Merge remote-tracking branch 'origin/main' into refactor-splines

benchmarks/benchmarks.py

@@ -186,8 +186,8 @@ def time_composite_curve_value_getting(self):
             self.compcurve[_]
 
     def clear_caches(self):
-        self.curve.clear_cache()
-        self.curve2.clear_cache()
+        self.curve._clear_cache()
+        self.curve2._clear_cache()
 
     def time_curve_value_getting_no_cache(self):
         with default_context("curve_caching", False):

docs/source/c_fx_smile.rst

@@ -17,12 +17,6 @@
 FX Vol Surfaces
 *********************************
 
-.. warning::
-
-   FX volatility products in *rateslib* are not in stable status. Their API and/or object
-   interactions *may* incur breaking changes in upcoming releases as they mature and other
-   classes or pricing models may be added.
-
 The ``rateslib.fx_volatility`` module includes classes for *Smiles* and *Surfaces*
 which can be used to price *FX Options* and *FX Option Strategies*.
 

docs/source/i_api.rst

@@ -44,11 +44,13 @@ Defaults
    :skip: datetime
    :skip: Enum
    :skip: read_csv
-   :skip: get_named_calendar
    :skip: Cal
    :skip: NamedCal
    :skip: Series
    :skip: UnionCal
+   :skip: Callable
+   :skip: ParamSpec
+   :skip: TypeVar
 
 Calendars
 ==========
@@ -159,10 +161,11 @@ FX Volatility
 .. automodapi:: rateslib.fx_volatility
    :no-heading:
    :no-inheritance-diagram:
+   :skip: Any
+   :skip: Variable
    :skip: set_order_convert
    :skip: dual_exp
    :skip: dual_inv_norm_cdf
-   :skip: DualTypes
    :skip: Dual
    :skip: Dual2
    :skip: dual_norm_cdf
@@ -188,10 +191,11 @@ Link to the :ref:`Periods<periods-doc>` section in the user guide.
 
 .. automodapi:: rateslib.periods
    :no-heading:
+   :skip: Any
+   :skip: Sequence
    :skip: Index
    :skip: NoInput
    :skip: ABCMeta
-   :skip: IndexCurve
    :skip: Variable
    :skip: MultiIndex
    :skip: Curve
@@ -200,8 +204,6 @@ Link to the :ref:`Periods<periods-doc>` section in the user guide.
    :skip: Dual2
    :skip: FXRates
    :skip: FXForwards
-   :skip: LineCurve
-   :skip: CompositeCurve
    :skip: Series
    :skip: datetime
    :skip: comb
@@ -236,6 +238,9 @@ Solver
 
 .. automodapi:: rateslib.solver
    :no-heading:
+   :skip: Callable
+   :skip: Curve
+   :skip: ParamSpec
    :skip: MultiCsaCurve
    :skip: NoInput
    :skip: FXRates

docs/source/index.rst

@@ -200,7 +200,7 @@ ticket in Bloomberg for reference point.
 
    ust = FixedRateBond(
        effective=dt(2023, 8, 15), termination=dt(2033, 8, 15),
-       fixed_rate=3.875, spec="ust"
+       fixed_rate=3.875, spec="us_gb"
    )  # Create a US-Treasury bond
    ust.price(ytm=4.0, settlement=dt(2025, 2, 14))
    ust.duration(ytm=4.0, settlement=dt(2025, 2, 14), metric="risk")

docs/source/u_dual.rst

@@ -36,6 +36,10 @@ Methods
    rateslib.dual.dual_norm_cdf
    rateslib.dual.dual_inv_norm_cdf
    rateslib.dual.dual_solve
+   rateslib.dual.newton_1dim
+   rateslib.dual.newton_ndim
+   rateslib.dual.quadratic_eqn
+
 
 Example
 *******

pyproject.toml

@@ -101,6 +101,8 @@ docstring-code-format = false
 
 [tool.ruff.lint]
 select = [
+    # "ANN",  # flake8-annotations  -- Superceded by the use of mypy
+    # "COM",  # flake8-commas  -- conflicts with ruff format
     "E",  # pycodestyle
     "W",
     "F",  # Pyflakes
@@ -110,17 +112,17 @@ select = [
     "C4",  # flake8-comprehensions
     "S",  # flake8-bandit
     "PIE",  # flake8-pie
-    # "ANN",  # flake8-annotations  -- Requires work
-    # "A",  # flake8-builtins  -- Requires work
-    # "COM",  # flake8-commas  -- conflicts with ruff format
+    "A",  # flake8-builtins
     "Q",  # flake8-quotes
     "PT",  # flake8-pytest-style
-    # "C90",  # mccabe complexity  -- Requires work
+    "C90",  # mccabe complexity  -- Requires work
     "I",  # isort
     "N",  # pep8 naming
     # "RUF",  # -- Requires work
+    # "D", Pydocs -- requires work
 ]
 ignore = [
+    "A005",  # json and typing module name shadowing is allowed
     "PT011", # -- Requires work inputting match statements
     "PIE790",  # unnecessary pass
     "C408",  # unnecessary dict call
@@ -135,15 +137,24 @@ ignore = [
 
 [tool.ruff.lint.per-file-ignores]
 "__init__.py" = ["E402", "N801"]
-"python/tests/*" = ["F401", "B", "N", "S", "ANN"]
+"typing.py" = ["E501"]
+"python/tests/*" = ["F401", "B", "N", "S", "ANN", "D"]
+"rust/*" = ["D"]
+
+[tool.ruff.lint.mccabe]
+# Flag errors (`C901`) whenever the complexity level exceeds 5.
+max-complexity = 14
 
 [tool.mypy]
 packages = [
     "rateslib"
 ]
 exclude = [
-    "/instruments",
-    "fx_volatility.py",
+    "/instruments/bonds/securities.py",
+    "/instruments/fx_volatility.py",
+    "/instruments/generics.py",
+    "/instruments/rates/inflation.py",
+    "/instruments/rates/multi_currency.py",
     "solver.py",
 ]
 strict = true

python/rateslib/__init__.py

@@ -143,7 +143,7 @@ def __exit__(self, *args) -> None:  # type: ignore[no-untyped-def]
 It aims to be the fundamental high-level building block for practical analysis of
 fixed income securities, derivatives, FX representation and curve construction
 in Python.
-"""
+"""  # noqa: A001
 
 # Use __all__ to let type checkers know what is part of the public API.
 # Rateslib is not (yet) a py.typed library: the public API is determined

python/rateslib/calendars/__init__.py

@@ -1,19 +1,22 @@
 from __future__ import annotations
 
 import calendar as calendar_mod
+from collections.abc import Callable
 from datetime import datetime
+from typing import TYPE_CHECKING
 
 from rateslib.calendars.dcfs import _DCF
 from rateslib.calendars.rs import (
-    CalInput,
-    CalTypes,
     _get_modifier,
     _get_rollday,
     get_calendar,
 )
 from rateslib.default import NoInput, _drb
 from rateslib.rs import Cal, Modifier, NamedCal, RollDay, UnionCal
 
+if TYPE_CHECKING:
+    from rateslib.typing import CalInput
+
 # Licence: Creative Commons - Attribution-NonCommercial-NoDerivatives 4.0 International
 # Commercial use of this code, and/or copying and redistribution is prohibited.
 # Contact rateslib at gmail.com if this code is observed outside its intended sphere.
@@ -584,11 +587,15 @@ def _get_fx_expiry_and_delivery(
     return expiry_, delivery_
 
 
+_IS_ROLL: dict[str, Callable[..., bool]] = {
+    "eom": _is_eom,
+    "som": _is_som,
+    "imm": _is_imm,
+}
+
 __all__ = (
     "add_tenor",
     "Cal",
-    "CalInput",
-    "CalTypes",
     "create_calendar",
     "dcf",
     "Modifier",

python/rateslib/calendars/dcfs.py

@@ -2,13 +2,16 @@
 
 import calendar as calendar_mod
 import warnings
-from collections.abc import Callable
 from datetime import datetime
+from typing import TYPE_CHECKING
 
-from rateslib.calendars.rs import CalInput, _get_modifier, _get_rollday, get_calendar
+from rateslib.calendars.rs import _get_modifier, _get_rollday, get_calendar
 from rateslib.default import NoInput
 from rateslib.rs import Convention
 
+if TYPE_CHECKING:
+    from rateslib.typing import Any, CalInput, Callable
+
 CONVENTIONS_MAP: dict[str, Convention] = {
     "ACT365F": Convention.Act365F,
     "ACT365F+": Convention.Act365FPlus,
@@ -38,11 +41,11 @@ def _get_convention(convention: str) -> Convention:
         raise ValueError(f"`convention`: {convention}, is not valid.")
 
 
-def _dcf_act365f(start: datetime, end: datetime, *args) -> float:  # type: ignore[no-untyped-def]
+def _dcf_act365f(start: datetime, end: datetime, *args: Any) -> float:
     return (end - start).days / 365.0
 
 
-def _dcf_act365fplus(start: datetime, end: datetime, *args) -> float:  # type: ignore[no-untyped-def]
+def _dcf_act365fplus(start: datetime, end: datetime, *args: Any) -> float:
     """count the number of the years and then add a fractional ACT365F period."""
     if end <= datetime(start.year + 1, start.month, start.day):
         return _dcf_act365f(start, end)
@@ -53,28 +56,28 @@ def _dcf_act365fplus(start: datetime, end: datetime, *args) -> float:  # type: i
         return years + _dcf_act365f(datetime(end.year - 1, start.month, start.day), end)
 
 
-def _dcf_act360(start: datetime, end: datetime, *args) -> float:  # type: ignore[no-untyped-def]
+def _dcf_act360(start: datetime, end: datetime, *args: Any) -> float:
     return (end - start).days / 360.0
 
 
-def _dcf_30360(start: datetime, end: datetime, *args) -> float:  # type: ignore[no-untyped-def]
+def _dcf_30360(start: datetime, end: datetime, *args: Any) -> float:
     ds = min(30, start.day)
     de = min(ds, end.day) if ds == 30 else end.day
     y, m = end.year - start.year, (end.month - start.month) / 12.0
     return y + m + (de - ds) / 360.0
 
 
-def _dcf_30e360(start: datetime, end: datetime, *args) -> float:  # type: ignore[no-untyped-def]
+def _dcf_30e360(start: datetime, end: datetime, *args: Any) -> float:
     ds, de = min(30, start.day), min(30, end.day)
     y, m = end.year - start.year, (end.month - start.month) / 12.0
     return y + m + (de - ds) / 360.0
 
 
-def _dcf_30e360isda(  # type: ignore[no-untyped-def]
+def _dcf_30e360isda(
     start: datetime,
     end: datetime,
     termination: datetime | NoInput,
-    *args,
+    *args: Any,
 ) -> float:
     if isinstance(termination, NoInput):
         raise ValueError("`termination` must be supplied with specified `convention`.")
@@ -91,7 +94,7 @@ def _is_end_feb(date: datetime) -> bool:
     return y + m + (de - ds) / 360.0
 
 
-def _dcf_actactisda(start: datetime, end: datetime, *args) -> float:  # type: ignore[no-untyped-def]
+def _dcf_actactisda(start: datetime, end: datetime, *args: Any) -> float:
     if start == end:
         return 0.0
 
@@ -240,11 +243,11 @@ def _dcf_actacticma_stub365f(
         return d_
 
 
-def _dcf_1(*args) -> float:  # type: ignore[no-untyped-def]
+def _dcf_1(*args: Any) -> float:
     return 1.0
 
 
-def _dcf_1plus(start: datetime, end: datetime, *args) -> float:  # type: ignore[no-untyped-def]
+def _dcf_1plus(start: datetime, end: datetime, *args: Any) -> float:
     return end.year - start.year + (end.month - start.month) / 12.0