.. _api-doc: ************** API Reference ************** .. Global imports for iPython are executed in the doc string for add_tenor which is the first function indexed alphabetically by automodapi. Indices and tables =================== * :ref:`genindex` * :ref:`modindex` * :ref:`search` Notation ========= .. math:: d \quad \text{or} \quad d_i =& \text{DCF of period} \; (i) \\ m \quad \text{or} \quad m_i =& \text{Maturity date of period} \; (i) \\ v(m) =& \text{DF of period payment date,} \; m \\ N \quad \text{or} \quad N_i =& \text{Notional of period} \; (i) \\ R =& \text{Fixed rate of period or leg} \\ z =& \text{Floating period spread} \\ r(r_i, z) =& \text{Floating rate of period as a function of fixings,} \; (r_i) \\ C =& \text{Cashflow} \\ P =& \text{Net present value} \\ I(m) =& \text{Index ratio applicable at maturity,} \; m \\ Defaults ========= .. automodapi:: rateslib.default :no-heading: :no-inheritance-diagram: :skip: plot :skip: plot3d :skip: datetime :skip: Enum :skip: read_csv :skip: get_named_calendar Calendars ========== Classes ^^^^^^^ .. autosummary:: ~rateslib.calendars.Cal ~rateslib.calendars.NamedCal ~rateslib.calendars.UnionCal ~rateslib.calendars.Modifier ~rateslib.calendars.RollDay .. toctree:: :maxdepth: 0 :titlesonly: :hidden: api/rateslib.calendars.Cal.rst api/rateslib.calendars.NamedCal.rst api/rateslib.calendars.UnionCal.rst api/rateslib.calendars.Modifier.rst api/rateslib.calendars.RollDay.rst .. automodapi:: rateslib.calendars :no-heading: Scheduling =========== .. automodapi:: rateslib.scheduling :no-heading: :no-inheritance-diagram: :skip: Any :skip: CustomBusinessDay :skip: DataFrame :skip: Iterator :skip: datetime :skip: product :skip: timedelta :skip: NoInput Highlighted private functions ----------------------------- .. autosummary:: _check_regular_swap _infer_stub_date .. toctree:: :hidden: api/rateslib.scheduling._check_regular_swap.rst api/rateslib.scheduling._infer_stub_date.rst Piecewise Polynomial Splines ============================= Functions ^^^^^^^^^ .. autosummary:: ~rateslib.splines.bsplev_single ~rateslib.splines.bspldnev_single ~rateslib.splines.evaluate Classes ^^^^^^^^ .. autosummary:: ~rateslib.splines.PPSplineF64 ~rateslib.splines.PPSplineDual ~rateslib.splines.PPSplineDual2 .. toctree:: :maxdepth: 0 :titlesonly: :hidden: api/rateslib.splines.PPSplineF64.rst api/rateslib.splines.PPSplineDual.rst api/rateslib.splines.PPSplineDual2.rst api/rateslib.splines.bsplev_single.rst api/rateslib.splines.bspldnev_single.rst api/rateslib.splines.evaluate.rst Dual (for AD) ============== .. automodapi:: rateslib.dual :no-heading: Classes ^^^^^^^^ .. autosummary:: Dual Dual2 .. toctree:: :maxdepth: 0 :titlesonly: :hidden: api/rateslib.dual.Dual.rst api/rateslib.dual.Dual2.rst Curves ======= .. automodapi:: rateslib.curves :no-heading: :inherited-members: :no-inheritance-diagram: Class Inheritance Diagram -------------------------- .. automod-diagram:: rateslib.curves :parts: 1 FX === .. automodapi:: rateslib.fx :no-heading: :no-inheritance-diagram: FX Volatility ============== .. automodapi:: rateslib.fx_volatility :no-heading: :skip: set_order_convert :skip: dual_exp :skip: dual_inv_norm_cdf :skip: DualTypes :skip: Dual :skip: Dual2 :skip: dual_norm_cdf :skip: dual_log :skip: dual_norm_pdf :skip: PPSplineF64 :skip: PPSplineDual :skip: PPSplineDual2 :skip: evaluate :skip: plot :skip: NoInput :skip: newton_1dim :skip: uuid4 :skip: Union :skip: datetime :skip: dt :skip: timedelta :skip: Series Periods ======== Link to the :ref:`Periods` section in the user guide. .. automodapi:: rateslib.periods :no-heading: :skip: NoInput :skip: ABCMeta :skip: IndexCurve :skip: Curve :skip: DataFrame :skip: Dual :skip: Dual2 :skip: FXRates :skip: FXForwards :skip: LineCurve :skip: CompositeCurve :skip: Series :skip: datetime :skip: comb :skip: FXDeltaVolSurface :skip: FXDeltaVolSmile Legs ===== Link to the :ref:`Legs` section in the user guide. .. automodapi:: rateslib.legs :no-heading: :skip: NoInput :skip: ABCMeta :skip: Curve :skip: CustomBusinessDay :skip: DataFrame :skip: Dual :skip: Dual2 :skip: FXRates :skip: FXForwards :skip: Series :skip: datetime :skip: Cashflow :skip: FixedPeriod :skip: FloatPeriod :skip: Schedule :skip: IndexCashflow :skip: IndexFixedPeriod :skip: IndexCurve :skip: IndexMixin Instruments ============ .. automodapi:: rateslib.instruments :no-heading: :inherited-members: :no-inheritance-diagram: Class Inheritance Diagram -------------------------- .. automod-diagram:: rateslib.instruments :parts: 1 Solver ======= .. automodapi:: rateslib.solver :no-heading: :skip: MultiCsaCurve :skip: NoInput :skip: FXRates :skip: DataFrame :skip: Dual :skip: Dual2 :skip: FXForwards :skip: combinations :skip: MultiIndex :skip: Series :skip: CompositeCurve :skip: ProxyCurve :skip: concat :skip: dual_log :skip: dual_solve :skip: gradient :skip: time :skip: uuid4 :skip: PerformanceWarning Cookbook ========= .. toctree:: :titlesonly: g_cookbook.rst