ENH: add FloatRateNote component (#167) (#1091)

Co-authored-by: Mike Lync <[email protected]>

Author: attack68

python/rateslib/instruments/components/__init__.py

@@ -2,6 +2,7 @@
     Bill,
     BondFuture,
     FixedRateBond,
+    FloatRateNote,
     IndexFixedRateBond,
 )
 from rateslib.instruments.components.cds import CDS
@@ -41,6 +42,7 @@
     "FXVolValue",
     "FXSwap",
     "FixedRateBond",
+    "FloatRateNote",
     "IndexFixedRateBond",
     "BondFuture",
     "Bill",

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

@@ -1,6 +1,7 @@
 from rateslib.instruments.components.bonds.bill import Bill
 from rateslib.instruments.components.bonds.bond_future import BondFuture
 from rateslib.instruments.components.bonds.fixed_rate_bond import FixedRateBond
+from rateslib.instruments.components.bonds.float_rate_note import FloatRateNote
 from rateslib.instruments.components.bonds.index_fixed_rate_bond import IndexFixedRateBond
 
-__all__ = ["FixedRateBond", "IndexFixedRateBond", "BondFuture", "Bill"]
+__all__ = ["FixedRateBond", "IndexFixedRateBond", "BondFuture", "Bill", "FloatRateNote"]

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

@@ -21,6 +21,7 @@
         CalInput,
         CurveOption_,
         Curves_,
+        DualTypes,
         DualTypes_,
         Frequency,
         FXForwards_,
@@ -294,7 +295,7 @@ def rate(
         settlement: datetime_ = NoInput(0),
         forward: datetime_ = NoInput(0),
         metric: str_ = NoInput(0),
-    ) -> DualTypes_:
+    ) -> DualTypes:
         metric_ = _drb(self.kwargs.meta["metric"], metric).lower()
         if metric_ in ["clean_price", "dirty_price", "ytm"]:
             _curves = self._parse_curves(curves)