ENH: add component IndexFixedRateBond (#165)

docs/source/spec/indexfixedratebond.rst

@@ -0,0 +1,43 @@
+.. ipython:: python
+   :suppress:
+
+   from rateslib import *
+
+*******************
+IndexFixedRateBond
+*******************
+
+USD
+******
+
+.. _spec-us-gbi:
+
+Government Bonds
+-------------------
+
+Similar to *'us_gb'* with 3 month index lag and daily interpolation.
+
+.. ipython:: python
+
+   defaults.spec["us_gbi"]
+   from rateslib.instruments.bonds.conventions import US_GB
+   US_GB.kwargs
+   IndexFixedRateBond(dt(2000, 1, 1), "10y", spec="us_gbi", fixed_rate=2.5).kwargs
+
+
+GBP
+********
+
+.. _spec-uk-gbi:
+
+Government Bonds
+-----------------
+
+Similar to *'uk_gb'* with 3 month index lag and daily interpolation.
+
+.. ipython:: python
+
+   defaults.spec["uk_gbi"]
+   from rateslib.instruments.bonds.conventions import UK_GB
+   UK_GB.kwargs
+   IndexFixedRateBond(dt(2000, 1, 1), "10y", spec="uk_gbi", fixed_rate=2.5).kwargs

python/rateslib/instruments/components/__init__.py

@@ -1,4 +1,4 @@
-from rateslib.instruments.components.bonds import FixedRateBond
+from rateslib.instruments.components.bonds import FixedRateBond, IndexFixedRateBond
 from rateslib.instruments.components.cds import CDS
 from rateslib.instruments.components.fly import Fly
 from rateslib.instruments.components.fra import FRA
@@ -36,4 +36,5 @@
     "FXVolValue",
     "FXSwap",
     "FixedRateBond",
+    "IndexFixedRateBond",
 ]

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

@@ -1,3 +1,4 @@
 from rateslib.instruments.components.bonds.fixed_rate_bond import FixedRateBond
+from rateslib.instruments.components.bonds.index_fixed_rate_bond import IndexFixedRateBond
 
-__all__ = ["FixedRateBond"]
+__all__ = ["FixedRateBond", "IndexFixedRateBond"]