TYPDOC: typing and docs (#170) (#1093)

Author: attack68

pyproject.toml

@@ -154,21 +154,21 @@ exclude = [
     # "/instruments/components/protocols",
     "/instruments/components/cds.py",
     "/instruments/components/fly.py",
-    "/instruments/components/fra.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/iirs.py",
     # "/instruments/components/irs.py",
     "/instruments/components/ndf.py",
     "/instruments/components/portfolio.py",
-    "/instruments/components/sbs.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",
+    # "/instruments/components/xcs.py",
+    # "/instruments/components/zcis.py",
+    # "/instruments/components/zcs.py",
 ]
 strict = true
 #packages = [

python/rateslib/default.py

@@ -60,7 +60,7 @@ def __init__(self) -> None:
         # Instrument parameterisation
 
         self.metric = {
-            "SBS": "float_spread",
+            "SBS": "leg1",
         }
         self.convention = "ACT360"
         self.notional = 1.0e6