diff --git a/python/rateslib/_spec_loader.py b/python/rateslib/_spec_loader.py index 4e7317ea..6f6a371e 100644 --- a/python/rateslib/_spec_loader.py +++ b/python/rateslib/_spec_loader.py @@ -41,7 +41,7 @@ def _map_true_false(v: str) -> bool | None: # TODO (low): clean this up when setting a minimum pandas version at 2.1.0 df[df["dtype"] == "bool"] = df[df["dtype"] == "bool"].map(_map_true_false) else: - df[df["dtype"] == "bool"] = df[df["dtype"] == "bool"].applymap(_map_true_false) # type: ignore[operator] + df[df["dtype"] == "bool"] = df[df["dtype"] == "bool"].applymap(_map_true_false) # type: ignore[operator, index] return df path = "data/__instrument_spec.csv" diff --git a/python/rateslib/data/fixings.py b/python/rateslib/data/fixings.py index eaa3bd29..38b53a50 100644 --- a/python/rateslib/data/fixings.py +++ b/python/rateslib/data/fixings.py @@ -933,7 +933,7 @@ def __init__( self._accrual_end = accrual_end self._fixing_method = _get_float_fixing_method(fixing_method) self._method_param = method_param - self._populated = Series(index=[], data=[], dtype=float) + self._populated = Series(index=[], data=[], dtype=float) # type: ignore[assignment] @property def fixing_method(self) -> FloatFixingMethod: diff --git a/python/rateslib/fx_volatility/utils.py b/python/rateslib/fx_volatility/utils.py index d3f251e0..9fe164e2 100644 --- a/python/rateslib/fx_volatility/utils.py +++ b/python/rateslib/fx_volatility/utils.py @@ -510,7 +510,7 @@ def _validate_weights( w[s:e] = ( # type: ignore[misc] w[s:e] * days / w[s:e].sum() # type: ignore[misc] ) # scale the weights to allocate the correct time between nodes. - w[eval_date] = 0.0 + w[eval_date] = 0.0 # type: ignore[call-overload] return w diff --git a/python/rateslib/instruments/bonds/bond_future.py b/python/rateslib/instruments/bonds/bond_future.py index 477ac5ee..bc8d4f1f 100644 --- a/python/rateslib/instruments/bonds/bond_future.py +++ b/python/rateslib/instruments/bonds/bond_future.py @@ -559,11 +559,11 @@ def dlv( ], index=range(len(basket)), ) - df["Price"] = prices - df["YTM"] = [bond.ytm(prices[i], settlement, dirty=dirty) for i, bond in enumerate(basket)] - df["C.Factor"] = self.cfs - df["Gross Basis"] = self.gross_basis(future_price, prices, settlement, dirty=dirty) - df["Implied Repo"] = self.implied_repo( + df["Price"] = prices # type: ignore[assignment] + df["YTM"] = [bond.ytm(prices[i], settlement, dirty=dirty) for i, bond in enumerate(basket)] # type: ignore[assignment] + df["C.Factor"] = self.cfs # type: ignore[assignment] + df["Gross Basis"] = self.gross_basis(future_price, prices, settlement, dirty=dirty) # type: ignore[assignment] + df["Implied Repo"] = self.implied_repo( # type: ignore[assignment] future_price, prices, settlement, @@ -571,8 +571,8 @@ def dlv( convention, dirty=dirty, ) - df["Actual Repo"] = r_ - df["Net Basis"] = self.net_basis( + df["Actual Repo"] = r_ # type: ignore[assignment] + df["Net Basis"] = self.net_basis( # type: ignore[assignment] future_price, prices, r_, diff --git a/python/rateslib/solver.py b/python/rateslib/solver.py index acaace7d..088c7c40 100644 --- a/python/rateslib/solver.py +++ b/python/rateslib/solver.py @@ -1747,7 +1747,7 @@ def delta( df.loc[indexes[key[0]], (key[1], key[2])] = array if not isinstance(base, NoInput): - df.loc[r_idx, ("all", base)] = df.loc[r_idx, (slice(None), base)].sum(axis=1) # type: ignore[index] + df.loc[r_idx, ("all", base)] = df.loc[r_idx, (slice(None), base)].sum(axis=1) sorted_cols = df.columns.sort_values() ret: DataFrame = df.loc[:, sorted_cols].astype("float64") @@ -2291,7 +2291,7 @@ def exo_delta( df.loc[indexes[key[0]], (key[1], key[2])] = array if not isinstance(base, NoInput): - df.loc[r_idx, ("all", base)] = df.loc[r_idx, (slice(None), base)].sum(axis=1) # type: ignore[index] + df.loc[r_idx, ("all", base)] = df.loc[r_idx, (slice(None), base)].sum(axis=1) sorted_cols = df.columns.sort_values() _: DataFrame = df.loc[:, sorted_cols].astype("float64")