API Reference#

Indices and tables#

Replication#

Functions#

rl_cls(name, keywords, values)

Initialise any rateslib Class provided with a dict of keyword args.

rl_attr(name, obj)

Get an attribute value of a Class instance.

rl_meth(name, obj, keywords, values)

Perform any rateslib Class method provided with a dict of keyword args,

rl_fn(name, keywords, values)

Perform any rateslib function provided with a dict of keyword args.

rl_attr_obj(name, obj)

Get an attribute value of a Class instance, returned as a cached Python object.

rl_meth_obj(name, obj, keywords, values)

Perform any rateslib Class method provided with a dict of keyword args, returned as a cached Python object.

rl_fn_obj(name, keywords, values)

Perform any rateslib function provided with a dict of keyword args, returned as a cached Python object.

rl_set_default(attribute, value[, key])

Set values for the rateslib.defaults object.

Types#

Functions#

rl_unwrap(obj)

Perform the unwrap() method on any PyWrapper type.

rl_series(name, index, data)

Create a wrapped Python pandas.Series object.

rl_dt(year, month, day, excel_dt)

Create a wrapped Python datetime object.

rl_int(val)

Create a wrapped Python integer.

rl_blank()

Create a wrapped Python NoInput.blank type.

rl_noinput(val)

Create a wrapped Python NoInput type of specific enumeration.

rl_dict(name, keywords, values)

Create a wrapped Python dict from contiguous cell ranges, or PyInputs.

rl_to_f64(val)

Display the float() value of a Python object in a cell.

rl_list(name, args)

Create a wrapped Python list from a contiguous cell range.

rl_tuple(name, args)

Create a wrapped Python tuple from a contiguous cell range.

rl_inputs(name, args)

Create a wrapped Python list from a contiguous cell range that is interpreted as function inputs.

rl_seq_list(name, *args)

Create a wrapped Python list from a sequenced selection of cells.

rl_seq_tuple(name, *args)

Create a wrapped Python tuple from a sequenced selection of cells.

rl_seq_inputs(name, *args)

Create a wrapped Python list from a sequenced selection of cells.

rl_to_plot(fig)

Display a matplotlib.figure as a visible embedded image in Excel.

rl_to_arr(obj)

Display an object, such as PyDataFrame or PyDict, in an array of cells.

rl_to_arr_no_idx()

Display an object, such as PyDataFrame or PyDict, in an array of cells.

Scheduling#

Functions#

rl_add_tenor(start, tenor, modifier, ...[, ...])

Implement the rateslib add_tenor method.

rl_get_imm(month, year, code, definition)

Implement the rateslib get_imm method.

rl_next_imm(start, definition)

Implement the rateslib next_imm method.

rl_dcf(start, end, convention, termination, ...)

Implement the rateslib dcf method.

Solver#

Functions#

rl_Solver(keywords, values)

Initialise the rateslib Solver class and return mutated objects to the sheet.

Wrappers#

Classes#

PyDateTime(year, month, day)

Python wrapper for datetime.datetime type.

PyInt(val)

Python wrapper for integer type.

PyNoInput(val)

Python wrapper for rateslib.NoInput type.

PyWrapper()

Base Class for type wrappers.

PyDict(name, dict_)

Python wrapper for dict type.

PyList(name, args)

Python wrapper for list type.

PyTuple(name, args)

Python wrapper for tuple type.

PyInputs(name, args)

Python wrapper for list type.

PyDataFrame(name, obj)

Python wrapper for pandas.DataFrame type.

PySeries(name, obj)

Python wrapper for pandas.Series type.