ENH: Typing and fx-options setup (#168) (#1092)

Co-authored-by: Mike Lync <[email protected]>
Co-authored-by: JHM Darbyshire (M1) <[email protected]>

Author: attack68

pyproject.toml

@@ -149,11 +149,26 @@ max-complexity = 14
 files = ["python/"]
 exclude = [
     "python/tests",
-    # "/scheduling/wrappers.py"
-    # "/instruments/fx_volatility/strategies.py",
-    # "/instruments/generics.py",
-    # "/instruments/rates/inflation.py",
-    # "solver.py",
+    "/instruments/components/bonds",
+    "/instruments/components/fx_options",
+    # "/instruments/components/protocols",
+    "/instruments/components/cds.py",
+    "/instruments/components/fly.py",
+    "/instruments/components/fra.py",
+    "/instruments/components/fx_forward.py",
+    "/instruments/components/fx_swap.py",
+    "/instruments/components/fx_vol_value.py",
+    "/instruments/components/iirs.py",
+    # "/instruments/components/irs.py",
+    "/instruments/components/ndf.py",
+    "/instruments/components/portfolio.py",
+    "/instruments/components/sbs.py",
+    "/instruments/components/spread.py",
+    "/instruments/components/stir_future.py",
+    "/instruments/components/value.py",
+    "/instruments/components/xcs.py",
+    "/instruments/components/zcis.py",
+    "/instruments/components/zcs.py",
 ]
 strict = true
 #packages = [

python/rateslib/instruments/components/__init__.py

@@ -9,6 +9,10 @@
 from rateslib.instruments.components.fly import Fly
 from rateslib.instruments.components.fra import FRA
 from rateslib.instruments.components.fx_forward import FXForward
+from rateslib.instruments.components.fx_options import (
+    FXCall,
+    FXPut,
+)
 from rateslib.instruments.components.fx_swap import FXSwap
 from rateslib.instruments.components.fx_vol_value import FXVolValue
 from rateslib.instruments.components.iirs import IIRS
@@ -46,4 +50,6 @@
     "IndexFixedRateBond",
     "BondFuture",
     "Bill",
+    "FXPut",
+    "FXCall",
 ]

python/rateslib/instruments/components/bonds/bill.py

@@ -15,7 +15,7 @@
 from rateslib.instruments.components.protocols.kwargs import _convert_to_schedule_kwargs, _KWArgs
 from rateslib.instruments.components.protocols.pricing import (
     _Curves,
-    _get_maybe_curve_maybe_from_solver,
+    _maybe_get_curve_or_dict_maybe_from_solver,
 )
 from rateslib.legs.components import FixedLeg
 from rateslib.scheduling.frequency import _get_frequency
@@ -340,7 +340,7 @@ def rate(
         -------
         float, Dual, Dual2
         """
-        disc_curve_ = _get_maybe_curve_maybe_from_solver(
+        disc_curve_ = _maybe_get_curve_or_dict_maybe_from_solver(
             solver=solver,
             name="disc_curve",
             curves=self._parse_curves(curves),

python/rateslib/instruments/components/bonds/fixed_rate_bond.py

@@ -12,7 +12,7 @@
 from rateslib.instruments.components.protocols.kwargs import _convert_to_schedule_kwargs, _KWArgs
 from rateslib.instruments.components.protocols.pricing import (
     _Curves,
-    _get_maybe_curve_maybe_from_solver,
+    _maybe_get_curve_or_dict_maybe_from_solver,
 )
 from rateslib.legs.components import FixedLeg
 
@@ -299,7 +299,7 @@ def rate(
         metric_ = _drb(self.kwargs.meta["metric"], metric).lower()
         if metric_ in ["clean_price", "dirty_price", "ytm"]:
             _curves = self._parse_curves(curves)
-            disc_curve = _get_maybe_curve_maybe_from_solver(
+            disc_curve = _maybe_get_curve_or_dict_maybe_from_solver(
                 curves_meta=self.kwargs.meta["curves"],
                 curves=_curves,
                 name="disc_curve",

python/rateslib/instruments/components/bonds/float_rate_note.py

@@ -13,7 +13,7 @@
 from rateslib.instruments.components.protocols.kwargs import _convert_to_schedule_kwargs, _KWArgs
 from rateslib.instruments.components.protocols.pricing import (
     _Curves,
-    _get_maybe_curve_maybe_from_solver,
+    _maybe_get_curve_or_dict_maybe_from_solver,
 )
 from rateslib.legs.components import FloatLeg
 from rateslib.periods.components import FloatPeriod
@@ -309,13 +309,13 @@ def rate(
         metric = _drb(self.kwargs.meta["metric"], metric).lower()
         _curves = self._parse_curves(curves)
         if metric in ["clean_price", "dirty_price", "spread", "ytm"]:
-            disc_curve = _get_maybe_curve_maybe_from_solver(
+            disc_curve = _maybe_get_curve_or_dict_maybe_from_solver(
                 solver=solver,
                 curves=_curves,
                 curves_meta=self.kwargs.meta["curves"],
                 name="disc_curve",
             )
-            rate_curve = _get_maybe_curve_maybe_from_solver(
+            rate_curve = _maybe_get_curve_or_dict_maybe_from_solver(
                 solver=solver,
                 curves=_curves,
                 curves_meta=self.kwargs.meta["curves"],

python/rateslib/instruments/components/bonds/index_fixed_rate_bond.py

@@ -12,7 +12,7 @@
 from rateslib.instruments.components.protocols.kwargs import _convert_to_schedule_kwargs, _KWArgs
 from rateslib.instruments.components.protocols.pricing import (
     _Curves,
-    _get_maybe_curve_maybe_from_solver,
+    _maybe_get_curve_or_dict_maybe_from_solver,
 )
 from rateslib.legs.components import FixedLeg
 from rateslib.periods.components.parameters import _IndexParams
@@ -418,13 +418,13 @@ def rate(
             "index_dirty_price",
         ]:
             _curves = self._parse_curves(curves)
-            disc_curve = _get_maybe_curve_maybe_from_solver(
+            disc_curve = _maybe_get_curve_or_dict_maybe_from_solver(
                 curves_meta=self.kwargs.meta["curves"],
                 curves=_curves,
                 name="disc_curve",
                 solver=solver,
             )
-            index_curve = _get_maybe_curve_maybe_from_solver(
+            index_curve = _maybe_get_curve_or_dict_maybe_from_solver(
                 curves_meta=self.kwargs.meta["curves"],
                 curves=_curves,
                 name="index_curve",

python/rateslib/instruments/components/bonds/protocols/__init__.py

@@ -11,7 +11,7 @@
 from rateslib.instruments.components.bonds.protocols.ytm import _WithYTM
 from rateslib.instruments.components.protocols import _BaseInstrument
 from rateslib.instruments.components.protocols.pricing import (
-    _get_maybe_curve_maybe_from_solver,
+    _maybe_get_curve_or_dict_maybe_from_solver,
 )
 
 if TYPE_CHECKING:
@@ -50,7 +50,7 @@ def npv(
         forward: datetime_ = NoInput(0),
     ) -> DualTypes | dict[str, DualTypes]:
         _curves = self._parse_curves(curves)
-        disc_curve = _get_maybe_curve_maybe_from_solver(
+        disc_curve = _maybe_get_curve_or_dict_maybe_from_solver(
             curves_meta=self.kwargs.meta["curves"], curves=_curves, name="disc_curve", solver=solver
         )
         if isinstance(settlement, NoInput):
@@ -130,7 +130,7 @@ def analytic_delta(
     ) -> DualTypes | dict[str, DualTypes]:
         settlement_ = self._maybe_get_settlement(
             settlement=settlement,
-            disc_curve=_get_maybe_curve_maybe_from_solver(
+            disc_curve=_maybe_get_curve_or_dict_maybe_from_solver(
                 curves_meta=self.kwargs.meta["curves"],
                 curves=self._parse_curves(curves),
                 name="disc_curve",

python/rateslib/instruments/components/bonds/protocols/oaspread.py

@@ -11,7 +11,7 @@
 from rateslib.enums.generics import NoInput, _drb
 from rateslib.instruments.components.bonds.protocols import _WithAccrued
 from rateslib.instruments.components.protocols.pricing import (
-    _get_maybe_curve_maybe_from_solver,
+    _maybe_get_curve_or_dict_maybe_from_solver,
 )
 
 if TYPE_CHECKING:
@@ -166,12 +166,12 @@ def s_with_args(
             _shifted_discount_curve = disc_curve.shift(g)
             return self.rate(curves=[curve, _shifted_discount_curve], metric=metric)
 
-        disc_curve_ = _get_maybe_curve_maybe_from_solver(
+        disc_curve_ = _maybe_get_curve_or_dict_maybe_from_solver(
             self.kwargs.meta["curves"], _curves, "disc_curve", solver
         )
 
         _ad_disc = _maybe_set_ad_order(disc_curve_, 0)
-        rate_curve_ = _get_maybe_curve_maybe_from_solver(
+        rate_curve_ = _maybe_get_curve_or_dict_maybe_from_solver(
             self.kwargs.meta["curves"], _curves, "rate_curve", solver
         )
 

python/rateslib/instruments/components/cds.py

@@ -9,7 +9,7 @@
 from rateslib.instruments.components.protocols.kwargs import _convert_to_schedule_kwargs, _KWArgs
 from rateslib.instruments.components.protocols.pricing import (
     _Curves,
-    _get_maybe_curve_maybe_from_solver,
+    _maybe_get_curve_or_dict_maybe_from_solver,
 )
 from rateslib.legs.components import CreditPremiumLeg, CreditProtectionLeg
 from rateslib.scheduling import Frequency
@@ -188,10 +188,10 @@ def rate(
         _curves = self._parse_curves(curves)
 
         leg2_npv: DualTypes = self.leg2.local_npv(
-            rate_curve=_get_maybe_curve_maybe_from_solver(
+            rate_curve=_maybe_get_curve_or_dict_maybe_from_solver(
                 self.kwargs.meta["curves"], _curves, "leg2_rate_curve", solver
             ),
-            disc_curve=_get_maybe_curve_maybe_from_solver(
+            disc_curve=_maybe_get_curve_or_dict_maybe_from_solver(
                 self.kwargs.meta["curves"], _curves, "leg2_disc_curve", solver
             ),
             index_curve=NoInput(0),
@@ -201,10 +201,10 @@ def rate(
         return (
             self.leg1.spread(
                 target_npv=-leg2_npv,
-                rate_curve=_get_maybe_curve_maybe_from_solver(
+                rate_curve=_maybe_get_curve_or_dict_maybe_from_solver(
                     self.kwargs.meta["curves"], _curves, "rate_curve", solver
                 ),
-                disc_curve=_get_maybe_curve_maybe_from_solver(
+                disc_curve=_maybe_get_curve_or_dict_maybe_from_solver(
                     self.kwargs.meta["curves"], _curves, "disc_curve", solver
                 ),
                 index_curve=NoInput(0),

python/rateslib/instruments/components/fra.py

@@ -10,7 +10,7 @@
 from rateslib.instruments.components.protocols.kwargs import _convert_to_schedule_kwargs, _KWArgs
 from rateslib.instruments.components.protocols.pricing import (
     _Curves,
-    _get_maybe_curve_maybe_from_solver,
+    _maybe_get_curve_or_dict_maybe_from_solver,
 )
 from rateslib.legs.components import FixedLeg, FloatLeg
 from rateslib.scheduling import Adjuster
@@ -315,7 +315,7 @@ def npv(
         )
         _curves: _Curves = self._parse_curves(curves)
         _curves_meta: _Curves = self.kwargs.meta["curves"]
-        leg2_rate_curve = _get_maybe_curve_maybe_from_solver(
+        leg2_rate_curve = _maybe_get_curve_or_dict_maybe_from_solver(
             solver=solver, curves_meta=_curves_meta, curves=_curves, name="leg2_rate_curve"
         )
         fra_scalar = self._fra_rate_scalar(leg2_rate_curve=leg2_rate_curve)
@@ -369,10 +369,10 @@ def rate(
         metric_ = _drb(self.kwargs.meta["metric"], metric).lower()
 
         leg2_npv: DualTypes = self.leg2.local_npv(
-            rate_curve=_get_maybe_curve_maybe_from_solver(
+            rate_curve=_maybe_get_curve_or_dict_maybe_from_solver(
                 self.kwargs.meta["curves"], _curves, "leg2_rate_curve", solver
             ),
-            disc_curve=_get_maybe_curve_maybe_from_solver(
+            disc_curve=_maybe_get_curve_or_dict_maybe_from_solver(
                 self.kwargs.meta["curves"], _curves, "leg2_disc_curve", solver
             ),
             settlement=settlement,
@@ -382,7 +382,7 @@ def rate(
             self.leg1.spread(
                 target_npv=-leg2_npv,
                 rate_curve=NoInput(0),
-                disc_curve=_get_maybe_curve_maybe_from_solver(
+                disc_curve=_maybe_get_curve_or_dict_maybe_from_solver(
                     self.kwargs.meta["curves"], _curves, "disc_curve", solver
                 ),
                 index_curve=NoInput(0),
@@ -411,7 +411,7 @@ def analytic_delta(
     ) -> DualTypes | dict[str, DualTypes]:
         _curves: _Curves = self._parse_curves(curves)
         _curves_meta: _Curves = self.kwargs.meta["curves"]
-        leg2_rate_curve = _get_maybe_curve_maybe_from_solver(
+        leg2_rate_curve = _maybe_get_curve_or_dict_maybe_from_solver(
             solver=solver, curves_meta=_curves_meta, curves=_curves, name="leg2_rate_curve"
         )
         fra_scalar = self._fra_rate_scalar(leg2_rate_curve=leg2_rate_curve)
@@ -448,7 +448,7 @@ def local_analytic_rate_fixings(
         _curves: _Curves = self._parse_curves(curves)
         _curves_meta: _Curves = self.kwargs.meta["curves"]
         return df * self._fra_rate_scalar(
-            leg2_rate_curve=_get_maybe_curve_maybe_from_solver(
+            leg2_rate_curve=_maybe_get_curve_or_dict_maybe_from_solver(
                 solver=solver, curves_meta=_curves_meta, curves=_curves, name="leg2_rate_curve"
             )
         )
@@ -476,7 +476,7 @@ def cashflows(
 
         _curves: _Curves = self._parse_curves(curves)
         _curves_meta: _Curves = self.kwargs.meta["curves"]
-        leg2_rate_curve = _get_maybe_curve_maybe_from_solver(
+        leg2_rate_curve = _maybe_get_curve_or_dict_maybe_from_solver(
             solver=solver, curves_meta=_curves_meta, curves=_curves, name="leg2_rate_curve"
         )
         scalar = _dual_float(self._fra_rate_scalar(leg2_rate_curve=leg2_rate_curve))