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ENH: add ZCIS (#154) (#1077)
Co-authored-by: Mike Lync <[email protected]>
1 parent aece434 commit 2972f15

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6 files changed

+554
-13
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6 files changed

+554
-13
lines changed

python/rateslib/instruments/components/__init__.py

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from rateslib.instruments.components.fx_vol_value import FXVolValue
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from rateslib.instruments.components.iirs import IIRS
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from rateslib.instruments.components.irs import IRS
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from rateslib.instruments.components.zcs import ZCS
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from rateslib.instruments.components.portfolio import Portfolio
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from rateslib.instruments.components.sbs import SBS
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from rateslib.instruments.components.spread import Spread
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from rateslib.instruments.components.value import Value
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from rateslib.instruments.components.zcis import ZCIS
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from rateslib.instruments.components.zcs import ZCS
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__all__ = [
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"IRS",
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"ZCS",
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"ZCIS",
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"IIRS",
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"CDS",
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"SBS",

python/rateslib/instruments/components/irs.py

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DualTypes,
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DualTypes_,
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FixingsRates_,
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FloatRateSeries,
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Frequency,
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FXForwards_,
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FXVolOption_,
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float_,
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int_,
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str_,
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FloatRateSeries,
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)
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python/rateslib/instruments/components/sbs.py

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DataFrame,
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DualTypes,
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DualTypes_,
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FloatRateSeries,
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Frequency,
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FXForwards_,
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FXVolOption_,
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float_,
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int_,
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str_,
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FloatRateSeries,
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)
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