REF: remove method_param with Rust FloatFixingMethod (#268)

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

(cherry picked from commit 08b86fde5b94151e63a951470c60129615eea5a2)

Author: mikelync

python/rateslib/__init__.py

@@ -87,7 +87,7 @@ def __exit__(self, *args) -> None:  # type: ignore[no-untyped-def]
     RFRFixing,
 )
 from rateslib.dual import ADOrder, Dual, Dual2, Variable, dual_exp, dual_log, dual_solve, gradient
-from rateslib.enums.generics import NoInput
+from rateslib.enums import FloatFixingMethod, NoInput
 from rateslib.fx import FXForwards, FXRates
 from rateslib.fx_volatility import FXDeltaVolSmile, FXDeltaVolSurface, FXSabrSmile, FXSabrSurface
 from rateslib.instruments import (
@@ -188,8 +188,10 @@ def __exit__(self, *args) -> None:  # type: ignore[no-untyped-def]
     "dt",
     "defaults",
     "fixings",
-    "NoInput",
     "from_json",
+    # enums.py
+    "NoInput",
+    "FloatFixingMethod",
     # dual.py
     "ADOrder",
     "Dual",

python/rateslib/data/__instrument_spec.csv

@@ -39,14 +39,12 @@ fixed,leg1,fixed_rate,float,,,1,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
 float,leg1,float_spread,float,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
 float,leg1,spread_compound_method,str,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,,,,,,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,,,,,,,,,,,,,,,,,,,,,,,,,,,none_simple,,,,,,,,,,,,,,,,,,,,,,,
 float,leg1,fixings,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
-float,leg1,fixing_method,str,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,ibor,rfr_payment_delay,ibor,ibor,,,,,,ibor,ibor,ibor,ibor,ibor,ibor,,,,,,,,,,,,,,,,,,,,,,,,,,,rfr_observation_shift,,,,,,,,,,,,,,,,,,,,,,,
-float,leg1,method_param,int,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,0,0,0,0,0,0,0,0,0,,,,,,2,2,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,,,,,5,,,,,,,,,,,,,,,,,,,,,,,
+float,leg1,fixing_method,str,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,ibor(0),rfr_payment_delay,ibor(0),ibor(0),,,,,,ibor(2),ibor(2),ibor(0),ibor(0),ibor(0),ibor(0),,,,,,,,,,,,,,,,,,,,,,,,,,,rfr_observation_shift(5),,,,,,,,,,,,,,,,,,,,,,,
 fixed,leg2,fixed_rate,float,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
 float,leg2,float_spread,float,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
 float,leg2,spread_compound_method,str,,,,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,,,,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,,,,,,,,,,,,,,,,,,,,,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,,none_simple,none_simple,none_simple,none_simple,none_simple,none_simple,,,,,,,,,,,,,,,,,
 float,leg2,fixings,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
-float,leg2,fixing_method,str,,,,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,ibor,ibor,rfr_payment_delay,ibor,ibor,ibor,rfr_payment_delay,ibor,ibor,ibor,ibor,ibor,ibor,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,ibor,,,,rfr_payment_delay,ibor,ibor,ibor,ibor,ibor,ibor,ibor,,,,,,,,,,,,,,,,,,,,,ibor,ibor,ibor,ibor,ibor,ibor,,rfr_payment_delay,rfr_payment_delay_avg,rfr_payment_delay,rfr_payment_delay_avg,ibor,rfr_payment_delay,,,,,,,,,,,,,,,,,
-float,leg2,method_param,int,,,,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,,0,0,0,0,2,2,2,2,2,2,0,0,0,0,0,0,0,0,0,,,,0,2,2,2,0,0,0,0,,,,,,,,,,,,,,,,,,,,,2,2,2,2,2,2,,0,0,0,0,2,0,,,,,,,,,,,,,,,,,
+float,leg2,fixing_method,str,,,,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,ibor(0),ibor(0),rfr_payment_delay,ibor(0),ibor(0),ibor(0),rfr_payment_delay,ibor(2),ibor(2),ibor(2),ibor(2),ibor(2),ibor(2),rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,rfr_payment_delay,ibor(0),,,,rfr_payment_delay,ibor(2),ibor(2),ibor(2),ibor(0),ibor(0),ibor(0),ibor(0),,,,,,,,,,,,,,,,,,,,,ibor(2),ibor(2),ibor(2),ibor(2),ibor(2),ibor(2),,rfr_payment_delay,rfr_payment_delay_avg,rfr_payment_delay,rfr_payment_delay_avg,ibor(2),rfr_payment_delay,,,,,,,,,,,,,,,,,
 float,leg2,fixing_series,str,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,usd_rfr,usd_rfr,eur_rfr,eur_rfr,eur_ibor,gbp_rfr,,,,,,,,,,,,,,,,,
 exchange,leg1,initial_exchange,bool,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
 exchange,leg1,final_exchange,bool,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,