TYP/REF: securities / refactor IndexFixedLeg to separate periods and …

…Bond.ytm to use separate periods (#637) Co-authored-by: JHM Darbyshire (win11) <[email protected]>
attack68 · Jan 17, 2025 · 2312852 · 2312852
1 parent d64573e
commit 2312852
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Showing 4 changed files with 187 additions and 150 deletions.
diff --git a/pyproject.toml b/pyproject.toml
@@ -150,7 +150,7 @@ packages = [
     "rateslib"
 ]
 exclude = [
-    "/instruments/bonds/securities.py",
+    # "/instruments/bonds/securities.py",
     "/instruments/fx_volatility.py",
     # "/instruments/generics.py",
     # "/instruments/rates/inflation.py",

diff --git a/python/rateslib/instruments/bonds/futures.py b/python/rateslib/instruments/bonds/futures.py
@@ -457,7 +457,7 @@ def cms(
         # build a curve for pricing
         today = self.basket[0].leg1.schedule.calendar.lag(
             settlement,
-            -self.basket[0].kwargs["settle"],  # type: ignore[arg-type, operator]
+            -self.basket[0].kwargs["settle"],
             False,
         )
         unsorted_nodes = {