rateslib 2.6.0__tar.gz → 2.7.1__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.
- rateslib-2.7.1/COMMERCIAL_LICENCE +171 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/Cargo.lock +67 -67
- {rateslib-2.6.0 → rateslib-2.7.1}/Cargo.toml +2 -6
- {rateslib-2.6.0 → rateslib-2.7.1}/PKG-INFO +1 -16
- {rateslib-2.6.0 → rateslib-2.7.1}/pyproject.toml +23 -11
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/__init__.py +37 -4
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/_spec_loader.py +50 -22
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/curves/interpolation.py +8 -2
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/data/__instrument_spec.csv +25 -23
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/data/fixings.py +458 -254
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/default.py +49 -1
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/dual/ift.py +223 -113
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/dual/newton.py +2 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/dual/utils.py +16 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/enums/__init__.py +8 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/enums/parameters.py +179 -45
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/__init__.py +24 -1
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/bonds/bill.py +5 -11
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/bonds/bond_future.py +5 -9
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/bonds/conventions/__init__.py +40 -2
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/bonds/fixed_rate_bond.py +30 -13
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/bonds/float_rate_note.py +6 -19
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/bonds/index_fixed_rate_bond.py +6 -18
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/bonds/protocols/__init__.py +7 -21
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/bonds/protocols/accrued.py +2 -1
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/bonds/protocols/oaspread.py +9 -18
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/cds.py +11 -21
- rateslib-2.7.1/python/rateslib/instruments/fee.py +443 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/fra.py +21 -33
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/fx_forward.py +6 -12
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/fx_options/__init__.py +2 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/fx_options/brokerfly.py +6 -6
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/fx_options/call_put.py +58 -101
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/fx_options/risk_reversal.py +12 -12
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/fx_options/straddle.py +2 -2
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/fx_options/strangle.py +22 -46
- rateslib-2.6.0/python/rateslib/instruments/fx_vol_value.py → rateslib-2.7.1/python/rateslib/instruments/fx_options/vol_value.py +17 -10
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/fx_swap.py +6 -13
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/iirs.py +12 -28
- rateslib-2.7.1/python/rateslib/instruments/ir_options/__init__.py +27 -0
- rateslib-2.7.1/python/rateslib/instruments/ir_options/call_put.py +922 -0
- rateslib-2.7.1/python/rateslib/instruments/ir_options/risk_reversal.py +245 -0
- rateslib-2.7.1/python/rateslib/instruments/ir_options/straddle.py +508 -0
- rateslib-2.7.1/python/rateslib/instruments/ir_options/strangle.py +244 -0
- rateslib-2.7.1/python/rateslib/instruments/ir_options/vol_value.py +324 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/irs.py +38 -36
- rateslib-2.7.1/python/rateslib/instruments/loan.py +694 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/ndxcs.py +8 -15
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/protocols/analytic_delta.py +13 -19
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/protocols/analytic_fixings.py +14 -16
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/protocols/cashflows.py +17 -28
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/protocols/npv.py +14 -21
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/protocols/pricing.py +312 -132
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/sbs.py +16 -28
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/stir_future.py +23 -65
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/value.py +8 -27
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/xcs.py +9 -16
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/yoyis.py +16 -22
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/zcis.py +22 -19
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/zcs.py +15 -20
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/legs/__init__.py +1 -2
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/legs/fixed.py +33 -260
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/legs/float.py +62 -36
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/legs/protocols/cashflows.py +18 -8
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/local_types.py +50 -13
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/__init__.py +4 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/credit.py +10 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/fixed_period.py +2 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/float_period.py +2 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/fx_volatility.py +34 -33
- rateslib-2.7.1/python/rateslib/periods/ir_volatility.py +707 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/parameters/__init__.py +2 -0
- rateslib-2.7.1/python/rateslib/periods/parameters/ir_volatility.py +129 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/protocols/__init__.py +5 -1
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/protocols/analytic_greeks.py +375 -9
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/protocols/cashflows.py +10 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/protocols/npv.py +52 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/utils.py +66 -4
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/rs.pyi +14 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/scheduling/__init__.py +0 -32
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/scheduling/adjuster.py +1 -1
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/scheduling/convention.py +5 -1
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/scheduling/frequency.py +6 -1
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/scheduling/schedule.py +3 -10
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/solver.py +259 -56
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/verify.py +1 -1
- rateslib-2.7.1/python/rateslib/volatility/__init__.py +62 -0
- {rateslib-2.6.0/python/rateslib/fx_volatility → rateslib-2.7.1/python/rateslib/volatility/fx}/__init__.py +9 -7
- {rateslib-2.6.0/python/rateslib/fx_volatility → rateslib-2.7.1/python/rateslib/volatility/fx}/base.py +9 -7
- {rateslib-2.6.0/python/rateslib/fx_volatility → rateslib-2.7.1/python/rateslib/volatility/fx}/delta_vol.py +28 -26
- {rateslib-2.6.0/python/rateslib/fx_volatility → rateslib-2.7.1/python/rateslib/volatility/fx}/sabr.py +28 -26
- {rateslib-2.6.0/python/rateslib/fx_volatility → rateslib-2.7.1/python/rateslib/volatility/fx}/utils.py +17 -384
- rateslib-2.7.1/python/rateslib/volatility/ir/__init__.py +38 -0
- rateslib-2.7.1/python/rateslib/volatility/ir/base.py +827 -0
- rateslib-2.7.1/python/rateslib/volatility/ir/sabr.py +793 -0
- rateslib-2.7.1/python/rateslib/volatility/ir/spline.py +868 -0
- rateslib-2.7.1/python/rateslib/volatility/ir/utils.py +573 -0
- rateslib-2.7.1/python/rateslib/volatility/utils.py +608 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/curves/test_curves.py +19 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/instruments/test_instruments_bonds_legacy.py +90 -2
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/instruments/test_instruments_legacy.py +1158 -19
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/legs/test_analytic_delta.py +19 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/legs/test_legs_legacy.py +133 -64
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/periods/test_periods_legacy.py +599 -8
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/scheduling/test_calendars.py +37 -2
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/serialization/test_json.py +5 -1
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/serialization/test_pickle.py +8 -1
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/test_default.py +1 -1
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/test_dualpy.py +15 -1
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/test_fixings.py +27 -1
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/test_fx_volatility.py +32 -32
- rateslib-2.7.1/python/tests/test_ir_volatility.py +2482 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/test_solver.py +446 -35
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/test_to_fix.py +1 -1
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/enums/mod.rs +2 -1
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/enums/parameters.rs +15 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/enums/py/float_fixing_method.rs +13 -0
- rateslib-2.7.1/rust/enums/py/ir_option_metric.rs +192 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/enums/py/mod.rs +2 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/json/json_py.rs +2 -1
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/lib.rs +2 -1
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/manager.rs +2 -6
- rateslib-2.6.0/.DS_Store +0 -0
- rateslib-2.6.0/COMMERCIAL_LICENCE +0 -114
- rateslib-2.6.0/python/.DS_Store +0 -0
- rateslib-2.6.0/python/rateslib/.DS_Store +0 -0
- rateslib-2.6.0/python/rateslib/_deprecations_record.txt +0 -8
- rateslib-2.6.0/python/rateslib/curves/.DS_Store +0 -0
- rateslib-2.6.0/python/rateslib/data/.DS_Store +0 -0
- rateslib-2.6.0/python/rateslib/dual/.DS_Store +0 -0
- rateslib-2.6.0/python/rateslib/enums/.DS_Store +0 -0
- rateslib-2.6.0/python/rateslib/fx/.DS_Store +0 -0
- rateslib-2.6.0/python/rateslib/fx_volatility/.DS_Store +0 -0
- rateslib-2.6.0/python/rateslib/instruments/.DS_Store +0 -0
- rateslib-2.6.0/python/rateslib/legs/.DS_Store +0 -0
- rateslib-2.6.0/python/rateslib/mutability/.DS_Store +0 -0
- rateslib-2.6.0/python/rateslib/periods/.DS_Store +0 -0
- rateslib-2.6.0/python/rateslib/scheduling/.DS_Store +0 -0
- rateslib-2.6.0/python/rateslib/serialization/.DS_Store +0 -0
- rateslib-2.6.0/python/rateslib/splines/.DS_Store +0 -0
- rateslib-2.6.0/python/rateslib/volatility/.DS_Store +0 -0
- rateslib-2.6.0/python/tests/.DS_Store +0 -0
- rateslib-2.6.0/requirements.txt +0 -28
- rateslib-2.6.0/rust/.DS_Store +0 -0
- rateslib-2.6.0/rust/curves/.DS_Store +0 -0
- rateslib-2.6.0/rust/dual/.DS_Store +0 -0
- rateslib-2.6.0/rust/fx/.DS_Store +0 -0
- rateslib-2.6.0/rust/scheduling/.DS_Store +0 -0
- rateslib-2.6.0/rust/tests/.DS_Store +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/.aiignore +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/.gitattributes +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/.gitignore +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/COMMERCIAL_LICENCE_ADDENDUM1 +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/LICENCE +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/README.md +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/curves/__init__.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/curves/_parsers.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/curves/academic/__init__.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/curves/academic/ns.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/curves/academic/nss.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/curves/academic/sw.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/curves/curves.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/curves/rs.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/curves/utils.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/data/historical/aud_rfr.csv +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/data/historical/cad_rfr.csv +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/data/historical/corra.csv +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/data/historical/estr.csv +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/data/historical/eur_rfr.csv +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/data/historical/gbp_rfr.csv +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/data/historical/inr_rfr.csv +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/data/historical/jpy_rfr.csv +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/data/historical/nok_rfr.csv +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/data/historical/nowa.csv +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/data/historical/sek_rfr.csv +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/data/historical/sofr.csv +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/data/historical/sonia.csv +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/data/historical/swestr.csv +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/data/historical/usd_rfr.csv +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/data/loader.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/dual/__init__.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/dual/quadratic.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/dual/variable.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/enums/generics.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/errors.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/fx/__init__.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/fx/fx_forwards.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/fx/fx_rates.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/bonds/__init__.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/bonds/conventions/accrued.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/bonds/conventions/discounting.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/bonds/protocols/cashflows.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/bonds/protocols/duration.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/bonds/protocols/repo.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/bonds/protocols/ytm.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/fly.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/ndf.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/portfolio.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/protocols/__init__.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/protocols/fixings.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/protocols/kwargs.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/protocols/rate.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/protocols/sensitivities.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/protocols/utils.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/instruments/spread.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/legs/amortization.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/legs/credit.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/legs/custom.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/legs/protocols/__init__.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/legs/protocols/analytic_delta.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/legs/protocols/analytic_fixings.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/legs/protocols/fixings.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/legs/protocols/npv.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/mutability/__init__.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/cashflow.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/float_rate.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/parameters/credit.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/parameters/fx_volatility.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/parameters/index.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/parameters/mtm.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/parameters/period.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/parameters/rate.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/parameters/settlement.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/protocols/analytic_delta.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/protocols/analytic_fixings.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/periods/protocols/fixings.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/py.typed +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/scheduling/calendars.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/scheduling/dcfs.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/scheduling/imm.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/scheduling/rollday.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/serialization/__init__.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/serialization/json.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/serialization/utils.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/splines/__init__.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/splines/evaluate.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/rateslib/utils/calendars.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/curves/test_curvesrs.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/curves/test_ns.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/curves/test_nss.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/curves/test_sw.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/legs/test_init.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/legs/test_leg_fixings.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/periods/test_fixings_exposure.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/periods/test_fixings_load.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/periods/test_float_rate.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/periods/test_periods_init.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/periods/test_static_npv.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/scheduling/test_calendarsrs.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/scheduling/test_frequency.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/scheduling/test_imm.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/scheduling/test_schedule.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/scheduling/test_schedulers.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/serialization/test_repr.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/test_dual.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/test_dualrs.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/test_enums.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/test_fx.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/test_fxrs.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/test_serialization.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/python/tests/test_splines.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/_README.txt +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/curves/curve.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/curves/curve_py.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/curves/interpolation/interpolation_py.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/curves/interpolation/intp_flat_backward.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/curves/interpolation/intp_flat_forward.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/curves/interpolation/intp_linear.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/curves/interpolation/intp_linear_zero_rate.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/curves/interpolation/intp_log_cubic.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/curves/interpolation/intp_log_linear.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/curves/interpolation/intp_null.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/curves/interpolation/mod.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/curves/interpolation/utils.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/curves/mod.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/curves/nodes.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/curves/serde.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/docs.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/dual.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/dual_ops/add.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/dual_ops/convert.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/dual_ops/div.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/dual_ops/eq.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/dual_ops/from.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/dual_ops/math_funcs.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/dual_ops/mod.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/dual_ops/mul.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/dual_ops/neg.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/dual_ops/num.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/dual_ops/numeric_ops.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/dual_ops/one.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/dual_ops/ord.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/dual_ops/pow.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/dual_ops/rem.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/dual_ops/signed.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/dual_ops/sub.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/dual_ops/sum.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/dual_ops/zero.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/dual_py.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/enums.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/linalg/linalg_dual.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/linalg/linalg_f64.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/linalg/mod.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/linalg_py.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/dual/mod.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/enums/py/leg_index_base.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/fx/mod.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/fx/rates/ccy.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/fx/rates/fxpair.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/fx/rates/fxrate.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/fx/rates/mod.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/fx/rates_py.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/fx_volatility/mod.rs +0 -0
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- {rateslib-2.6.0 → rateslib-2.7.1}/rust/main.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/adjuster.rs +0 -0
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- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/mod.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/all.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/bjs.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/bjs_script.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/bus.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/fed.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/fed_script.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/ldn.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/ldn_script.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/mex.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/mex_script.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/mod.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/mum.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/mum_script.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/nsw.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/nsw_script.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/nyc.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/nyc_script.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/osl.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/osl_script.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/stk.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/stk_script.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/syd.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/syd_script.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/tgt.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/tgt_script.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/tro.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/tro_script.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/tyo.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/tyo_script.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/wlg.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/wlg_script.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/zur.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named/zur_script.py +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/named_cal.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/calendars/union_cal.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/convention.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/frequency/frequency.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/frequency/imm.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/frequency/mod.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/frequency/rollday.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/mod.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/py/adjuster.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/py/calendar.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/py/convention.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/py/frequency.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/py/imm.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/py/mod.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/py/rollday.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/py/schedule.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/schedule.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/scheduling/serde.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/splines/mod.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/splines/spline.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/splines/spline_py.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/tests/dual1.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/tests/mod.rs +0 -0
- {rateslib-2.6.0 → rateslib-2.7.1}/rust/tests/splines/mod.rs +0 -0
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Metadata-Version: 2.4
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Name: rateslib
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Version: 2.
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
[tool.pytest.ini_options]
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|
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|
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|
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|
|
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|
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addopts =
|
|
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|
+
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|
|
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|
+
"--ignore-glob=*_ignore.py",
|
|
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|
+
] # use -s to show print capture, use -q for quiet, use -v for verbose
|
|
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|
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|
|
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|
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|
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|
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|
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@@ -66,6 +74,9 @@ filterwarnings = [
|
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|
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|
|
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|
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|
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|
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|
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|
+
MPLBACKEND = "Agg"
|
|
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|
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|
|
69
80
|
[tool.setuptools]
|
|
70
81
|
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|
|
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|
@@ -81,13 +92,14 @@ exclude = [
|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
# Same as Black.
|
|
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|
|
@@ -151,7 +163,7 @@ max-complexity = 14
|
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|
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|
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# "/
|
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|
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|
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|
strict = true
|
|
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|
#packages = [
|