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ENH: add NDF component (#155) #1078

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Merged
mikelync merged 1 commit into from
Nov 11, 2025
Merged

ENH: add NDF component (#155) #1078

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2 changes: 2 additions & 0 deletions python/rateslib/instruments/components/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -4,6 +4,7 @@
from rateslib.instruments.components.fx_vol_value import FXVolValue
from rateslib.instruments.components.iirs import IIRS
from rateslib.instruments.components.irs import IRS
from rateslib.instruments.components.ndf import NDF
from rateslib.instruments.components.portfolio import Portfolio
from rateslib.instruments.components.sbs import SBS
from rateslib.instruments.components.spread import Spread
Expand All @@ -18,6 +19,7 @@
"IIRS",
"CDS",
"SBS",
"NDF",
"Portfolio",
"Fly",
"Spread",
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6 changes: 3 additions & 3 deletions python/rateslib/instruments/components/fx_exchange.py
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Expand Up @@ -41,7 +41,7 @@ class FXExchange(_BaseInstrument):
settlement : datetime
The date of the currency exchange.
pair: str
The curreny pair of the exchange, e.g. "eurusd", using 3-digit iso codes.
The currency pair of the exchange, e.g. "eurusd", using 3-digit iso codes.
fx_rate : float, optional
The FX rate used to derive the notional exchange on *Leg2*.
notional : float
Expand Down Expand Up @@ -114,11 +114,11 @@ def _parse_curves(self, curves: CurveOption_) -> _Curves:
)
else:
raise ValueError(
f"{type(self).__name__} requires 3 curve types. Got {len(curves)}."
f"{type(self).__name__} requires 2 curve types. Got {len(curves)}."
)

else: # `curves` is just a single input which is copied across all curves
raise ValueError(f"{type(self).__name__} requires 3 curve types. Got 1.")
raise ValueError(f"{type(self).__name__} requires 2 curve types. Got 1.")

def __init__(
self,
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