CLN: remove legacy periods (#182) (#1104)

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

Author: mikelync

python/rateslib/__init__.py

@@ -115,10 +115,6 @@ def __exit__(self, *args) -> None:  # type: ignore[no-untyped-def]
     FloatPeriod,
     FXCallPeriod,
     FXPutPeriod,
-    IndexCashflow,
-    IndexFixedPeriod,
-    NonDeliverableCashflow,
-    NonDeliverableFixedPeriod,
 )
 from rateslib.scheduling import (
     Adjuster,
@@ -224,12 +220,8 @@ def __exit__(self, *args) -> None:  # type: ignore[no-untyped-def]
     "FixedPeriod",
     "FloatPeriod",
     "Cashflow",
-    "IndexCashflow",
-    "IndexFixedPeriod",
     "FXCallPeriod",
     "FXPutPeriod",
-    "NonDeliverableCashflow",
-    "NonDeliverableFixedPeriod",
     "CreditPremiumPeriod",
     "CreditProtectionPeriod",
     # legs.py

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

@@ -11,7 +11,9 @@
 from rateslib.dual.utils import _dual_float
 from rateslib.enums.generics import NoInput, _drb
 from rateslib.instruments.components.protocols import _BaseInstrument, _KWArgs
-from rateslib.periods.utils import _get_fx_and_base
+from rateslib.periods.components.utils import (
+    _maybe_local,
+)
 from rateslib.rs import Adjuster, Cal, RollDay
 from rateslib.scheduling import add_tenor
 from rateslib.scheduling.calendars import _get_years_and_months
@@ -1120,10 +1122,12 @@ def npv(
         future_price = self.rate(
             curves=curves, solver=solver, fx=fx, base=base, metric="future_price"
         )
-        currency = self.kwargs.meta["currency"].lower()  # type: ignore[union-attr]
-        fx_, base_ = _get_fx_and_base(currency, fx, base)
-        npv_ = future_price / 100 * -self.notional
-        if local:
-            return {currency: npv_}
-        else:
-            return npv_ * fx_
+        local_npv = future_price / 100 * -self.notional
+        return _maybe_local(
+            value=local_npv,
+            local=local,
+            currency=self.kwargs.meta["currency"].lower(),
+            fx=fx,
+            base=base,
+            forward=forward,
+        )

python/rateslib/instruments/components/fx_options/call_put.py

@@ -24,7 +24,7 @@
 )
 from rateslib.legs.components import CustomLeg
 from rateslib.periods.components import Cashflow, FXCallPeriod, FXPutPeriod
-from rateslib.periods.utils import _validate_fx_as_forwards
+from rateslib.periods.components.utils import _validate_fx_as_forwards
 from rateslib.scheduling.frequency import _get_fx_expiry_and_delivery_and_payment
 
 if TYPE_CHECKING:

python/rateslib/instruments/components/fx_vol_value.py

@@ -12,7 +12,7 @@
     _maybe_get_fx_vol_maybe_from_solver,
     _Vol,
 )
-from rateslib.periods.utils import _validate_fx_as_forwards
+from rateslib.periods.components.utils import _validate_fx_as_forwards
 
 if TYPE_CHECKING:
     from rateslib.typing import (  # pragma: no cover

python/rateslib/periods/__init__.py

@@ -1,25 +1,21 @@
-from rateslib.periods.base import BasePeriod
-from rateslib.periods.cashflow import Cashflow, NonDeliverableCashflow
-from rateslib.periods.credit import CreditPremiumPeriod, CreditProtectionPeriod
-from rateslib.periods.fx_volatility import FXCallPeriod, FXOptionPeriod, FXPutPeriod
-from rateslib.periods.index import IndexCashflow, IndexFixedPeriod, IndexMixin
-from rateslib.periods.rates import FixedPeriod, FloatPeriod, NonDeliverableFixedPeriod
-
-# from rateslib.periods.components import FixedPeriod
+from rateslib.periods.components import (
+    Cashflow,
+    CreditPremiumPeriod,
+    CreditProtectionPeriod,
+    FixedPeriod,
+    FloatPeriod,
+    FXCallPeriod,
+    FXOptionPeriod,
+    FXPutPeriod,
+)
 
 __all__ = [
-    "BasePeriod",
     "FXOptionPeriod",
     "FXPutPeriod",
     "FXCallPeriod",
     "Cashflow",
-    "NonDeliverableCashflow",
     "CreditPremiumPeriod",
     "CreditProtectionPeriod",
-    "IndexCashflow",
-    "IndexFixedPeriod",
     "FixedPeriod",
-    "NonDeliverableFixedPeriod",
     "FloatPeriod",
-    "IndexMixin",
 ]