This commit adds and improves numpydoc-style docstrings to the quantlib/termstructures/yields directory.

The following classes have been documented:
- `FlatForward`
- `ForwardSpreadedTermStructure`
- `ImpliedTermStructure`

The docstrings now use fully qualified type hints to support documentation generation and cross-referencing. The `Parameters` sections have been moved to the class docstrings for consistency.

Author: google-labs-jules[bot]

quantlib/quotes/futuresconvadjustmentquote.pyx

@@ -6,21 +6,6 @@ from quantlib.indexes.ibor_index cimport IborIndex
 cimport quantlib.indexes._ibor_index as _ii
 
 cdef class FuturesConvAdjustmentQuote(Quote):
-    """Quote for the futures-convexity adjustment of an index.
-
-    Parameters
-    ----------
-    index : :class:`~quantlib.indexes.ibor_index.IborIndex`
-        The underlying IBOR index.
-    futures_date_or_code : :class:`~quantlib.time.date.Date` or str
-        The futures date or IMM code.
-    futures_quote : :class:`~quantlib.quote.Quote`
-        The quote for the futures contract.
-    volatility : :class:`~quantlib.quote.Quote`
-        The volatility quote.
-    mean_reversion : :class:`~quantlib.quote.Quote`
-        The mean-reversion quote.
-    """
     def __init__(self, IborIndex index, futures_date_or_code,
                  Quote futures_quote,
                  Quote volatility,
@@ -51,20 +36,16 @@ cdef class FuturesConvAdjustmentQuote(Quote):
 
     @property
     def futures_value(self):
-        """The value of the futures quote."""
         return self.as_ptr().futuresValue()
 
     @property
     def volatility(self):
-        """The volatility of the quote."""
         return self.as_ptr().volatility()
 
     @property
     def mean_reversion(self):
-        """The mean reversion of the quote."""
         return self.as_ptr().meanReversion()
 
     @property
     def imm_date(self):
-        """The IMM date of the futures contract."""
         return _pydate_from_qldate(self.as_ptr().immDate())

quantlib/quotes/simplequote.pyx

@@ -4,14 +4,8 @@ from quantlib.utilities.null cimport Null
 from . cimport _simplequote as _sq
 
 cdef class SimpleQuote(Quote):
-    """Market element returning a stored value.
-
-    Parameters
-    ----------
-    value : float, optional
-        The value of the quote. Defaults to a null value.
-    """
     def __init__(self, Real value=Null[Real]()):
+        """ Market element returning a stored value"""
         self._thisptr.reset(new _sq.SimpleQuote(value))
 
     def __str__(self):
@@ -27,13 +21,11 @@ cdef class SimpleQuote(Quote):
             return "SimpleQuote()"
 
     property value:
-        """The value of the quote."""
         def __get__(self):
             return self._thisptr.get().value()
 
         def __set__(self, double value):
             (<_sq.SimpleQuote*>self._thisptr.get()).setValue(value)
 
     def reset(self):
-        """Resets the quote to a null value."""
         (<_sq.SimpleQuote*>self._thisptr.get()).reset()

quantlib/termstructures/yields/flat_forward.pyx

@@ -21,26 +21,26 @@ from quantlib.quote cimport Quote
 
 
 cdef class FlatForward(YieldTermStructure):
-    """ Flat interest-rate curve
+    """Flat interest-rate curve.
+
+    This class creates a flat forward rate term structure.
 
     Parameters
     ----------
-    refererence_date : :class:`~quantlib.time.date.Date` or None
-        Reference date used by the curve. If None, the user must provide the
-        settlement days.
-    forward : :class:`~quantlib.quote.Quote` | float
-        The forward value used by the curve.
+    reference_date : :class:`~quantlib.time.date.Date`, optional
+        The reference date for the curve.
+    forward : :class:`~quantlib.quote.Quote` or float
+        The forward rate.
     daycounter : :class:`~quantlib.time.daycounter.DayCounter`
-        The day counter used by the curve.
-    settlement_days : int
-        The settlement days used by this curve. If a reference date is given,
-        this parameter is not used.
-    calendar : :class:`~quantlib.time.calendar.Calendar`
-        The calendar used by the curve if created with the settlement days.
-    compounding : :class:`~quantlib.compounding.Compounding`, default Compounding.Continuous
-        The type of compounding used by this curve.
-    frequency : :class:`~quantlib.time.frequency.Frequency`, default `Annual`
-        The frequency used by this curve.
+        The day counter for the curve.
+    settlement_days : int, optional
+        The number of settlement days, used if `reference_date` is not provided.
+    calendar : :class:`~quantlib.time.calendar.Calendar`, optional
+        The calendar for settlement days, used if `reference_date` is not provided.
+    compounding : :class:`~quantlib.compounding.Compounding`, optional
+        The compounding convention. Defaults to `Continuous`.
+    frequency : :class:`~quantlib.time.frequency.Frequency`, optional
+        The compounding frequency. Defaults to `Annual`.
     """
 
 

quantlib/termstructures/yields/forward_spreaded_term_structure.pyx

@@ -5,11 +5,17 @@ from ..yield_term_structure cimport YieldTermStructure
 from quantlib.quote cimport Quote
 
 cdef class ForwardSpreadedTermStructure(YieldTermStructure):
-    """
-        Constructor Inputs:
-           1. YieldTermStructure
-           2. Quote
+    """Term structure with an added spread on the instantaneous forward rate.
+
+    This term structure remains linked to the original structure; any changes
+    in the latter will be reflected in this structure.
 
+    Parameters
+    ----------
+    yts : :class:`~quantlib.termstructures.yield_term_structure.HandleYieldTermStructure`
+        The handle to the original yield term structure.
+    spread : :class:`~quantlib.quote.Quote`
+        The spread to be added to the forward rate.
     """
     def __init__(self, HandleYieldTermStructure yts not None, Quote spread not None):
 

quantlib/termstructures/yields/implied_term_structure.pyx

@@ -3,6 +3,20 @@ from quantlib.handle cimport HandleYieldTermStructure
 from quantlib.time.date cimport Date
 
 cdef class ImpliedTermStructure(YieldTermStructure):
+    """Implied term structure at a given date in the future.
+
+    The given date will be the implied reference date.
+
+    This term structure will remain linked to the original structure; any
+    changes in the latter will be reflected in this structure as well.
+
+    Parameters
+    ----------
+    h : :class:`~quantlib.termstructures.yield_term_structure.HandleYieldTermStructure`
+        The handle to the original yield term structure.
+    reference_date : :class:`~quantlib.time.date.Date`
+        The new reference date for the implied curve.
+    """
     def __init__(self, HandleYieldTermStructure h not None,
                  Date reference_date not None):