CLN: minor ruff edits

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

@@ -6,11 +6,11 @@
 from rateslib.dual import Variable, gradient
 from rateslib.dual.utils import _dual_float, _to_number
 from rateslib.enums.generics import NoInput, _drb
-from rateslib.instruments.components.bonds.fixed_rate_bond import FixedRateBond
 from rateslib.instruments.components.bonds.conventions import (
     BillCalcMode,
     _get_bill_calc_mode,
 )
+from rateslib.instruments.components.bonds.fixed_rate_bond import FixedRateBond
 from rateslib.instruments.components.bonds.protocols import _BaseBondInstrument
 from rateslib.instruments.components.protocols.kwargs import _convert_to_schedule_kwargs, _KWArgs
 from rateslib.instruments.components.protocols.pricing import (

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

@@ -23,7 +23,10 @@
         Any,
         Curves_,
         DualTypes,
+        DualTypes_,
         FixedRateBond,
+        FXForwards_,
+        FXVolOption_,
         Solver_,
         datetime_,
         float_,

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

@@ -347,7 +347,7 @@ def index_ratio(self, settlement: datetime, index_curve: _BaseCurve_ = NoInput(0
         Returns
         -------
         float, Dual, Dual2, Variable
-        """
+        """  # noqa: E501
 
         left_index = self.leg1._period_index(settlement)
         period_index_params = self.leg1._regular_periods[left_index].index_params

python/tests/instruments/test_instruments_bonds_legacy.py

@@ -24,7 +24,7 @@
     FixedRateBond,
     IndexFixedRateBond,
 )
-from rateslib.instruments.components.bonds.conventions import BondCalcMode
+from rateslib.instruments.components.bonds.conventions import US_GBB, BondCalcMode
 from rateslib.scheduling import dcf, get_calendar
 from rateslib.solver import Solver
 
@@ -2575,8 +2575,6 @@ def test_bill_rate(self) -> None:
         assert abs(result - expected) < 1e-6
 
     def test_bill_default_calc_mode(self) -> None:
-        from rateslib.instruments.components.bonds.conventions import US_GBB
-
         bill = Bill(
             effective=dt(2004, 1, 22),
             termination=dt(2004, 2, 19),

python/tests/instruments/test_instruments_legacy.py

@@ -22,7 +22,7 @@
     # XCS,
     # ZCIS,
     # ZCS,
-    Bill,
+    # Bill,
     # FixedRateBond,
     FloatRateNote,
     # Fly,
@@ -34,7 +34,7 @@
     FXStraddle,
     FXStrangle,
     # FXSwap,
-    IndexFixedRateBond,
+    # IndexFixedRateBond,
     # Portfolio,
     # Spread,
     # STIRFuture,
@@ -51,16 +51,19 @@
     XCS,
     ZCIS,
     ZCS,
+    Bill,
     FixedRateBond,
     Fly,
     FXForward,
     FXSwap,
     FXVolValue,
+    IndexFixedRateBond,
     Portfolio,
     Spread,
     STIRFuture,
     Value,
 )
+from rateslib.instruments.components.bonds.conventions import US_GB
 from rateslib.instruments.components.protocols.kwargs import (
     _KWArgs,
 )
@@ -5106,13 +5109,12 @@ def test_indexfixedratebond(self) -> None:
             calc_mode="ust",
             fixed_rate=2.0,
         )
-        from rateslib.instruments.bonds.conventions import US_GB
 
-        assert bond.calc_mode.kwargs == US_GB.kwargs
-        assert bond.kwargs["convention"] == "actacticma"
-        assert bond.kwargs["currency"] == "gbp"
-        assert bond.kwargs["fixed_rate"] == 2.0
-        assert bond.kwargs["ex_div"] == 7
+        assert bond.kwargs.leg1["convention"] == "actacticma"
+        assert bond.kwargs.leg1["currency"] == "gbp"
+        assert bond.kwargs.leg1["fixed_rate"] == 2.0
+        assert bond.kwargs.leg1["schedule"].payment_adjuster3 == Adjuster.BusDaysLagSettle(-7)
+        assert bond.kwargs.meta["calc_mode"] == US_GB
 
     def test_bill(self) -> None:
         bill = Bill(
@@ -5121,12 +5123,12 @@ def test_bill(self) -> None:
             spec="us_gbb",
             convention="act365f",
         )
-        from rateslib.instruments.bonds.conventions import US_GBB
+        from rateslib.instruments.components.bonds.conventions import US_GBB
 
-        assert bill.calc_mode.kwargs == US_GBB.kwargs
-        assert bill.kwargs["convention"] == "act365f"
-        assert bill.kwargs["currency"] == "usd"
-        assert bill.kwargs["fixed_rate"] == 0.0
+        assert bill.kwargs.meta["calc_mode"] == US_GBB
+        assert bill.kwargs.leg1["convention"] == "act365f"
+        assert bill.kwargs.leg1["currency"] == "usd"
+        assert bill.kwargs.leg1["fixed_rate"] == 0.0
 
     def test_fra(self) -> None:
         from rateslib.enums.parameters import FloatFixingMethod