0.1.0/.idea/py10x-fin-base.iml

@@ -0,0 +1,18 @@
+<?xml version="1.0" encoding="UTF-8"?>
+<module external.system.id="pyproject.toml" type="PYTHON_MODULE" version="4">
+  <component name="NewModuleRootManager">
+    <content url="file://$MODULE_DIR$">
+      <excludeFolder url="file://$MODULE_DIR$/.venv" />
+    </content>
+    <orderEntry type="jdk" jdkName="Python 3.12 (xx_fin)" jdkType="Python SDK" />
+    <orderEntry type="sourceFolder" forTests="false" />
+    <orderEntry type="module" module-name="py10x-fin-base-cxx" exported="" />
+  </component>
+  <component name="PyDocumentationSettings">
+    <option name="format" value="PLAIN" />
+    <option name="myDocStringFormat" value="Plain" />
+  </component>
+  <component name="TestRunnerService">
+    <option name="PROJECT_TEST_RUNNER" value="py.test" />
+  </component>
+</module>

py10x_fin_base-0.1.0/.idea/vcs.xml

@@ -0,0 +1,6 @@
+<?xml version="1.0" encoding="UTF-8"?>
+<project version="4">
+  <component name="VcsDirectoryMappings">
+    <mapping directory="$PROJECT_DIR$/.." vcs="Git" />
+  </component>
+</project>

py10x_fin_base-0.1.0/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2025-2026 10X CONCEPTS LLC, XXFIN LLC and contributors
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

py10x_fin_base-0.1.0/NOTICE

@@ -0,0 +1,47 @@
+py10x-fin-base / py10x-fin-base-cxx (xxfin / cxxfin)
+Copyright (c) 2025-2026 10X CONCEPTS LLC, XXFIN LLC and contributors
+
+This project is licensed under the MIT License. See the LICENSE file for the full text.
+
+================================================================================
+Third-party open source software
+================================================================================
+
+This software uses or depends on the following open source packages, in
+addition to those already covered by py10x-core's own NOTICE. Their respective
+copyright notices and licenses apply to those components only.
+
+  - QuantLib / quantlib-python
+    Copyright (c) QuantLib contributors. BSD 3-Clause-style QuantLib License.
+    https://www.quantlib.org/
+
+  - xbbg (optional "bbg" extra)
+    Copyright (c) Alpha Xie and contributors. Apache License 2.0.
+    https://github.com/alpha-xone/xbbg
+
+================================================================================
+Dependencies requiring a separate commercial license to run
+================================================================================
+
+These are not open source. They are listed here because xxfin/cxxfin can
+optionally depend on them; installing xxfin/cxxfin does not grant any rights
+to them, and using them is subject to their own vendors' terms.
+
+  - aadc
+    Copyright (c) MatLogica Limited. Proprietary Python interface to MatLogica's
+    AADC (Adjoint Algorithmic Differentiation Compiler). Installable from PyPI
+    without restriction and ships with a time-limited trial license out of the
+    box; continued or production use requires a license key obtained from
+    MatLogica.
+    https://pypi.org/project/aadc/
+
+  - blpapi (optional "bbg" extra)
+    Copyright (c) Bloomberg Finance L.P. Bloomberg's proprietary API, not
+    open source. Distributed only via Bloomberg's own dedicated package
+    index under Bloomberg's license terms; requires a valid Bloomberg
+    entitlement/terminal to use at runtime.
+    https://www.bloomberg.com/professional/support/api-library/
+
+This NOTICE is not a substitute for the licenses of the above packages.
+Full license texts are typically included in each package's distribution
+or available at the project URLs above.

py10x_fin_base-0.1.0/PKG-INFO

@@ -0,0 +1,115 @@
+Metadata-Version: 2.5
+Name: py10x-fin-base
+Version: 0.1.0
+Summary: 10x Financial Domain Foundation
+Author-email: 10X CONCEPTS LLC <py10x@10x-software.org>
+License: MIT
+License-File: LICENSE
+License-File: NOTICE
+Requires-Python: <3.14,>=3.11
+Requires-Dist: aadc>=1.8.2; sys_platform != 'darwin' and (sys_platform != 'win32' or python_version != '3.13')
+Requires-Dist: py10x-core==0.3.0
+Requires-Dist: py10x-fin-base-cxx==0.1.0
+Requires-Dist: quantlib-python>=1.18
+Provides-Extra: bbg
+Requires-Dist: blpapi>=3.26.6.1; extra == 'bbg'
+Requires-Dist: xbbg>=1.4.5; extra == 'bbg'
+Provides-Extra: dev
+Requires-Dist: cmake>=3.27; extra == 'dev'
+Requires-Dist: ninja>=1.11; extra == 'dev'
+Requires-Dist: py10x-core[dev]; extra == 'dev'
+Requires-Dist: scikit-build-core>=0.12.2; extra == 'dev'
+Requires-Dist: setuptools-scm>=9.2.2; extra == 'dev'
+Description-Content-Type: text/markdown
+
+# XXFIN
+
+## Install
+
+Install the consumer package only:
+
+```bash
+pip install py10x-fin-base
+# or: uv pip install py10x-fin-base
+```
+
+That pulls **`py10x-fin-base-cxx`** transitively (import `cxxfin`). Do not depend on the cxx
+dist directly. Requires Python `>=3.11,<3.14` and a published `py10x-core` (plus its kernel/infra).
+
+In this monorepo the packaging root is [`xx_fin/`](.). Domain developers typically use
+`uv-sync py10x-dev --all-extras --with-downstream` from the py10x repo root — see
+[`CONTRIBUTING.md`](../CONTRIBUTING.md#development-setup).
+
+```python
+from xxfin.ccy import Ccy
+import cxxfin  # native extension from py10x-fin-base-cxx
+```
+
+## About
+The xxfin package of the 10x project serves a dual purpose:
+
+- to illustrate the capabilities of the 10x system by implementing a sufficiently rich example solving an important
+  problem in an important subject domain
+- to provide a complete working implementation of the most foundational valuation problem in the financial domain:
+  calculating today's price of a fixed amount of a future cash flow denominated in any currency.
+
+To achieve this goal, one needs to determine the relevant currency/foreign exchange (FX) rates and discount factors in a
+manner consistent with the current market data. Hence, we define all the necessary data structures for market data,
+including:
+
+- an ingestion/translation facility for collecting market data from any chosen data providers
+- generation/population/storage objects for standard quoted market data
+- models for calibrating complex/"synthetic" objects (forward curves), allowing calculation of rates/values that are not
+  directly observable but are consistent with all the relevant markets
+
+The sequence of the valuation steps is as follows:
+
+- We create market data objects ("quotables") that contain the market quotes and are stored in a user-specified market
+  data store.
+- The user specifies an external market data provider.
+- An adapter is needed to translate the market data from the provider's format and populate our quotables.
+  - We may provide such an adapter for a commonly used provider (e.g., Bloomberg), and, at a later date, add more
+    adapters if demand warrants it.
+  - We create a sample set of quotables which allow us to illustrate the use of market data.
+- Each piece of market data is quoted as a number (or a collection of numbers) representing values/parameters of certain
+  standard financial contracts, and the set of specifications sufficient to describe and value such standardized
+  contracts is saved in "market convention" objects.
+
+The subset of all market quotables used to build/calibrate synthetic market data (forward curves) is called a market
+assembly. It usually consists of the most liquid contracts that provide the most precise view of market participants on
+the market (e.g., the most liquid swap or FX forward quotes). Once we ingest the market quotes from the data provider(s)
+into the quotables, we use a market assembly to build/calibrate the forward curve using a chosen calibration procedure.
+The subsequent use of the curves built this way is completely agnostic to the curve calibration choices. Hence, the
+market assembly, as well as the calibration analytics, can be replaced by the user's preferred choices.
+
+The discount curve for a discount rate in a given currency is built using that currency-denominated standard cash
+deposit and fixed-floating swap market quotes, with that rate as the underlying/reference floating rate for the
+instruments listed in a market assembly (e.g., for the SOFR curve we use USD cash deposits and SOFR standard annual
+fixed/floating swap quotes).
+
+For FX forward curve construction, we currently use FX spot and FX forward (point) quotes for rates
+funded/collateralized in the same currency (e.g., USD). We build an FX curve for a market assembly-specified set of FX
+spot and FX USD-collateralized forwards consistent with the funding currency's discount curve.
+
+Such an FX forward curve allows us to calculate the present value, in any given currency, of a cash flow denominated in
+any other currency.
+
+## Optional JIT acceleration via AADC
+
+`xxfin/jit_aadc/` optionally records curve/valuation code into a JIT-compiled adjoint
+differentiation kernel using [MatLogica's AADC](https://pypi.org/project/aadc/) (Adjoint Algorithmic
+Differentiation Compiler), enabled via the `use_cxxfin`/`aadc_license` settings in
+`xxfin_env_vars.py`. `aadc` installs freely from PyPI where MatLogica publishes wheels; it is a
+required dependency except on macOS (no published build) and on Windows under Python 3.13 (no
+wheel yet). It ships with a
+time-limited trial license out of the box, but continued or production use requires a license key
+obtained from MatLogica. `xxfin` itself
+works fully without it — AADC only accelerates the JIT-compiled code path.
+
+## An easy setup to start playing with xxfin package
+- install mongodb on your machine and run without authentication (default)
+- set environment variables:
+  - XX_MAIN_TS_STORE_URI=mongodb://localhost/xx_fin (or any other MongoDb)
+  - XXFIN_DEFAULT_PRICING_CONTEXT_NAME=Abu Dhabi 20251010
+- run xxfin/dev_data_helpers/RUN_ME.py (it will store a number of objects)
+- you are ready to go!

py10x_fin_base-0.1.0/README.md

@@ -0,0 +1,91 @@
+# XXFIN
+
+## Install
+
+Install the consumer package only:
+
+```bash
+pip install py10x-fin-base
+# or: uv pip install py10x-fin-base
+```
+
+That pulls **`py10x-fin-base-cxx`** transitively (import `cxxfin`). Do not depend on the cxx
+dist directly. Requires Python `>=3.11,<3.14` and a published `py10x-core` (plus its kernel/infra).
+
+In this monorepo the packaging root is [`xx_fin/`](.). Domain developers typically use
+`uv-sync py10x-dev --all-extras --with-downstream` from the py10x repo root — see
+[`CONTRIBUTING.md`](../CONTRIBUTING.md#development-setup).
+
+```python
+from xxfin.ccy import Ccy
+import cxxfin  # native extension from py10x-fin-base-cxx
+```
+
+## About
+The xxfin package of the 10x project serves a dual purpose:
+
+- to illustrate the capabilities of the 10x system by implementing a sufficiently rich example solving an important
+  problem in an important subject domain
+- to provide a complete working implementation of the most foundational valuation problem in the financial domain:
+  calculating today's price of a fixed amount of a future cash flow denominated in any currency.
+
+To achieve this goal, one needs to determine the relevant currency/foreign exchange (FX) rates and discount factors in a
+manner consistent with the current market data. Hence, we define all the necessary data structures for market data,
+including:
+
+- an ingestion/translation facility for collecting market data from any chosen data providers
+- generation/population/storage objects for standard quoted market data
+- models for calibrating complex/"synthetic" objects (forward curves), allowing calculation of rates/values that are not
+  directly observable but are consistent with all the relevant markets
+
+The sequence of the valuation steps is as follows:
+
+- We create market data objects ("quotables") that contain the market quotes and are stored in a user-specified market
+  data store.
+- The user specifies an external market data provider.
+- An adapter is needed to translate the market data from the provider's format and populate our quotables.
+  - We may provide such an adapter for a commonly used provider (e.g., Bloomberg), and, at a later date, add more
+    adapters if demand warrants it.
+  - We create a sample set of quotables which allow us to illustrate the use of market data.
+- Each piece of market data is quoted as a number (or a collection of numbers) representing values/parameters of certain
+  standard financial contracts, and the set of specifications sufficient to describe and value such standardized
+  contracts is saved in "market convention" objects.
+
+The subset of all market quotables used to build/calibrate synthetic market data (forward curves) is called a market
+assembly. It usually consists of the most liquid contracts that provide the most precise view of market participants on
+the market (e.g., the most liquid swap or FX forward quotes). Once we ingest the market quotes from the data provider(s)
+into the quotables, we use a market assembly to build/calibrate the forward curve using a chosen calibration procedure.
+The subsequent use of the curves built this way is completely agnostic to the curve calibration choices. Hence, the
+market assembly, as well as the calibration analytics, can be replaced by the user's preferred choices.
+
+The discount curve for a discount rate in a given currency is built using that currency-denominated standard cash
+deposit and fixed-floating swap market quotes, with that rate as the underlying/reference floating rate for the
+instruments listed in a market assembly (e.g., for the SOFR curve we use USD cash deposits and SOFR standard annual
+fixed/floating swap quotes).
+
+For FX forward curve construction, we currently use FX spot and FX forward (point) quotes for rates
+funded/collateralized in the same currency (e.g., USD). We build an FX curve for a market assembly-specified set of FX
+spot and FX USD-collateralized forwards consistent with the funding currency's discount curve.
+
+Such an FX forward curve allows us to calculate the present value, in any given currency, of a cash flow denominated in
+any other currency.
+
+## Optional JIT acceleration via AADC
+
+`xxfin/jit_aadc/` optionally records curve/valuation code into a JIT-compiled adjoint
+differentiation kernel using [MatLogica's AADC](https://pypi.org/project/aadc/) (Adjoint Algorithmic
+Differentiation Compiler), enabled via the `use_cxxfin`/`aadc_license` settings in
+`xxfin_env_vars.py`. `aadc` installs freely from PyPI where MatLogica publishes wheels; it is a
+required dependency except on macOS (no published build) and on Windows under Python 3.13 (no
+wheel yet). It ships with a
+time-limited trial license out of the box, but continued or production use requires a license key
+obtained from MatLogica. `xxfin` itself
+works fully without it — AADC only accelerates the JIT-compiled code path.
+
+## An easy setup to start playing with xxfin package
+- install mongodb on your machine and run without authentication (default)
+- set environment variables:
+  - XX_MAIN_TS_STORE_URI=mongodb://localhost/xx_fin (or any other MongoDb)
+  - XXFIN_DEFAULT_PRICING_CONTEXT_NAME=Abu Dhabi 20251010
+- run xxfin/dev_data_helpers/RUN_ME.py (it will store a number of objects)
+- you are ready to go!

py10x_fin_base-0.1.0/cxxfin/CMakeLists.txt

@@ -0,0 +1,60 @@
+cmake_minimum_required(VERSION 3.27...3.30)
+project(cxxfin)
+
+set(CMAKE_CXX_STANDARD 20)
+set(CMAKE_CXX_FLAGS_DEBUG "-g -O0")
+
+find_package(Python3 REQUIRED COMPONENTS Interpreter Development.Module)
+
+# ---------------------------------------------------------------------------
+# Resolve py10x_kernel headers at the exact git commit matching the installed
+# binary.  setuptools_scm embeds the hash in the version string as "+gHASH",
+# e.g. "0.1.dev42+gabcdef12.d20260601".  For a clean tag release the version
+# is plain "1.2.3" and we reconstruct the tag "py10x-kernel-v1.2.3".
+# GIT_SHALLOW is intentionally omitted: shallow clones cannot fetch by hash.
+#
+# Use importlib.metadata — do NOT `import py10x_kernel` here. Importing the
+# extension runs its import-time incremental rebuild, which prints cmake
+# progress on stdout and corrupts the captured version (FetchContent then
+# tries to checkout a tag like `py10x-kernel-vRunning cmake --build...`).
+# ---------------------------------------------------------------------------
+execute_process(
+        COMMAND ${Python3_EXECUTABLE} -c "import importlib.metadata as m; print(m.version('py10x-kernel'))"
+        OUTPUT_VARIABLE _PY10X_KERNEL_VERSION
+        OUTPUT_STRIP_TRAILING_WHITESPACE
+        ERROR_VARIABLE _version_err
+        RESULT_VARIABLE _version_rc
+)
+if(NOT _version_rc EQUAL 0)
+    message(FATAL_ERROR "Could not query py10x-kernel version (${_version_err}). Is it installed in the active environment?")
+endif()
+
+string(REGEX MATCH "g([0-9a-f]+)" _hash_match "${_PY10X_KERNEL_VERSION}")
+if(_hash_match)
+    string(REGEX REPLACE "g([0-9a-f]+)" "\\1" _PY10X_KERNEL_GIT_TAG "${_hash_match}")
+else()
+    # PEP 440 normalizes bare `.dev` tags to `.dev0`; xx-promote git tags keep `.dev`.
+    set(_PY10X_KERNEL_GIT_TAG "py10x-kernel-v${_PY10X_KERNEL_VERSION}")
+    string(REGEX REPLACE "\\.dev0$" ".dev" _PY10X_KERNEL_GIT_TAG "${_PY10X_KERNEL_GIT_TAG}")
+endif()
+message(STATUS "py10x_kernel ${_PY10X_KERNEL_VERSION} -> fetching headers at ${_PY10X_KERNEL_GIT_TAG}")
+
+include(FetchContent)
+FetchContent_Declare(
+        cxx10x_core_headers
+        GIT_REPOSITORY https://github.com/10x-software/cxx10x.git
+        GIT_TAG        ${_PY10X_KERNEL_GIT_TAG}
+        SOURCE_SUBDIR  _headers_only
+)
+FetchContent_MakeAvailable(cxx10x_core_headers)
+
+include(${cxx10x_core_headers_SOURCE_DIR}/cmake/XX_pybind11_add_module.cmake)
+
+xx_pybind11_add_module(cxxfin
+        cxxfin.cpp
+)
+
+install(TARGETS cxxfin
+        LIBRARY DESTINATION .
+        RUNTIME DESTINATION .
+)

py10x_fin_base-0.1.0/cxxfin/CMakePresets.json

@@ -0,0 +1,29 @@
+{
+  "version": 3,
+  "configurePresets": [
+    {
+      "name": "clion",
+      "displayName": "CLion (VS 2022 x64)",
+      "generator": "Visual Studio 17 2022",
+      "architecture": "x64",
+      "binaryDir": "${sourceDir}/build/clion",
+      "cacheVariables": {
+        "Python3_EXECUTABLE": "${sourceDir}/../../.venv/Scripts/python.exe"
+      }
+    }
+  ],
+  "buildPresets": [
+    {
+      "name": "clion-debug",
+      "displayName": "Debug",
+      "configurePreset": "clion",
+      "configuration": "Debug"
+    },
+    {
+      "name": "clion-release",
+      "displayName": "Release",
+      "configurePreset": "clion",
+      "configuration": "Release"
+    }
+  ]
+}

py10x_fin_base-0.1.0/cxxfin/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2025-2026 10X CONCEPTS LLC, XXFIN LLC and contributors
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

py10x_fin_base-0.1.0/cxxfin/README.md

@@ -0,0 +1,53 @@
+# py10x-fin-base-cxx (`cxxfin` import)
+
+Native extension for **py10x-fin-base**. Dist name is `py10x-fin-base-cxx`; the import
+module remains `cxxfin`. Install **`py10x-fin-base`** (not this package directly).
+Built with pybind11 and scikit-build-core.
+
+## Architecture
+
+- `cxxfin.cpp` — pybind11 module source; `PYBIND11_MODULE` name is `cxxfin`
+- `generate_stubs.py` — post-build stub generation; promotes `py10x_kernel` to `RTLD_GLOBAL` before importing `cxxfin` so that `BTraitable` typeinfo is visible (macOS flat namespace requirement)
+- Headers fetched from `cxx10x` at the exact git commit matching the installed `py10x_kernel` binary (version string contains the hash)
+
+## Subclassing py10x_kernel types
+
+`py10x_kernel` is built with `CXX_VISIBILITY_PRESET default` so its vtables and typeinfo are exported. On import it promotes itself to `RTLD_GLOBAL` via `dladdr` + `dlopen(RTLD_NOW | RTLD_GLOBAL | RTLD_NOLOAD)`, making its symbols visible to subsequently loaded extension modules. `py10x_kernel` must be imported before `cxxfin` — this holds in normal usage since it is always loaded as part of the `py10x-core` import chain.
+
+## Incremental, automatic rebuild
+
+`cxxfin` is automatically rebuilt on `import cxxfin` whenever the sources changed. 
+
+## Clean rebuild
+
+Needed when changing build structure, e.g. adding source files, editing `CMakeLists.txt`):
+
+```bash
+uv pip uninstall py10x-fin-base-cxx
+rm -rf .venv/py10x-build/cxxfin
+uv sync --reinstall-package py10x-fin-base-cxx
+```
+
+- `uv pip uninstall py10x-fin-base-cxx` — removes the editable finder from site-packages, which
+  otherwise intercepts `import cxxfin` during stub generation and causes a circular rebuild
+  failure
+- `rm -rf .venv/py10x-build/cxxfin` — wipes the stale CMake cache
+- `uv sync --reinstall-package py10x-fin-base-cxx` — rebuilds and reinstalls from scratch
+
+Normal development (edit C++ source → run) does not require this; the editable rebuild fires
+automatically on import.
+
+## Debug build
+
+`cxxfin` builds `Release` by default. For `Debug` build, set the build type via
+scikit-build-core's env override and re-run uv sync, for example:
+
+```bash
+SKBUILD_CMAKE_BUILD_TYPE=Debug uv sync --reinstall-package py10x-fin-base-cxx
+```
+
+The build type is fixed at sync time (baked into the editable install along with the
+build-dir), so switching is just another sync — `SKBUILD_CMAKE_BUILD_TYPE=Debug uv sync --reinstall-package py10x-fin-base-cxx`
+for Debug, plain `uv sync --reinstall-package py10x-fin-base-cxx` for Release. Because each type has its own
+tree under `.venv/py10x-build/cxxfin/<Debug|Release>/`, switching does not rebuild from
+scratch.

py10x_fin_base-0.1.0/cxxfin/bcompounding.h

@@ -0,0 +1,57 @@
+#pragma once
+
+#include <cmath>
+
+struct BCompounding {
+    static constexpr int SIMPLE      = 0;
+    static constexpr int ANNUAL      = 1;
+    static constexpr int SEMI_ANNUAL = 2;
+    static constexpr int QUARTERLY   = 3;
+    static constexpr int MONTHLY     = 4;
+    static constexpr int WEEKLY      = 5;
+    static constexpr int CONTINUOUS  = 6;
+};
+
+struct BCompoundTransform {
+    static constexpr int RATE_TO_ACCRUAL = 0;
+    static constexpr int ACCRUAL_TO_RATE = 1;
+};
+
+namespace bcompounding_detail {
+
+using CompFn = double(*)(double t, double v);
+
+//-- (t, r) -> accrual factor
+inline double simple_r2a(double t, double r) { return 1.0 + r * t; }
+inline double annual_r2a(double t, double r) { return std::pow(1.0 + r,        t       ); }
+inline double semi_r2a  (double t, double r) { return std::pow(1.0 + r /  2.0, t *  2.0); }
+inline double qrtr_r2a  (double t, double r) { return std::pow(1.0 + r /  4.0, t *  4.0); }
+inline double mnth_r2a  (double t, double r) { return std::pow(1.0 + r / 12.0, t * 12.0); }
+inline double wkly_r2a  (double t, double r) { return std::pow(1.0 + r / 52.0, t * 52.0); }
+inline double cont_r2a  (double t, double r) { return std::exp(r * t); }
+
+//-- (t, a) -> rate
+inline double simple_a2r(double t, double a) { return t ? (a - 1.0) / t : 0.0; }
+inline double annual_a2r(double t, double a) { return t ? std::pow(a, 1.0 / t        ) - 1.0           : 0.0; }
+inline double semi_a2r  (double t, double a) { return t ? (std::pow(a, 1.0 / (t *  2.0)) - 1.0) *  2.0 : 0.0; }
+inline double qrtr_a2r  (double t, double a) { return t ? (std::pow(a, 1.0 / (t *  4.0)) - 1.0) *  4.0 : 0.0; }
+inline double mnth_a2r  (double t, double a) { return t ? (std::pow(a, 1.0 / (t * 12.0)) - 1.0) * 12.0 : 0.0; }
+inline double wkly_a2r  (double t, double a) { return t ? (std::pow(a, 1.0 / (t * 52.0)) - 1.0) * 52.0 : 0.0; }
+inline double cont_a2r  (double t, double a) { return t ? std::log(a) / t : 0.0; }
+
+} // namespace bcompounding_detail
+
+//-- [BCompounding index][BCompoundTransform index]
+inline double compounding_apply(int comp, int transform, double t, double v) {
+    using namespace bcompounding_detail;
+    static const CompFn matrix[][2] = {
+        { simple_r2a, simple_a2r },  // SIMPLE
+        { annual_r2a, annual_a2r },  // ANNUAL
+        { semi_r2a,   semi_a2r   },  // SEMI_ANNUAL
+        { qrtr_r2a,   qrtr_a2r   },  // QUARTERLY
+        { mnth_r2a,   mnth_a2r   },  // MONTHLY
+        { wkly_r2a,   wkly_a2r   },  // WEEKLY
+        { cont_r2a,   cont_a2r   },  // CONTINUOUS
+    };
+    return matrix[comp][transform](t, v);
+}