pyield 0.48.0__tar.gz → 0.48.2__tar.gz

{pyield-0.48.0 → pyield-0.48.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: pyield
-Version: 0.48.0
+Version: 0.48.2
 Summary: A Python library for analysis of fixed income instruments in Brazil
 Project-URL: Homepage, https://github.com/crdcj/PYield
 Project-URL: Documentation, https://crdcj.github.io/PYield
@@ -45,6 +45,7 @@ Description-Content-Type: text/markdown
 [![PyPI version](https://img.shields.io/pypi/v/pyield.svg)](https://pypi.python.org/pypi/pyield)
 [![Made with Python](https://img.shields.io/badge/Python->=3.12-blue?logo=python&logoColor=white)](https://python.org "Go to Python homepage")
 [![License](https://img.shields.io/badge/License-MIT-blue)](https://github.com/crdcj/PYield/blob/main/LICENSE)
+[![Docs](https://img.shields.io/badge/docs-GitHub%20Pages-blue?logo=readthedocs&logoColor=white)](https://crdcj.github.io/PYield/)
 
 # PYield: Toolkit de Renda Fixa Brasileira
 
@@ -63,8 +64,7 @@ pip install pyield
 ## Início Rápido
 
 ```python
-from pyield import dus, b3, bc, Interpolador
-from pyield.tn import ntnb
+from pyield import dus, b3, bc, ntnb, Interpolador
 
 # Dias úteis (base de todos os cálculos)
 dus.contar("02-01-2025", "15-01-2025")  # -> 9
@@ -241,8 +241,7 @@ Tratamento de nulos: funções escalares retornam `float('nan')` para entradas a
 (propaga nos cálculos). Funções vetorizadas propagam `null` elemento a elemento.
 
 ```python
-from pyield.tn import ntnb
-from pyield import dus
+from pyield import ntnb, dus
 
 ntnb.cotacao(None, "15-05-2035", 0.06149)  # -> nan
 dus.contar(["01-01-2024", None], "01-02-2024")  # -> Series: [22, null]

{pyield-0.48.0 → pyield-0.48.2}/README.md

@@ -1,6 +1,7 @@
 [![PyPI version](https://img.shields.io/pypi/v/pyield.svg)](https://pypi.python.org/pypi/pyield)
 [![Made with Python](https://img.shields.io/badge/Python->=3.12-blue?logo=python&logoColor=white)](https://python.org "Go to Python homepage")
 [![License](https://img.shields.io/badge/License-MIT-blue)](https://github.com/crdcj/PYield/blob/main/LICENSE)
+[![Docs](https://img.shields.io/badge/docs-GitHub%20Pages-blue?logo=readthedocs&logoColor=white)](https://crdcj.github.io/PYield/)
 
 # PYield: Toolkit de Renda Fixa Brasileira
 
@@ -19,8 +20,7 @@ pip install pyield
 ## Início Rápido
 
 ```python
-from pyield import dus, b3, bc, Interpolador
-from pyield.tn import ntnb
+from pyield import dus, b3, bc, ntnb, Interpolador
 
 # Dias úteis (base de todos os cálculos)
 dus.contar("02-01-2025", "15-01-2025")  # -> 9
@@ -197,8 +197,7 @@ Tratamento de nulos: funções escalares retornam `float('nan')` para entradas a
 (propaga nos cálculos). Funções vetorizadas propagam `null` elemento a elemento.
 
 ```python
-from pyield.tn import ntnb
-from pyield import dus
+from pyield import ntnb, dus
 
 ntnb.cotacao(None, "15-05-2035", 0.06149)  # -> nan
 dus.contar(["01-01-2024", None], "01-02-2024")  # -> Series: [22, null]

pyield-0.48.2/pyield/__about__.py

@@ -0,0 +1 @@
+__version__ = "0.48.2"

{pyield-0.48.0 → pyield-0.48.2}/pyield/__init__.py

@@ -1,28 +1,37 @@
 import logging
 
-from pyield import anbima, b3, bc, dus, ipca, relogio, selic, tn
+from pyield import anbima, b3, bc, dus, ipca, selic, tn
 from pyield.__about__ import __version__
+from pyield.b3 import di1
 from pyield.fwd import forward, forwards
 from pyield.interpolador import Interpolador
 from pyield.relogio import agora, hoje
 from pyield.selic.cpm import data as copom_options
+from pyield.tn import lft, ltn, ntnb, ntnb1, ntnbprinc, ntnc, ntnf
 
 __all__ = [
     "Interpolador",
     "__version__",
+    "agora",
     "anbima",
     "b3",
     "bc",
     "copom_options",
+    "di1",
     "dus",
     "forward",
     "forwards",
-    "agora",
+    "hoje",
     "ipca",
-    "relogio",
+    "lft",
+    "ltn",
+    "ntnb",
+    "ntnb1",
+    "ntnbprinc",
+    "ntnc",
+    "ntnf",
     "selic",
     "tn",
-    "hoje",
 ]
 
 # Configura o logger do pacote principal com um NullHandler

{pyield-0.48.0 → pyield-0.48.2}/pyield/fwd.py

@@ -102,7 +102,7 @@ def forwards(
         ]
 
         >>> # Exemplo com taxas indicativas de NTN-B em 16-09-2025
-        >>> from pyield.tn import ntnb
+        >>> from pyield import ntnb
         >>> df = ntnb.dados("16-09-2025")
         >>> yd.forwards(df["dias_uteis"], df["taxa_indicativa"])
         shape: (13,)

pyield-0.48.2/pyield/tn/__init__.py

@@ -0,0 +1,7 @@
+from pyield.tn import pre
+from pyield.tn.benchmark import benchmarks
+from pyield.tn.leiloes import leilao
+from pyield.tn.rmd import rmd
+from pyield.tn.utils import premio_pre
+
+__all__ = ["benchmarks", "leilao", "pre", "premio_pre", "rmd"]

{pyield-0.48.0 → pyield-0.48.2}/pyield/tn/lft.py

@@ -33,7 +33,7 @@ def dados(data: DateLike) -> pl.DataFrame:
         - rentabilidade (Float64): Rentabilidade da LFT sobre o DI.
 
     Examples:
-        >>> from pyield.tn import lft
+        >>> from pyield import lft
         >>> df_lft = lft.dados("23-08-2024")  # doctest: +SKIP
     """
     df = utils.obter_tpf(data, "LFT")
@@ -86,7 +86,7 @@ def vencimentos(data: DateLike) -> pl.Series:
         pl.Series: Série de datas de vencimento disponíveis.
 
     Examples:
-        >>> from pyield.tn import lft
+        >>> from pyield import lft
         >>> lft.vencimentos("22-08-2024")
         shape: (14,)
         Series: 'data_vencimento' [date]
@@ -125,7 +125,7 @@ def cotacao(
 
     Examples:
         Calcula a cotação de uma LFT com taxa de 0,02:
-        >>> from pyield.tn import lft
+        >>> from pyield import lft
         >>> lft.cotacao(
         ...     data_liquidacao="24-07-2024",
         ...     data_vencimento="01-09-2030",
@@ -176,7 +176,7 @@ def taxa(
             caso de erro.
 
     Examples:
-        >>> from pyield.tn import lft
+        >>> from pyield import lft
         >>> lft.taxa("24-07-2024", "01-09-2030", 15785.324502, 15621.867466)
         0.001717
         >>> lft.taxa("24-07-2024", "01-03-2025", 15785.324502, 15774.132706)
@@ -209,7 +209,7 @@ def rentabilidade(taxa_lft: float, taxa_di: float) -> float:
 
     Examples:
         Calcula a rentabilidade de uma LFT em 28/04/2025:
-        >>> from pyield.tn import lft
+        >>> from pyield import lft
         >>> taxa_lft = 0.001124  # 0.1124%
         >>> taxa_di = 0.13967670224373396  # 13.967670224373396%
         >>> lft.rentabilidade(taxa_lft, taxa_di)
@@ -250,7 +250,7 @@ def pu(
          - SEI Proccess 17944.005214/2024-09
 
     Examples:
-        >>> from pyield.tn import lft
+        >>> from pyield import lft
         >>> lft.pu(15785.324502, 99.9291)
         15774.132706
     """

{pyield-0.48.0 → pyield-0.48.2}/pyield/tn/ltn.py

@@ -4,7 +4,6 @@ import pyield._internal.converters as cv
 from pyield import dus, fwd
 from pyield._internal.types import DateLike, any_is_empty
 from pyield.tn import utils
-from pyield.tn.pre import premio as premio_pre
 
 VALOR_FACE = 1000
 
@@ -41,7 +40,7 @@ def dados(data: DateLike) -> pl.DataFrame:
         - rentabilidade (Float64): Rentabilidade diária da LTN sobre o DI.
 
     Examples:
-        >>> from pyield.tn import ltn
+        >>> from pyield import ltn
         >>> df_ltn = ltn.dados("23-08-2024")  # doctest: +SKIP
     """
     df = utils.obter_tpf(data, "LTN")
@@ -100,7 +99,7 @@ def vencimentos(data: DateLike) -> pl.Series:
         pl.Series: Série de datas de vencimento disponíveis.
 
     Examples:
-        >>> from pyield.tn import ltn
+        >>> from pyield import ltn
         >>> ltn.vencimentos("22-08-2024")
         shape: (13,)
         Series: 'data_vencimento' [date]
@@ -141,7 +140,7 @@ def pu(
         - https://www.anbima.com.br/data/files/A0/02/CC/70/8FEFC8104606BDC8B82BA2A8/Metodologias%20ANBIMA%20de%20Precificacao%20Titulos%20Publicos.pdf
 
     Examples:
-        >>> from pyield.tn import ltn
+        >>> from pyield import ltn
         >>> ltn.pu("05-07-2024", "01-01-2030", 0.12145)
         535.279902
     """
@@ -181,7 +180,7 @@ def taxa(
             caso de erro.
 
     Examples:
-        >>> from pyield.tn import ltn
+        >>> from pyield import ltn
         >>> ltn.taxa("05-07-2024", "01-01-2030", 535.279902)
         0.12145
         >>> ltn.taxa("13-03-2026", "01-01-2027", 895.563913)
@@ -214,7 +213,7 @@ def rentabilidade(taxa_ltn: float, taxa_di: float) -> float:
         Reference date: 22-08-2024
         LTN rate for 01-01-2030: 0.118746
         DI (JAN30) Settlement rate: 0.11725
-        >>> from pyield.tn import ltn
+        >>> from pyield import ltn
         >>> ltn.rentabilidade(0.118746, 0.11725)
         1.0120718007994287
     """
@@ -247,7 +246,7 @@ def dv01(
         float: DV01, variação de preço para 1 bp.
 
     Examples:
-        >>> from pyield.tn import ltn
+        >>> from pyield import ltn
         >>> ltn.dv01("26-03-2025", "01-01-2032", 0.150970)
         0.2269059999999854
     """
@@ -291,7 +290,7 @@ def premio(
         ValueError: Se os dados de DI não possuem 'taxa_ajuste' ou estão vazios.
 
     Examples:
-        >>> from pyield.tn import ltn
+        >>> from pyield import ltn
         >>> ltn.premio("30-05-2025", pontos_base=True)
         shape: (13, 3)
         ┌────────┬─────────────────┬────────┐
@@ -312,7 +311,9 @@ def premio(
         │ LTN    ┆ 2032-01-01      ┆ 11.24  │
         └────────┴─────────────────┴────────┘
     """
-    return premio_pre(data, pontos_base=pontos_base).filter(pl.col("titulo") == "LTN")
+    return utils.premio_pre(data, pontos_base=pontos_base).filter(
+        pl.col("titulo") == "LTN"
+    )
 
 
 def taxas_forward(data: DateLike) -> pl.DataFrame:
@@ -335,7 +336,7 @@ def taxas_forward(data: DateLike) -> pl.DataFrame:
         - taxa_forward (Float64): Taxa forward.
 
     Examples:
-        >>> from pyield.tn import ltn
+        >>> from pyield import ltn
         >>> ltn.taxas_forward("17-10-2025")
         shape: (13, 4)
         ┌─────────────────┬────────────┬─────────────────┬──────────────┐

{pyield-0.48.0 → pyield-0.48.2}/pyield/tn/ntnb.py

@@ -55,7 +55,7 @@ def dados(data: DateLike) -> pl.DataFrame:
             a partir de taxas nominais do DI Futuro e taxas zero das NTN-B.
 
     Examples:
-        >>> from pyield.tn import ntnb
+        >>> from pyield import ntnb
         >>> df_ntnb = ntnb.dados("23-08-2024")  # doctest: +SKIP
     """
     from pyield.b3 import di1  # noqa: PLC0415
@@ -129,7 +129,7 @@ def vencimentos(data: DateLike) -> pl.Series:
         pl.Series: Série de datas de vencimento de NTN-B.
 
     Examples:
-        >>> from pyield.tn import ntnb
+        >>> from pyield import ntnb
         >>> ntnb.vencimentos("16-08-2024")
         shape: (14,)
         Series: 'data_vencimento' [date]
@@ -198,7 +198,7 @@ def datas_pagamento(
             vencimento for menor ou igual à liquidação.
 
     Examples:
-        >>> from pyield.tn import ntnb
+        >>> from pyield import ntnb
         >>> ntnb.datas_pagamento("10-05-2024", "15-05-2025")
         shape: (3,)
         Series: 'datas_pagamento' [date]
@@ -246,7 +246,7 @@ def fluxos_caixa(
         - valor_pagamento (Float64): Valor do pagamento.
 
     Examples:
-        >>> from pyield.tn import ntnb
+        >>> from pyield import ntnb
         >>> ntnb.fluxos_caixa("10-05-2024", "15-05-2025")
         shape: (3, 2)
         ┌────────────────┬─────────────────┐
@@ -309,7 +309,7 @@ def cotacao(
           semestral e arredondamento para 6 casas, conforme ANBIMA.
 
     Examples:
-        >>> from pyield.tn import ntnb
+        >>> from pyield import ntnb
         >>> ntnb.cotacao("31-05-2024", "15-05-2035", 0.061490)
         99.3651
         >>> ntnb.cotacao("31-05-2024", "15-08-2060", 0.061878)
@@ -361,7 +361,7 @@ def pu(
         - https://www.anbima.com.br/data/files/A0/02/CC/70/8FEFC8104606BDC8B82BA2A8/Metodologias%20ANBIMA%20de%20Precificacao%20Titulos%20Publicos.pdf
 
     Examples:
-        >>> from pyield.tn import ntnb
+        >>> from pyield import ntnb
         >>> ntnb.pu(4299.160173, 99.3651)
         4271.864805
         >>> ntnb.pu(4315.498383, 100.6409)
@@ -497,7 +497,7 @@ def taxas_zero(
         - taxa_zero (Float64): Taxa zero (real).
 
     Examples:
-        >>> from pyield.tn import ntnb
+        >>> from pyield import ntnb
         >>> # Busca as taxas de NTN-B para uma data de referência
         >>> df = ntnb.dados("16-08-2024")
         >>> # Calcula as taxas zero considerando a liquidação na data de referência
@@ -707,7 +707,7 @@ def duration(
         float: Macaulay duration em anos úteis.
 
      Examples:
-         >>> from pyield.tn import ntnb
+         >>> from pyield import ntnb
          >>> ntnb.duration("23-08-2024", "15-08-2060", 0.061005)
          15.08305431313046
     """
@@ -745,7 +745,7 @@ def dv01(
         float: DV01, variação de preço para 1 bp.
 
     Examples:
-        >>> from pyield.tn import ntnb
+        >>> from pyield import ntnb
         >>> ntnb.dv01("26-03-2025", "15-08-2060", 0.074358, 4470.979474)
         4.640875999999935
     """
@@ -783,7 +783,7 @@ def taxa(
             caso de erro.
 
     Examples:
-        >>> from pyield.tn import ntnb
+        >>> from pyield import ntnb
         >>> ntnb.taxa("31-05-2024", "15-05-2035", 4299.160173, 4271.864805)
         0.06149
         >>> ntnb.taxa("15-08-2024", "15-08-2032", 4315.498383, 4343.156412)
@@ -825,7 +825,7 @@ def forward(
         - taxa_forward (Float64): Taxa forward calculada.
 
     Examples:
-        >>> from pyield.tn import ntnb
+        >>> from pyield import ntnb
         >>> ntnb.forward("17-10-2025", usar_taxa_zero=True)
         shape: (13, 4)
         ┌─────────────────┬────────────┬─────────────────┬──────────────┐

{pyield-0.48.0 → pyield-0.48.2}/pyield/tn/ntnb1.py

@@ -70,7 +70,7 @@ def datas_pagamento(
         pl.Series: Série de datas de amortização no intervalo.
 
     Examples:
-        >>> from pyield.tn import ntnb1
+        >>> from pyield import ntnb1
         >>> r_mais = ntnb1.NomeComercial.RENDA_MAIS
         >>> ntnb1.datas_pagamento("10-05-2024", "15-12-2050", r_mais)
         shape: (240,)
@@ -139,7 +139,7 @@ def fluxos_caixa(
         - valor_pagamento (Float64): Valor do pagamento.
 
     Examples:
-        >>> from pyield.tn import ntnb1
+        >>> from pyield import ntnb1
         >>> r_mais = ntnb1.NomeComercial.RENDA_MAIS
         >>> ntnb1.fluxos_caixa("10-05-2024", "15-12-2060", r_mais)
         shape: (240, 2)
@@ -210,7 +210,7 @@ def cotacao(
         - https://www.anbima.com.br/data/files/A0/02/CC/70/8FEFC8104606BDC8B82BA2A8/Metodologias%20ANBIMA%20de%20Precificacao%20Titulos%20Publicos.pdf
 
     Examples:
-        >>> from pyield.tn import ntnb1
+        >>> from pyield import ntnb1
         >>> r_mais = ntnb1.NomeComercial.RENDA_MAIS
         >>> ntnb1.cotacao("18-06-2025", "15-12-2084", 0.07010, r_mais)
         0.038332
@@ -247,7 +247,7 @@ def pu(
          - SEI Proccess 17944.005214/2024-09
 
     Examples:
-        >>> from pyield.tn import ntnb1
+        >>> from pyield import ntnb1
         >>> ntnb1.pu(4299.160173, 99.3651 / 100)
         4271.864805
         >>> ntnb1.pu(4315.498383, 100.6409 / 100)
@@ -277,7 +277,7 @@ def duration(
         float: Macaulay duration em anos úteis.
 
     Examples:
-        >>> from pyield.tn import ntnb1
+        >>> from pyield import ntnb1
         >>> r_mais = ntnb1.NomeComercial.RENDA_MAIS
         >>> ntnb1.duration("23-06-2025", "15-12-2084", 0.0686, r_mais)
         47.10493458167134
@@ -318,7 +318,7 @@ def dv01(
         float: DV01, variação de preço para 1 bp.
 
     Examples:
-        >>> from pyield.tn import ntnb1
+        >>> from pyield import ntnb1
         >>> r_mais = ntnb1.NomeComercial.RENDA_MAIS
         >>> ntnb1.dv01("23-06-2025", "15-12-2084", 0.0686, 4299.160173, r_mais)
         0.7738490000000127

{pyield-0.48.0 → pyield-0.48.2}/pyield/tn/ntnbprinc.py

@@ -25,7 +25,7 @@ def pu(
         - https://www.anbima.com.br/data/files/A0/02/CC/70/8FEFC8104606BDC8B82BA2A8/Metodologias%20ANBIMA%20de%20Precificacao%20Titulos%20Publicos.pdf
 
     Examples:
-        >>> from pyield.tn import ntnbprinc
+        >>> from pyield import ntnbprinc
         >>> ntnbprinc.pu("02-12-2025", "15-05-2029", 0.0777, 4567.033825)
         3537.763157
     """
@@ -65,7 +65,7 @@ def dv01(
         float: DV01 (Dollar Value of 01), variação de preço para 1 bp.
 
     Examples:
-        >>> from pyield.tn import ntnbprinc as bp
+        >>> from pyield import ntnbprinc as bp
         >>> bp.dv01("02-12-2025", "15-05-2029", 0.0777, 4567.033825)
         1.1200559999997495
     """

{pyield-0.48.0 → pyield-0.48.2}/pyield/tn/ntnc.py

@@ -68,7 +68,7 @@ def dados(data: DateLike) -> pl.DataFrame:
             método flat forward.
 
     Examples:
-        >>> from pyield.tn import ntnc
+        >>> from pyield import ntnc
         >>> ntnc.dados("23-08-2024")  # doctest: +SKIP
     """
     df = utils.obter_tpf(data, "NTN-C")
@@ -123,7 +123,7 @@ def datas_pagamento(
             vencimento for menor que a liquidação.
 
     Examples:
-        >>> from pyield.tn import ntnc
+        >>> from pyield import ntnc
         >>> ntnc.datas_pagamento("21-03-2025", "01-01-2031")
         shape: (12,)
         Series: 'datas_pagamento' [date]
@@ -184,7 +184,7 @@ def fluxos_caixa(
         - valor_pagamento (Float64): Valor do pagamento.
 
     Examples:
-        >>> from pyield.tn import ntnc
+        >>> from pyield import ntnc
         >>> ntnc.fluxos_caixa("21-03-2025", "01-01-2031")
         shape: (12, 2)
         ┌────────────────┬─────────────────┐
@@ -259,7 +259,7 @@ def cotacao(
           semestral e arredondamento para 6 casas, conforme ANBIMA.
 
     Examples:
-        >>> from pyield.tn import ntnc
+        >>> from pyield import ntnc
         >>> ntnc.cotacao("21-03-2025", "01-01-2031", 0.067626)
         126.4958
     """
@@ -310,7 +310,7 @@ def pu(
         - https://www.anbima.com.br/data/files/A0/02/CC/70/8FEFC8104606BDC8B82BA2A8/Metodologias%20ANBIMA%20de%20Precificacao%20Titulos%20Publicos.pdf
 
     Examples:
-        >>> from pyield.tn import ntnc
+        >>> from pyield import ntnc
         >>> ntnc.pu(6598.913723, 126.4958)
         8347.348705
     """
@@ -341,7 +341,7 @@ def taxa(
             caso de erro.
 
     Examples:
-        >>> from pyield.tn import ntnc
+        >>> from pyield import ntnc
         >>> ntnc.taxa("21-03-2025", "01-01-2031", 6598.913723, 8347.348705)
         0.067626
     """
@@ -376,7 +376,7 @@ def duracao(
         float: Macaulay duration em anos úteis.
 
     Examples:
-        >>> from pyield.tn import ntnc
+        >>> from pyield import ntnc
         >>> ntnc.duracao("21-03-2025", "01-01-2031", 0.067626)
         4.405363320448
     """

{pyield-0.48.0 → pyield-0.48.2}/pyield/tn/ntnf.py

@@ -10,7 +10,6 @@ from pyield import dus
 from pyield._internal.types import ArrayLike, DateLike, any_is_empty
 from pyield.b3 import di1
 from pyield.tn import utils
-from pyield.tn.pre import premio as premio_pre
 
 """
 Constantes calculadas conforme regras da ANBIMA
@@ -62,7 +61,7 @@ def dados(data: DateLike) -> pl.DataFrame:
         - rentabilidade (Float64): Rentabilidade da NTN-F sobre a curva DI.
 
     Examples:
-        >>> from pyield.tn import ntnf
+        >>> from pyield import ntnf
         >>> df_ntnf = ntnf.dados("23-08-2024")  # doctest: +SKIP
     """
     df = utils.obter_tpf(data, "NTN-F")
@@ -154,7 +153,7 @@ def vencimentos(data: DateLike) -> pl.Series:
         pl.Series: Série de datas de vencimento de NTN-F.
 
     Examples:
-        >>> from pyield.tn import ntnf
+        >>> from pyield import ntnf
         >>> ntnf.vencimentos("23-08-2024")
         shape: (6,)
         Series: 'data_vencimento' [date]
@@ -191,7 +190,7 @@ def datas_pagamento(
             for menor ou igual à liquidação.
 
     Examples:
-        >>> from pyield.tn import ntnf
+        >>> from pyield import ntnf
         >>> ntnf.datas_pagamento("15-05-2024", "01-01-2027")
         shape: (6,)
         Series: 'datas_pagamento' [date]
@@ -251,7 +250,7 @@ def fluxos_caixa(
         - valor_pagamento (Float64): Valor do pagamento.
 
     Examples:
-        >>> from pyield.tn import ntnf
+        >>> from pyield import ntnf
         >>> ntnf.fluxos_caixa("15-05-2024", "01-01-2027")
         shape: (6, 2)
         ┌────────────────┬─────────────────┐
@@ -340,7 +339,7 @@ def pu(
           semestral e arredondamento para 5 casas, conforme ANBIMA.
 
     Examples:
-        >>> from pyield.tn import ntnf
+        >>> from pyield import ntnf
         >>> ntnf.pu("05-07-2024", "01-01-2035", 0.11921)
         895.359254
     """
@@ -383,7 +382,7 @@ def taxas_zero(  # noqa
         - taxa_zero (Float64): Taxa zero (zero cupom).
 
     Examples:
-        >>> from pyield.tn import ntnf, ltn
+        >>> from pyield import ntnf, ltn
         >>> df_ltn = ltn.dados("03-09-2024")
         >>> df_ntnf = ntnf.dados("03-09-2024")
         >>> ntnf.taxas_zero(
@@ -659,7 +658,7 @@ def premio(data: DateLike, pontos_base: bool = False) -> pl.DataFrame:
         ValueError: Se os dados de DI não possuem 'taxa_ajuste' ou estão vazios.
 
     Examples:
-        >>> from pyield.tn import ntnf
+        >>> from pyield import ntnf
         >>> ntnf.premio("30-05-2025", pontos_base=True)
         shape: (5, 3)
         ┌────────┬─────────────────┬────────┐
@@ -674,7 +673,9 @@ def premio(data: DateLike, pontos_base: bool = False) -> pl.DataFrame:
         │ NTN-F  ┆ 2035-01-01      ┆ 22.0   │
         └────────┴─────────────────┴────────┘
     """
-    return premio_pre(data, pontos_base=pontos_base).filter(pl.col("titulo") == "NTN-F")
+    return utils.premio_pre(data, pontos_base=pontos_base).filter(
+        pl.col("titulo") == "NTN-F"
+    )
 
 
 def premio_limpo(  # noqa
@@ -778,7 +779,7 @@ def duration(
         float: Macaulay duration em anos úteis. Retorna NaN se inválido.
 
     Examples:
-        >>> from pyield.tn import ntnf
+        >>> from pyield import ntnf
         >>> ntnf.duration("02-09-2024", "01-01-2035", 0.121785)
         6.32854218039796
     """
@@ -814,7 +815,7 @@ def dv01(
         float: DV01, variação de preço para 1 bp.
 
     Examples:
-        >>> from pyield.tn import ntnf
+        >>> from pyield import ntnf
         >>> ntnf.dv01("26-03-2025", "01-01-2035", 0.151375)
         0.39025200000003224
     """
@@ -846,7 +847,7 @@ def taxa(
         float: TIR implícita em formato decimal. Retorna NaN em caso de erro.
 
     Examples:
-        >>> from pyield.tn import ntnf
+        >>> from pyield import ntnf
         >>> pu = ntnf.pu("05-07-2024", "01-01-2035", 0.11921)
         >>> ntnf.taxa("13-03-2026", "01-01-2035", 820.995125)
         0.142743

{pyield-0.48.0 → pyield-0.48.2}/pyield/tn/pre.py

@@ -1,6 +1,5 @@
 import polars as pl
 
-import pyield._internal.converters as cv
 from pyield import dus
 from pyield._internal.types import DateLike
 from pyield.tn import ntnf, utils
@@ -137,81 +136,3 @@ def _validar_resultado_final(df: pl.DataFrame) -> None:
 
     if df["taxa_zero"].is_null().any():
         raise ValueError("Resultado final contém NaN na coluna taxa_zero")
-
-
-def premio(
-    data: DateLike,
-    pontos_base: bool = False,
-) -> pl.DataFrame:
-    """
-    Calcula o prêmio dos títulos prefixados (LTN e NTN-F) sobre o DI.
-
-    Em linguagem de mercado, esse valor é chamado de prêmio. Em termos
-    descritivos, trata-se do spread sobre o DI.
-
-    Definição do prêmio:
-        premio = taxa indicativa do PRE - taxa de ajuste do DI
-
-    Quando ``pontos_base=False`` a coluna retorna essa diferença em formato
-    decimal (ex: 0.000439 ≈ 4.39 bps). Quando ``pontos_base=True`` o valor é
-    automaticamente
-    multiplicado por 10_000 e exibido diretamente em basis points.
-
-    Args:
-        data: Data da consulta para buscar as taxas.
-        pontos_base: Se True, retorna o prêmio já convertido em basis points.
-            Padrão False.
-
-    Returns:
-        pl.DataFrame: DataFrame com as colunas do prêmio.
-
-    Output Columns:
-        - titulo (String): Tipo do título.
-        - data_vencimento (Date): Data de vencimento.
-        - premio (Float64): prêmio em decimal ou bps conforme parâmetro
-            (spread sobre o DI).
-
-    Examples:
-        >>> from pyield.tn import pre
-        >>> pre.premio("30-05-2025", pontos_base=True)
-        shape: (18, 3)
-        ┌────────┬─────────────────┬────────┐
-        │ titulo ┆ data_vencimento ┆ premio │
-        │ ---    ┆ ---             ┆ ---    │
-        │ str    ┆ date            ┆ f64    │
-        ╞════════╪═════════════════╪════════╡
-        │ LTN    ┆ 2025-07-01      ┆ 4.39   │
-        │ LTN    ┆ 2025-10-01      ┆ -9.0   │
-        │ LTN    ┆ 2026-01-01      ┆ -4.88  │
-        │ LTN    ┆ 2026-04-01      ┆ -4.45  │
-        │ LTN    ┆ 2026-07-01      ┆ 0.81   │
-        │ …      ┆ …               ┆ …      │
-        │ NTN-F  ┆ 2027-01-01      ┆ -3.31  │
-        │ NTN-F  ┆ 2029-01-01      ┆ 14.21  │
-        │ NTN-F  ┆ 2031-01-01      ┆ 21.61  │
-        │ NTN-F  ┆ 2033-01-01      ┆ 11.51  │
-        │ NTN-F  ┆ 2035-01-01      ┆ 22.0   │
-        └────────┴─────────────────┴────────┘
-    """
-    # Busca taxas dos títulos (LTN e NTN-F) e adiciona taxa_di
-    df = utils.obter_tpf(data, "PRE").select(
-        "titulo", "data_vencimento", "taxa_indicativa"
-    )
-    if df.is_empty():
-        return df.select(
-            pl.lit("").alias("titulo"),
-            pl.lit(None, dtype=pl.Date).alias("data_vencimento"),
-            pl.lit(None, dtype=pl.Float64).alias("premio"),
-        ).clear()
-    data_ref = cv.converter_datas(data)
-    df = utils.adicionar_taxa_di(df, data_ref)
-    df = (
-        df.with_columns(premio=pl.col("taxa_indicativa") - pl.col("taxa_di"))
-        .select("titulo", "data_vencimento", "premio")
-        .sort("titulo", "data_vencimento")
-    )
-
-    if pontos_base:
-        df = df.with_columns(pl.col("premio") * 10_000)
-
-    return df

{pyield-0.48.0 → pyield-0.48.2}/pyield/tn/utils.py

@@ -6,6 +6,7 @@ from typing import overload
 
 import polars as pl
 
+import pyield._internal.converters as cv
 from pyield._internal.types import DateLike
 from pyield.anbima.tpf import TipoTPF
 
@@ -298,3 +299,77 @@ def encontrar_raiz(func_diferenca_preco: Callable[[float], float]) -> float:
 
     a, b = intervalo
     return _metodo_bissecao(func_diferenca_preco, a, b)
+
+
+def premio_pre(
+    data: DateLike,
+    pontos_base: bool = False,
+) -> pl.DataFrame:
+    """Calcula o prêmio dos títulos prefixados (LTN e NTN-F) sobre o DI.
+
+    Em linguagem de mercado, esse valor é chamado de prêmio. Em termos
+    descritivos, trata-se do spread sobre o DI.
+
+    Definição do prêmio:
+        premio = taxa indicativa do PRE - taxa de ajuste do DI
+
+    Quando ``pontos_base=False`` a coluna retorna essa diferença em formato
+    decimal (ex: 0.000439 ≈ 4.39 bps). Quando ``pontos_base=True`` o valor
+    é automaticamente multiplicado por 10_000 e exibido diretamente em
+    basis points.
+
+    Args:
+        data: Data da consulta para buscar as taxas.
+        pontos_base: Se True, retorna o prêmio já convertido em basis
+            points. Padrão False.
+
+    Returns:
+        pl.DataFrame: DataFrame com as colunas do prêmio.
+
+    Output Columns:
+        - titulo (String): Tipo do título.
+        - data_vencimento (Date): Data de vencimento.
+        - premio (Float64): prêmio em decimal ou bps conforme parâmetro
+            (spread sobre o DI).
+
+    Examples:
+        >>> from pyield.tn import utils
+        >>> utils.premio_pre("30-05-2025", pontos_base=True)
+        shape: (18, 3)
+        ┌────────┬─────────────────┬────────┐
+        │ titulo ┆ data_vencimento ┆ premio │
+        │ ---    ┆ ---             ┆ ---    │
+        │ str    ┆ date            ┆ f64    │
+        ╞════════╪═════════════════╪════════╡
+        │ LTN    ┆ 2025-07-01      ┆ 4.39   │
+        │ LTN    ┆ 2025-10-01      ┆ -9.0   │
+        │ LTN    ┆ 2026-01-01      ┆ -4.88  │
+        │ LTN    ┆ 2026-04-01      ┆ -4.45  │
+        │ LTN    ┆ 2026-07-01      ┆ 0.81   │
+        │ …      ┆ …               ┆ …      │
+        │ NTN-F  ┆ 2027-01-01      ┆ -3.31  │
+        │ NTN-F  ┆ 2029-01-01      ┆ 14.21  │
+        │ NTN-F  ┆ 2031-01-01      ┆ 21.61  │
+        │ NTN-F  ┆ 2033-01-01      ┆ 11.51  │
+        │ NTN-F  ┆ 2035-01-01      ┆ 22.0   │
+        └────────┴─────────────────┴────────┘
+    """
+    df = obter_tpf(data, "PRE").select("titulo", "data_vencimento", "taxa_indicativa")
+    if df.is_empty():
+        return df.select(
+            pl.lit("").alias("titulo"),
+            pl.lit(None, dtype=pl.Date).alias("data_vencimento"),
+            pl.lit(None, dtype=pl.Float64).alias("premio"),
+        ).clear()
+    data_ref = cv.converter_datas(data)
+    df = adicionar_taxa_di(df, data_ref)
+    df = (
+        df.with_columns(premio=pl.col("taxa_indicativa") - pl.col("taxa_di"))
+        .select("titulo", "data_vencimento", "premio")
+        .sort("titulo", "data_vencimento")
+    )
+
+    if pontos_base:
+        df = df.with_columns(pl.col("premio") * 10_000)
+
+    return df

pyield-0.48.0/pyield/__about__.py

@@ -1 +0,0 @@
-__version__ = "0.48.0"

pyield-0.48.0/pyield/tn/__init__.py

@@ -1,19 +0,0 @@
-from pyield.tn.benchmark import benchmarks
-from pyield.tn.leiloes import leilao
-from pyield.tn.pre import premio
-from pyield.tn.rmd import rmd
-
-__all__ = [
-    "benchmarks",
-    "leilao",
-    "lft",
-    "ltn",
-    "ntnb",
-    "ntnb1",
-    "ntnbprinc",
-    "ntnc",
-    "ntnf",
-    "pre",
-    "premio",
-    "rmd",
-]