drop unnecessary path and return path args

attack68 · Dec 6, 2024 · 15f1438 · 15f1438
1 parent b8cc504
commit 15f1438
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Showing 3 changed files with 9 additions and 27 deletions.
diff --git a/python/rateslib/curves/curves.py b/python/rateslib/curves/curves.py
@@ -23,7 +23,7 @@
 from rateslib.calendars.dcfs import _DCF1d
 from rateslib.calendars.rs import Modifier, _get_calendar_with_kind
 from rateslib.default import NoInput, _drb, plot
-from rateslib.dual import Dual, Dual2, DualTypes, dual_exp, dual_log, set_order_convert
+from rateslib.dual import Dual, Dual2, DualTypes, dual_exp, dual_log, set_order_convert, Number
 from rateslib.rs import index_left_f64
 from rateslib.splines import PPSplineDual, PPSplineDual2, PPSplineF64
 
@@ -2813,9 +2813,9 @@ def __init__(
         self.calendar = default_curve.calendar
         self.node_dates = [self.fx_forwards.immediate, self.terminal]
 
-    def __getitem__(self, date: datetime):
+    def __getitem__(self, date: datetime) -> Number:
         return (
-            self.fx_forwards.rate(self.pair, date, path=self.path)
+            self.fx_forwards._rate_with_path(self.pair, date, path=self.path)[0]
             / self.fx_forwards.fx_rates_immediate.fx_array[self.cash_idx, self.coll_idx]
             * self.fx_forwards.fx_curves[self.coll_pair][date]
         )

diff --git a/python/rateslib/fx/fx_forwards.py b/python/rateslib/fx/fx_forwards.py
@@ -521,6 +521,7 @@ def rate(
            f_{DOMFOR, i} = f_{DOMALT, i} ...  f_{ALTFOR, i}
 
         """  # noqa: E501
+        return self._rate_with_path(pair, settlement)[0]
 
     def _rate_with_path(
         self,
@@ -546,27 +547,8 @@ def _rate_with_path(
 
         Returns
         -------
-        float, Dual, Dual2 or tuple
-
-        Notes
-        -----
-        Uses the formula,
-
-        .. math::
-
-           f_{DOMFOR, i} = \\frac{w_{dom:for, i}}{v_{for:for, i}} F_{DOMFOR,0} = \\frac{v_{dom:dom, i}}{w_{for:dom, i}} F_{DOMFOR,0}
-
-        where :math:`v` is a local currency discount curve and :math:`w` is a discount
-        curve collateralised with an alternate currency.
-
-        Where curves do not exist in the relevant currencies we chain rates available
-        given the available curves.
-
-        .. math::
-
-           f_{DOMFOR, i} = f_{DOMALT, i} ...  f_{ALTFOR, i}
-
-        """  # noqa: E501
+        tuple
+        """
 
         def _get_d_f_idx_and_path(
             pair: str, path: list[dict[str, int]] | NoInput
@@ -913,7 +895,7 @@ def _full_curve(self, cashflow: str, collateral: str) -> Curve:
         days = (end - self.immediate).days
         nodes = {
             k: (
-                self._rate_with_path(f"{cash_ccy}{coll_ccy}", k, path=path)
+                self._rate_with_path(f"{cash_ccy}{coll_ccy}", k, path=path)[0]
                 / self.fx_rates_immediate.fx_array[cash_idx, coll_idx]
                 * self.fx_curves[f"{coll_ccy}{coll_ccy}"][k]
             )
@@ -1052,7 +1034,7 @@ def plot(
         points: int = (right_ - left_).days
         x = [left_ + timedelta(days=i) for i in range(points)]
         _, path = self._rate_with_path(pair, x[0])
-        rates: list[DualTypes] = [self._rate_with_path(pair, _, path=path) for _ in x]
+        rates: list[DualTypes] = [self._rate_with_path(pair, _, path=path)[0] for _ in x]
         if not fx_swap:
             y: list[Number] = [rates]
         else:

diff --git a/python/tests/test_fx.py b/python/tests/test_fx.py
@@ -789,7 +789,7 @@ def test_rate_path_immediate(settlement) -> None:
             "nokeur": nokeur,
         },
     )
-    _, result = fxf.rate("nokusd", settlement, return_path=True)
+    _, result = fxf._rate_with_path("nokusd", settlement)
     expected = [{"col": 1}, {"col": 2}]
     assert result == expected