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DOC: updates (#140) #1060

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Merged
attack68 merged 1 commit into from
Oct 15, 2025
Merged

DOC: updates (#140) #1060

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4 changes: 2 additions & 2 deletions python/rateslib/periods/components/cashflow.py
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Original file line number Diff line number Diff line change
Expand Up @@ -66,7 +66,7 @@ class Cashflow(_BasePeriodStatic):
currency="eur",
notional=125000,
)
print(period.cashflows())
period.cashflows()

.. role:: red

Expand Down Expand Up @@ -294,7 +294,7 @@ class MtmCashflow(_BasePeriodStatic):
fx_fixings_start=1.10,
fx_fixings_end=1.20,
)
print(period.cashflows())
period.cashflows()

.. role:: red

Expand Down
62 changes: 40 additions & 22 deletions python/rateslib/periods/components/fixed_period.py
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Original file line number Diff line number Diff line change
Expand Up @@ -60,6 +60,28 @@ class FixedPeriod(_BasePeriodStatic):

.. role:: green

.. rubric:: Examples

.. ipython:: python
:suppress:

from rateslib.periods.components import FixedPeriod
from datetime import datetime as dt

.. ipython:: python

period = FixedPeriod(
start=dt(2000, 1, 1),
end=dt(2001, 1, 1),
payment=dt(2001, 1, 1),
fixed_rate=5.0,
notional=1e6,
convention="ActActICMA",
frequency="A",
)
period.cashflows()


Parameters
----------
.
Expand Down Expand Up @@ -382,6 +404,24 @@ class ZeroFixedPeriod(_BasePeriodStatic):

For *analytic delta* purposes the :math:`\xi=-R`.

.. rubric:: Examples

.. ipython:: python
:suppress:

from rateslib.periods.components import ZeroFixedPeriod
from rateslib.scheduling import Schedule
from datetime import datetime as dt

.. ipython:: python

period = ZeroFixedPeriod(
schedule=Schedule(dt(2000, 1, 1), "5Y", "A"),
fixed_rate=5.0,
convention="1",
)
period.cashflows()

.. role:: red

.. role:: green
Expand Down Expand Up @@ -448,28 +488,6 @@ class ZeroFixedPeriod(_BasePeriodStatic):
index_only: bool, :green:`optional (set as False)`
A flag which determines non-payment of notional on supported *Periods*.


Examples
--------

A typical :class:`~rateslib.periods.components.ZeroFixedPeriod`.

.. ipython:: python
:suppress:

from rateslib.periods.components import ZeroFixedPeriod
from rateslib.scheduling import Schedule
from datetime import datetime as dt

.. ipython:: python

period = ZeroFixedPeriod(
schedule=Schedule(dt(2000, 1, 1), "5Y", "A"),
fixed_rate=5.0,
convention="1",
)
period.cashflows()

""" # noqa: E501

@property
Expand Down
107 changes: 76 additions & 31 deletions python/rateslib/periods/components/float_period.py
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Original file line number Diff line number Diff line change
Expand Up @@ -79,6 +79,37 @@ class FloatPeriod(_BasePeriodStatic):

.. role:: green

.. rubric:: Examples

.. ipython:: python
:suppress:

from rateslib.periods.components import FloatPeriod
from rateslib import fixings
from datetime import datetime as dt
from pandas import Series

.. ipython:: python

fixings.add("MY_RATE_INDEX_6M", Series(index=[dt(2000, 1, 1)], data=[2.66]))
period = FloatPeriod(
start=dt(2000, 1, 1),
end=dt(2000, 7, 1),
payment=dt(2000, 7, 1),
notional=1e6,
convention="Act360",
frequency="S",
fixing_method="ibor",
method_param=0,
rate_fixings="MY_RATE_INDEX"
)
period.cashflows()

.. ipython:: python
:suppress:

fixings.pop("MY_RATE_INDEX_6M")

Parameters
----------
.
Expand Down Expand Up @@ -494,6 +525,35 @@ class ZeroFloatPeriod(_BasePeriodStatic):

For *analytic delta* purposes the :math:`\xi=-z`.

.. rubric:: Examples

.. ipython:: python
:suppress:

from rateslib.periods.components import ZeroFloatPeriod
from rateslib.scheduling import Schedule
from datetime import datetime as dt

.. ipython:: python

fixings.add("MY_RATE_INDEX_6M", Series(
index=[dt(2000, 1, 1), dt(2000, 7, 1), dt(2001, 1, 1), dt(2001, 7, 1)],
data=[1.0, 2.0, 3.0, 4.0]
))
period = ZeroFloatPeriod(
schedule=Schedule(dt(2000, 1, 1), "2Y", "S"),
fixing_method="IBOR",
rate_fixings="MY_RATE_INDEX",
convention="Act360",
method_param=0,
)
period.cashflows()

.. ipython:: python
:suppress:

fixings.pop("MY_RATE_INDEX_6M")

.. role:: red

.. role:: green
Expand Down Expand Up @@ -581,35 +641,12 @@ class ZeroFloatPeriod(_BasePeriodStatic):
index_only: bool, :green:`optional (set as False)`
A flag which determines non-payment of notional on supported *Periods*.


Examples
--------

A typical :class:`~rateslib.periods.components.ZeroFloatPeriod`.

.. ipython:: python
:suppress:

from rateslib.periods.components import ZeroFloatPeriod
from rateslib.scheduling import Schedule
from datetime import datetime as dt

.. ipython:: python

period = ZeroFloatPeriod(
schedule=Schedule(dt(2000, 1, 1), "2Y", "S"),
fixing_method="IBOR",
rate_fixings=[1.1, 2.1, 3.1, 4.1],
convention="Act360",
)
period.cashflows()

""" # noqa: E501

@property
def rate_params(self) -> _FloatRateParams:
"""The :class:`~rateslib.periods.components.parameters._FixedRateParams` of the *Period*."""
return self._float_periods[0].rate_params
return self.float_periods[0].rate_params

@property
def period_params(self) -> _PeriodParams:
Expand Down Expand Up @@ -648,6 +685,14 @@ def float_spread(self, value: DualTypes) -> None:
for period in self._float_periods:
period.rate_params.float_spread = value

@property
def float_periods(self) -> list[FloatPeriod]:
"""
The individual :class:`~rateslib.periods.components.period.FloatPeriod` that are
compounded.
"""
return self._float_periods

def __init__(
self,
*,
Expand Down Expand Up @@ -746,8 +791,8 @@ def try_rate(
**kwargs: Any,
) -> Result[DualTypes]:
try:
r_i = [period.rate(rate_curve=rate_curve) for period in self._float_periods]
d_i = [period.period_params.dcf for period in self._float_periods]
r_i = [period.rate(rate_curve=rate_curve) for period in self.float_periods]
d_i = [period.period_params.dcf for period in self.float_periods]
except Exception as e:
return Err(e)

Expand Down Expand Up @@ -785,8 +830,8 @@ def unindexed_reference_cashflow(
**kwargs: Any,
) -> DualTypes:
# determine each rate from individual Periods
r_i = [period.rate(rate_curve=rate_curve) for period in self._float_periods]
d_i = [period.period_params.dcf for period in self._float_periods]
r_i = [period.rate(rate_curve=rate_curve) for period in self.float_periods]
d_i = [period.period_params.dcf for period in self.float_periods]
r = np.prod(1.0 + np.array(r_i) * np.array(d_i) / 100.0) - 1.0
return -self.settlement_params.notional * r

Expand Down Expand Up @@ -822,8 +867,8 @@ def try_unindexed_reference_cashflow_analytic_rate_fixings(
fx_vol: FXVolOption_ = NoInput(0),
) -> Result[DataFrame]:
try:
r_i = [period.rate(rate_curve=rate_curve) for period in self._float_periods]
d_i = [period.period_params.dcf for period in self._float_periods]
r_i = [period.rate(rate_curve=rate_curve) for period in self.float_periods]
d_i = [period.period_params.dcf for period in self.float_periods]
dfs_i = [
period.try_unindexed_reference_cashflow_analytic_rate_fixings(
rate_curve=rate_curve,
Expand All @@ -832,7 +877,7 @@ def try_unindexed_reference_cashflow_analytic_rate_fixings(
fx_vol=fx_vol,
index_curve=index_curve,
).unwrap()
for period in self._float_periods
for period in self.float_periods
]
except Exception as e:
return Err(e)
Expand Down
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