SYMBOL INDEX (5968 symbols across 274 files) FILE: python/rateslib/__init__.py class default_context (line 42) | class default_context(ContextDecorator): method __init__ (line 54) | def __init__(self, *args) -> None: # type: ignore[no-untyped-def] method __enter__ (line 60) | def __enter__(self) -> None: method __exit__ (line 66) | def __exit__(self, *args) -> None: # type: ignore[no-untyped-def] FILE: python/rateslib/_spec_loader.py function _map_str_float_int (line 1370) | def _map_str_float_int(v: Any) -> Any: FILE: python/rateslib/curves/_parsers.py function _map_curve_or_id_from_solver_ (line 42) | def _map_curve_or_id_from_solver_(curve: CurveOrId, solver: Solver) -> _... function _map_curve_from_solver_ (line 92) | def _map_curve_from_solver_(curve: CurveInput, solver: Solver) -> CurveO... function _map_curve_from_solver (line 109) | def _map_curve_from_solver(curve: CurveInput_, solver: Solver) -> CurveO... function _validate_curve_not_str (line 122) | def _validate_curve_not_str(curve: CurveOrId) -> _BaseCurve: function _validate_no_str_in_curve_input (line 128) | def _validate_no_str_in_curve_input(curve: CurveInput_) -> CurveOption_: function _get_curves_maybe_from_solver (line 140) | def _get_curves_maybe_from_solver( function _make_4_tuple_of_curve (line 205) | def _make_4_tuple_of_curve(curves: tuple[CurveOption_, ...]) -> Curves_T... function _validate_curve_is_not_dict (line 219) | def _validate_curve_is_not_dict(curve: CurveOption_) -> _BaseCurve_: function _validate_disc_curves_are_not_dict (line 225) | def _validate_disc_curves_are_not_dict(curves_tuple: Curves_Tuple) -> Cu... function _validate_curve_not_no_input (line 234) | def _validate_curve_not_no_input(curve: _BaseCurve_) -> _BaseCurve: function _validate_obj_not_no_input (line 243) | def _validate_obj_not_no_input(obj: T | NoInput, name: str) -> T: function _disc_maybe_from_curve (line 249) | def _disc_maybe_from_curve(curve: CurveOption_, disc_curve: _BaseCurve_)... function _disc_required_maybe_from_curve (line 264) | def _disc_required_maybe_from_curve(curve: CurveOption_, disc_curve: Cur... function _try_disc_required_maybe_from_curve (line 277) | def _try_disc_required_maybe_from_curve( function _maybe_set_ad_order (line 296) | def _maybe_set_ad_order( FILE: python/rateslib/curves/academic/ns.py class NelsonSiegelCurve (line 41) | class NelsonSiegelCurve(_WithMutability, _BaseCurve): method __init__ (line 118) | def __init__( method params (line 153) | def params(self) -> tuple[DualTypes, DualTypes, DualTypes, DualTypes]: method __getitem__ (line 160) | def __getitem__(self, date: datetime) -> DualTypes: method _get_node_vector (line 180) | def _get_node_vector(self) -> np.ndarray[tuple[int, ...], np.dtype[Any]]: method _get_node_vars (line 183) | def _get_node_vars(self) -> tuple[str, ...]: method _set_node_vector (line 188) | def _set_node_vector(self, vector: list[DualTypes], ad: int) -> None: method _set_ad_order (line 201) | def _set_ad_order(self, order: int) -> None: FILE: python/rateslib/curves/academic/nss.py class NelsonSiegelSvenssonCurve (line 41) | class NelsonSiegelSvenssonCurve(_WithMutability, _BaseCurve): method __init__ (line 118) | def __init__( method params (line 153) | def params(self) -> tuple[DualTypes, DualTypes, DualTypes, DualTypes, ... method __getitem__ (line 160) | def __getitem__(self, date: datetime) -> DualTypes: method _get_node_vector (line 182) | def _get_node_vector(self) -> np.ndarray[tuple[int, ...], np.dtype[Any]]: method _get_node_vars (line 185) | def _get_node_vars(self) -> tuple[str, ...]: method _set_node_vector (line 190) | def _set_node_vector(self, vector: list[DualTypes], ad: int) -> None: method _set_ad_order (line 203) | def _set_ad_order(self, order: int) -> None: FILE: python/rateslib/curves/academic/sw.py class _NullInterpolator (line 51) | class _NullInterpolator: method _csolve (line 52) | def _csolve(self, curve_type: _CurveType, nodes: _CurveNodes, ad: int)... function _dual_sinh (line 56) | def _dual_sinh(x: DualTypes) -> DualTypes: class SmithWilsonCurve (line 60) | class SmithWilsonCurve(_WithMutability, _BaseCurve): method __init__ (line 323) | def __init__( method alpha (line 363) | def alpha(self) -> DualTypes: method b (line 368) | def b(self) -> NDArray[Nobject]: method ufr (line 373) | def ufr(self) -> DualTypes: method k (line 378) | def k(self) -> DualTypes: method w (line 400) | def w(self) -> DualTypes: method u (line 405) | def u(self) -> NDArray[Nf64]: method __getitem__ (line 410) | def __getitem__(self, date: datetime) -> DualTypes: FILE: python/rateslib/curves/curves.py class _WithOperations (line 79) | class _WithOperations: method shift (line 86) | def shift( method translate (line 112) | def translate(self, start: datetime, id: str_ = NoInput(0)) -> Transla... method roll (line 134) | def roll(self, tenor: datetime | str | int, id: str_ = NoInput(0)) -> ... class _BaseCurve (line 167) | class _BaseCurve(_WithState, _WithCache[datetime, DualTypes], _WithOpera... method _meta (line 213) | def _meta(self) -> _CurveMeta: method _interpolator (line 227) | def _interpolator(self) -> _CurveInterpolator: method _nodes (line 241) | def _nodes(self) -> _CurveNodes: ... method _id (line 245) | def _id(self) -> str: method _ad (line 250) | def _ad(self) -> int: ... method _base_type (line 254) | def _base_type(self) -> _CurveType: ... method __getitem__ (line 259) | def __getitem__(self, date: datetime) -> DualTypes: method _set_ad_order (line 297) | def _set_ad_order(self, order: int) -> None: ... method ad (line 302) | def ad(self) -> int: method meta (line 307) | def meta(self) -> _CurveMeta: method id (line 312) | def id(self) -> str: method nodes (line 318) | def nodes(self) -> _CurveNodes: method _n (line 323) | def _n(self) -> int: method interpolator (line 328) | def interpolator(self) -> _CurveInterpolator: method rate (line 334) | def rate( method _rate_with_raise (line 439) | def _rate_with_raise( method _rate_with_raise_values (line 456) | def _rate_with_raise_values( method _rate_with_raise_dfs (line 471) | def _rate_with_raise_dfs( method _try_index_value (line 529) | def _try_index_value( method index_value (line 597) | def index_value( method plot (line 690) | def plot( method _plot_diff (line 767) | def _plot_diff( method _plot_modifier (line 780) | def _plot_modifier(self, upper_tenor: str) -> str: method _plot_rates (line 789) | def _plot_rates( method _plot_rate (line 832) | def _plot_rate( method _plot_zero_rate (line 844) | def _plot_zero_rate( method plot_index (line 863) | def plot_index( method __eq__ (line 943) | def __eq__(self, other: Any) -> bool: method __repr__ (line 955) | def __repr__(self) -> str: method copy (line 958) | def copy(self) -> _BaseCurve: class ShiftedCurve (line 973) | class ShiftedCurve(_BaseCurve): method __init__ (line 1062) | def __init__( method __getitem__ (line 1103) | def __getitem__(self, date: datetime) -> DualTypes: method _set_ad_order (line 1106) | def _set_ad_order(self, ad: int) -> None: method obj (line 1110) | def obj(self) -> _BaseCurve: method _ad (line 1115) | def _ad(self) -> int: method _meta (line 1119) | def _meta(self) -> _CurveMeta: method _id (line 1123) | def _id(self) -> str: method _nodes (line 1127) | def _nodes(self) -> _CurveNodes: method _interpolator (line 1131) | def _interpolator(self) -> _CurveInterpolator: method _base_type (line 1135) | def _base_type(self) -> _CurveType: class TranslatedCurve (line 1139) | class TranslatedCurve(_BaseCurve): method __init__ (line 1226) | def __init__( method __getitem__ (line 1238) | def __getitem__(self, date: datetime) -> DualTypes: method _set_ad_order (line 1246) | def _set_ad_order(self, ad: int) -> None: method obj (line 1250) | def obj(self) -> _BaseCurve: method _ad (line 1255) | def _ad(self) -> int: method _interpolator (line 1259) | def _interpolator(self) -> _CurveInterpolator: method _meta (line 1263) | def _meta(self) -> _CurveMeta: method _base_type (line 1273) | def _base_type(self) -> _CurveType: class RolledCurve (line 1277) | class RolledCurve(_BaseCurve): method __init__ (line 1367) | def __init__( method __getitem__ (line 1377) | def __getitem__(self, date: datetime) -> DualTypes: method _set_ad_order (line 1413) | def _set_ad_order(self, order: int) -> None: method obj (line 1417) | def obj(self) -> _BaseCurve: method roll_days (line 1422) | def roll_days(self) -> int: method _ad (line 1427) | def _ad(self) -> int: method _interpolator (line 1431) | def _interpolator(self) -> _CurveInterpolator: method _meta (line 1435) | def _meta(self) -> _CurveMeta: method _nodes (line 1439) | def _nodes(self) -> _CurveNodes: method _base_type (line 1443) | def _base_type(self) -> _CurveType: class _WithMutability (line 1447) | class _WithMutability: method __init__ (line 1467) | def __init__( # type: ignore[no-untyped-def] method _set_ad_order (line 1520) | def _set_ad_order(self, order: int) -> None: method _get_node_vector (line 1539) | def _get_node_vector(self) -> np.ndarray[tuple[int, ...], np.dtype[Any]]: method _get_node_vars (line 1543) | def _get_node_vars(self) -> tuple[str, ...]: method csolve (line 1551) | def csolve(self) -> None: method update (line 1571) | def update( method update_node (line 1609) | def update_node(self, key: datetime, value: DualTypes) -> None: method update_meta (line 1646) | def update_meta(self, key: datetime, value: Any) -> None: method _set_node_vector (line 1667) | def _set_node_vector(self, vector: list[DualTypes], ad: int) -> None: method _set_node_vector_direct (line 1671) | def _set_node_vector_direct(self, vector: list[DualTypes], ad: int) ->... method _from_json (line 1714) | def _from_json(cls, loaded_json: dict[str, Any]) -> _BaseCurve: method to_json (line 1757) | def to_json(self) -> str: class Curve (line 1786) | class Curve(_WithMutability, _BaseCurve): method __init__ (line 1929) | def __init__(self, *args: Any, **kwargs: Any) -> None: method __getitem__ (line 1932) | def __getitem__(self, date: datetime) -> DualTypes: class LineCurve (line 1940) | class LineCurve(_WithMutability, _BaseCurve): method __init__ (line 2083) | def __init__(self, *args: Any, **kwargs: Any) -> None: method __getitem__ (line 2086) | def __getitem__(self, date: datetime) -> DualTypes: class CompositeCurve (line 2090) | class CompositeCurve(_BaseCurve): method __init__ (line 2279) | def __init__( method meta (line 2302) | def meta(self) -> _CurveMeta: method __getitem__ (line 2307) | def __getitem__(self, date: datetime) -> DualTypes: method _set_ad_order (line 2343) | def _set_ad_order(self, order: int) -> None: method _validate_state (line 2356) | def _validate_state(self) -> None: method _get_composited_state (line 2366) | def _get_composited_state(self) -> int: class MultiCsaCurve (line 2371) | class MultiCsaCurve(_BaseCurve): method meta (line 2419) | def meta(self) -> _CurveMeta: method __init__ (line 2424) | def __init__( method __getitem__ (line 2440) | def __getitem__(self, date: datetime) -> DualTypes: method _set_ad_order (line 2502) | def _set_ad_order(self, order: int) -> None: method _validate_state (line 2515) | def _validate_state(self) -> None: method _get_composited_state (line 2525) | def _get_composited_state(self) -> int: function _validate_composited_curve_collection (line 2530) | def _validate_composited_curve_collection( function _check_meta_attribute (line 2565) | def _check_meta_attribute(curves: tuple[_BaseCurve, ...], attr: str) -> ... class ProxyCurve (line 2575) | class ProxyCurve(_BaseCurve): method _ad (line 2619) | def _ad(self) -> int: method interpolator (line 2623) | def interpolator(self) -> _ProxyCurveInterpolator: # type: ignore[ove... method meta (line 2629) | def meta(self) -> _CurveMeta: method __init__ (line 2634) | def __init__( method __getitem__ (line 2660) | def __getitem__(self, date: datetime) -> DualTypes: method _set_ad_order (line 2670) | def _set_ad_order(self, order: int) -> None: method _validate_state (line 2673) | def _validate_state(self) -> None: method _get_composited_state (line 2691) | def _get_composited_state(self) -> int: class CreditImpliedCurve (line 2695) | class CreditImpliedCurve(_BaseCurve): method _base_type (line 2803) | def _base_type(self) -> _CurveType: method _id (line 2807) | def _id(self) -> str: method _ad (line 2811) | def _ad(self) -> int: method __init__ (line 2816) | def __init__( method __getitem__ (line 2840) | def __getitem__(self, date: datetime) -> DualTypes: method _set_ad_order (line 2844) | def _set_ad_order(self, order: int) -> None: method obj (line 2848) | def obj(self) -> CompositeCurve: method meta (line 2854) | def meta(self) -> _CurveMeta: method _nodes (line 2859) | def _nodes(self) -> _CurveNodes: method _composite_scalars (line 2862) | def _composite_scalars(self) -> list[float | Dual | Dual2 | Variable]: method _get_composited_state (line 2871) | def _get_composited_state(self) -> int: method _validate_state (line 2875) | def _validate_state(self) -> None: function index_value (line 2898) | def index_value( function _try_index_value (line 2978) | def _try_index_value( function _index_value_from_mixed_series_and_curve (line 3065) | def _index_value_from_mixed_series_and_curve( function _index_value_from_series_no_curve (line 3168) | def _index_value_from_series_no_curve( FILE: python/rateslib/curves/interpolation.py class InterpolationFunction (line 36) | class InterpolationFunction(Protocol): method __call__ (line 38) | def __call__(self, date: datetime, curve: _BaseCurve) -> DualTypes: ... function _linear (line 41) | def _linear(date: datetime, curve: _BaseCurve) -> DualTypes: function _linear_bus (line 48) | def _linear_bus(date: datetime, curve: _BaseCurve) -> DualTypes: function _log_linear (line 58) | def _log_linear(date: datetime, curve: _BaseCurve) -> DualTypes: function _log_linear_bus (line 65) | def _log_linear_bus(date: datetime, curve: _BaseCurve) -> DualTypes: function _flat_forward (line 75) | def _flat_forward(date: datetime, curve: _BaseCurve) -> DualTypes: function _flat_backward (line 84) | def _flat_backward(date: datetime, curve: _BaseCurve) -> DualTypes: function _linear_zero_rate (line 93) | def _linear_zero_rate(date: datetime, curve: _BaseCurve) -> DualTypes: function _linear_index (line 116) | def _linear_index(date: datetime, curve: _BaseCurve) -> DualTypes: function _runtime_error (line 123) | def _runtime_error(date: datetime, curve: _BaseCurve) -> DualTypes: function _get_posix (line 144) | def _get_posix(date: datetime, curve: _BaseCurve) -> tuple[float, float,... function index_left (line 157) | def index_left( FILE: python/rateslib/curves/rs.py class CurveRs (line 48) | class CurveRs: method __init__ (line 49) | def __init__( method id (line 79) | def id(self) -> str: method convention (line 83) | def convention(self) -> str: method modifier (line 87) | def modifier(self) -> str: method interpolation (line 91) | def interpolation(self) -> str: method nodes (line 95) | def nodes(self) -> dict[datetime, Number]: method ad (line 99) | def ad(self) -> int: method _set_ad_order (line 107) | def _set_ad_order(self, ad: int) -> None: method _validate_interpolator (line 111) | def _validate_interpolator( method to_json (line 121) | def to_json(self) -> str: method __init_from_obj__ (line 125) | def __init_from_obj__(cls, obj: CurveObj) -> CurveRs: method __eq__ (line 136) | def __eq__(self, other: Any) -> bool: method __getitem__ (line 141) | def __getitem__(self, value: datetime) -> Number: function _get_interpolator (line 145) | def _get_interpolator(name: str) -> CurveInterpolator: FILE: python/rateslib/curves/utils.py class _CurveType (line 47) | class _CurveType(Enum): class _CreditImpliedType (line 57) | class _CreditImpliedType(Enum): class _CurveMeta (line 69) | class _CurveMeta: method calendar (line 85) | def calendar(self) -> CalTypes: method convention (line 90) | def convention(self) -> Convention: method modifier (line 95) | def modifier(self) -> str: method index_base (line 100) | def index_base(self) -> Variable | float_: method index_lag (line 105) | def index_lag(self) -> int: method collateral (line 110) | def collateral(self) -> str | None: method credit_discretization (line 116) | def credit_discretization(self) -> int: method credit_recovery_rate (line 121) | def credit_recovery_rate(self) -> float | Variable: method to_json (line 125) | def to_json(self) -> str: method _from_json (line 154) | def _from_json(cls, loaded_json: dict[str, Any]) -> _CurveMeta: class _CurveSpline (line 169) | class _CurveSpline: method __init__ (line 179) | def __init__(self, t: list[datetime], endpoints: tuple[str, str]) -> N... method t (line 189) | def t(self) -> list[datetime]: method t_posix (line 194) | def t_posix(self) -> list[float]: method spline (line 199) | def spline(self) -> PPSplineF64 | PPSplineDual | PPSplineDual2 | None: method endpoints (line 206) | def endpoints(self) -> tuple[str, str]: method _csolve (line 211) | def _csolve(self, curve_type: _CurveType, nodes: _CurveNodes, ad: int)... method to_json (line 257) | def to_json(self) -> str: method _from_json (line 278) | def _from_json(cls, loaded_json: dict[str, Any]) -> _CurveSpline: method __eq__ (line 284) | def __eq__(self, other: Any) -> bool: class _CurveInterpolator (line 294) | class _CurveInterpolator: method __init__ (line 304) | def __init__( method local (line 354) | def local(self) -> str | InterpolationFunction: method local_name (line 361) | def local_name(self) -> str: method local_func (line 366) | def local_func(self) -> InterpolationFunction: method spline (line 371) | def spline(self) -> _CurveSpline | None: method convention (line 376) | def convention(self) -> Convention: method _csolve (line 381) | def _csolve(self, curve_type: _CurveType, nodes: _CurveNodes, ad: int)... method __eq__ (line 386) | def __eq__(self, other: Any) -> bool: method to_json (line 396) | def to_json(self) -> str: method _from_json (line 420) | def _from_json(cls, loaded_json: dict[str, Any]) -> _CurveInterpolator: class _ProxyCurveInterpolator (line 443) | class _ProxyCurveInterpolator: method fx_forwards (line 454) | def fx_forwards(self) -> FXForwards: method cash (line 460) | def cash(self) -> str: method collateral (line 465) | def collateral(self) -> str: method pair (line 470) | def pair(self) -> str: method cash_index (line 475) | def cash_index(self) -> int: method collateral_index (line 480) | def collateral_index(self) -> int: method cash_pair (line 485) | def cash_pair(self) -> str: method collateral_pair (line 490) | def collateral_pair(self) -> str: class _CurveNodes (line 496) | class _CurveNodes: method __post_init__ (line 503) | def __post_init__(self) -> None: method nodes (line 512) | def nodes(self) -> dict[datetime, DualTypes]: method keys (line 517) | def keys(self) -> list[datetime]: method values (line 522) | def values(self) -> list[DualTypes]: method n (line 527) | def n(self) -> int: method posix_keys (line 532) | def posix_keys(self) -> list[float]: method initial (line 537) | def initial(self) -> datetime: method final (line 542) | def final(self) -> datetime: method to_json (line 546) | def to_json(self) -> str: method _from_json (line 567) | def _from_json(cls, loaded_json: dict[str, Any]) -> _CurveNodes: function average_rate (line 573) | def average_rate( FILE: python/rateslib/data/fixings.py class _BaseFixing (line 83) | class _BaseFixing(metaclass=ABCMeta): method __init__ (line 104) | def __init__( method reset (line 116) | def reset(self, state: int_ = NoInput(0)) -> None: method value (line 165) | def value(self) -> DualTypes_: method date (line 191) | def date(self) -> datetime: method identifier (line 196) | def identifier(self) -> str_: method _lookup_and_calculate (line 201) | def _lookup_and_calculate( method __repr__ (line 208) | def __repr__(self) -> str: class IndexFixing (line 212) | class IndexFixing(_BaseFixing): method __init__ (line 258) | def __init__( method index_method (line 273) | def index_method(self) -> IndexMethod: method index_lag (line 279) | def index_lag(self) -> int: method _lookup_and_calculate (line 283) | def _lookup_and_calculate( method _lookup (line 297) | def _lookup( class FXIndex (line 320) | class FXIndex: method __init__ (line 371) | def __init__( method __repr__ (line 395) | def __repr__(self) -> str: method pair (line 399) | def pair(self) -> str: method calendar (line 404) | def calendar(self) -> CalTypes: method settle (line 409) | def settle(self) -> Adjuster: method isda_mtm_calendar (line 417) | def isda_mtm_calendar(self) -> CalTypes | NoInput: method isda_mtm_settle (line 422) | def isda_mtm_settle(self) -> Adjuster | NoInput: method isda_fixing_date (line 429) | def isda_fixing_date(self, delivery: datetime) -> datetime: method delivery (line 462) | def delivery(self, date: datetime) -> datetime: method publications (line 477) | def publications(self, delivery: datetime) -> list[datetime]: method allow_cross (line 493) | def allow_cross(self) -> bool: class _FXFixingMajor (line 498) | class _FXFixingMajor(_BaseFixing): method __init__ (line 574) | def __init__( method fx_index (line 612) | def fx_index(self) -> FXIndex: method _value_from_possible_inversion (line 616) | def _value_from_possible_inversion(self, identifier: str) -> DualTypes_: method publication (line 639) | def publication(self) -> datetime: method delivery (line 645) | def delivery(self) -> datetime: method value (line 651) | def value(self) -> DualTypes_: method _lookup_and_calculate (line 660) | def _lookup_and_calculate( method _lookup (line 666) | def _lookup( method pair (line 685) | def pair(self) -> str: method value_or_forecast (line 689) | def value_or_forecast(self, fx: FXForwards_) -> DualTypes: method try_value_or_forecast (line 708) | def try_value_or_forecast(self, fx: FXForwards_) -> Result[DualTypes]: method __repr__ (line 729) | def __repr__(self) -> str: function _clone_isda_mtm (line 733) | def _clone_isda_mtm(pair: FXIndex | str, isda_index: FXIndex) -> FXIndex: function _fx_index_set_cross (line 759) | def _fx_index_set_cross(pair: FXIndex, allow_cross: bool) -> FXIndex: class _UnitFixing (line 770) | class _UnitFixing(_BaseFixing): method __init__ (line 776) | def __init__( method value (line 785) | def value(self) -> DualTypes_: method value_or_forecast (line 789) | def value_or_forecast(self, *args: Any, **kwargs: Any) -> DualTypes: method __repr__ (line 793) | def __repr__(self) -> str: method reset (line 796) | def reset(self, *args: Any, **kwargs: Any) -> None: method _lookup_and_calculate (line 800) | def _lookup_and_calculate(self, *args: Any, **kwargs: Any) -> DualTypes_: class _WMRClassification (line 808) | class _WMRClassification(Enum): method classify (line 820) | def classify(cls, value: str) -> _WMRClassification: class FXFixing (line 831) | class FXFixing(_BaseFixing): method __init__ (line 975) | def __init__( method _state (line 1126) | def _state(self) -> int: # type: ignore[override] method fx_fixing1 (line 1130) | def fx_fixing1(self) -> _FXFixingMajor: method fx_fixing2 (line 1137) | def fx_fixing2(self) -> _FXFixingMajor | _UnitFixing: method fx_fixing3 (line 1144) | def fx_fixing3(self) -> _FXFixingMajor | _UnitFixing: method allow_cross (line 1151) | def allow_cross(self) -> bool: method fx_index (line 1157) | def fx_index(self) -> FXIndex: method publication (line 1162) | def publication(self) -> datetime: method delivery (line 1168) | def delivery(self) -> datetime: method value (line 1174) | def value(self) -> DualTypes_: method pair (line 1189) | def pair(self) -> str: method value_or_forecast (line 1193) | def value_or_forecast(self, fx: FXForwards_) -> DualTypes: method try_value_or_forecast (line 1215) | def try_value_or_forecast(self, fx: FXForwards_) -> Result[DualTypes]: method _lookup_and_calculate (line 1236) | def _lookup_and_calculate( method _lookup (line 1242) | def _lookup( method __repr__ (line 1261) | def __repr__(self) -> str: method reset (line 1267) | def reset(self, state: int_ = NoInput(0)) -> None: class IRSSeries (line 1280) | class IRSSeries: method __init__ (line 1343) | def __init__( method currency (line 1373) | def currency(self) -> str: method settle (line 1378) | def settle(self) -> Adjuster: method calendar (line 1384) | def calendar(self) -> Cal | NamedCal | UnionCal: method frequency (line 1389) | def frequency(self) -> Frequency: method leg2_frequency (line 1395) | def leg2_frequency(self) -> Frequency: method convention (line 1401) | def convention(self) -> Convention: method leg2_convention (line 1407) | def leg2_convention(self) -> Convention: method modifier (line 1413) | def modifier(self) -> Adjuster: method payment_lag (line 1419) | def payment_lag(self) -> Adjuster | int | str_: method eom (line 1425) | def eom(self) -> bool: method leg2_fixing_method (line 1430) | def leg2_fixing_method(self) -> FloatFixingMethod: method __repr__ (line 1435) | def __repr__(self) -> str: function _get_irs_series (line 1439) | def _get_irs_series(val: IRSSeries | str) -> IRSSeries: class IRSFixing (line 1446) | class IRSFixing(_BaseFixing): method __init__ (line 1508) | def __init__( method tenor (line 1522) | def tenor(self) -> datetime | str: method irs_series (line 1527) | def irs_series(self) -> IRSSeries: method irs (line 1532) | def irs(self) -> IRS: method annuity (line 1551) | def annuity( method publication (line 1633) | def publication(self) -> datetime: method effective (line 1638) | def effective(self) -> datetime: method termination (line 1643) | def termination(self) -> datetime: method value_or_forecast (line 1658) | def value_or_forecast(self, curves: CurvesT_) -> DualTypes: method try_value_or_forecast (line 1677) | def try_value_or_forecast(self, curves: CurvesT_) -> Result[DualTypes]: method _lookup_and_calculate (line 1699) | def _lookup_and_calculate( method _lookup (line 1707) | def _lookup( method __repr__ (line 1725) | def __repr__(self) -> str: function _maybe_get_fx_index (line 1729) | def _maybe_get_fx_index(val: FXIndex | str_) -> FXIndex_: function _get_fx_index (line 1736) | def _get_fx_index(val: FXIndex | str) -> FXIndex: class IBORFixing (line 1770) | class IBORFixing(_BaseFixing): method __init__ (line 1823) | def __init__( method index (line 1847) | def index(self) -> FloatRateIndex: method series (line 1852) | def series(self) -> FloatRateSeries: method accrual_start (line 1857) | def accrual_start(self) -> datetime: method accrual_end (line 1862) | def accrual_end(self) -> datetime: method _lookup_and_calculate (line 1866) | def _lookup_and_calculate( method _lookup (line 1874) | def _lookup( class IBORStubFixing (line 1893) | class IBORStubFixing(_BaseFixing): method __init__ (line 2003) | def __init__( method date (line 2056) | def date(self) -> datetime: method fixing1 (line 2061) | def fixing1(self) -> IBORFixing | NoInput: method fixing2 (line 2066) | def fixing2(self) -> IBORFixing | NoInput: method value (line 2071) | def value(self) -> DualTypes_: method reset (line 2088) | def reset(self, state: int_ = NoInput(0)) -> None: method weights (line 2096) | def weights(self) -> tuple[float, float]: method series (line 2111) | def series(self) -> FloatRateSeries: method accrual_start (line 2116) | def accrual_start(self) -> datetime: method accrual_end (line 2121) | def accrual_end(self) -> datetime: method _lookup_and_calculate (line 2125) | def _lookup_and_calculate( method _stub_tenors_from_list (line 2132) | def _stub_tenors_from_list(self, tenors: list[str]) -> tuple[list[str]... class RFRFixing (line 2221) | class RFRFixing(_BaseFixing): method __init__ (line 2312) | def __init__( method reset (line 2337) | def reset(self, state: int_ = NoInput(0)) -> None: method fixing_method (line 2344) | def fixing_method(self) -> FloatFixingMethod: method float_spread (line 2349) | def float_spread(self) -> DualTypes: method spread_compound_method (line 2354) | def spread_compound_method(self) -> SpreadCompoundMethod: method accrual_start (line 2360) | def accrual_start(self) -> datetime: method accrual_end (line 2365) | def accrual_end(self) -> datetime: method value (line 2370) | def value(self) -> DualTypes_: method populated (line 2387) | def populated(self) -> Series[DualTypes]: # type: ignore[type-var] method unpopulated (line 2392) | def unpopulated(self) -> Series[DualTypes]: # type: ignore[type-var] method _lookup_and_calculate (line 2398) | def _lookup_and_calculate( method _lookup (line 2415) | def _lookup( method rate_index (line 2453) | def rate_index(self) -> FloatRateIndex: method dates_obs (line 2458) | def dates_obs(self) -> Arr1dObj: method dates_dcf (line 2464) | def dates_dcf(self) -> Arr1dObj: method dcfs_obs (line 2470) | def dcfs_obs(self) -> Arr1dF64: method dcfs_dcf (line 2480) | def dcfs_dcf(self) -> Arr1dF64: method bounds (line 2490) | def bounds(self) -> tuple[tuple[datetime, datetime], tuple[datetime, d... method _get_date_bounds (line 2501) | def _get_date_bounds( class FloatRateIndex (line 2552) | class FloatRateIndex: method __init__ (line 2571) | def __init__( method frequency (line 2580) | def frequency(self) -> Frequency: method series (line 2585) | def series(self) -> FloatRateSeries: method lag (line 2590) | def lag(self) -> int: method calendar (line 2595) | def calendar(self) -> CalTypes: method modifier (line 2600) | def modifier(self) -> Adjuster: method eom (line 2605) | def eom(self) -> bool: method convention (line 2610) | def convention(self) -> Convention: class FloatRateSeries (line 2615) | class FloatRateSeries: method __init__ (line 2653) | def __init__( method lag (line 2676) | def lag(self) -> int: method calendar (line 2682) | def calendar(self) -> CalTypes: method convention (line 2687) | def convention(self) -> Convention: method modifier (line 2692) | def modifier(self) -> Adjuster: method eom (line 2697) | def eom(self) -> bool: method zero_period_stub (line 2703) | def zero_period_stub(self) -> StubInference: method tenors (line 2709) | def tenors(self) -> list[str] | NoInput: class _IBORRate (line 2716) | class _IBORRate: method _rate (line 2718) | def _rate( method _rate_interpolated_stub (line 2759) | def _rate_interpolated_stub( method _rate_interpolated_stub_maybe_from_fixings (line 2799) | def _rate_interpolated_stub_maybe_from_fixings( method _rate_interpolated_stub_from_curve_dict (line 2868) | def _rate_interpolated_stub_from_curve_dict( method _rate_single_tenor (line 2916) | def _rate_single_tenor( method _rate_tenor_maybe_from_fixings (line 2946) | def _rate_tenor_maybe_from_fixings( method _rate_tenor_forecast_from_curve (line 2987) | def _rate_tenor_forecast_from_curve( method _rate_stub_forecast_from_curve (line 3026) | def _rate_stub_forecast_from_curve( method _interpolated_stub_rate (line 3052) | def _interpolated_stub_rate( class _RFRRate (line 3069) | class _RFRRate: method _rate (line 3082) | def _rate( method _efficient_calculation (line 3238) | def _efficient_calculation( method _semi_efficient_calculation (line 3263) | def _semi_efficient_calculation( method _inefficient_calculation (line 3292) | def _inefficient_calculation( method _get_dates_and_fixing_rates_from_fixings (line 3338) | def _get_dates_and_fixing_rates_from_fixings( method _forecast_fixing_rates_from_curve (line 3399) | def _forecast_fixing_rates_from_curve( method _push_rate_fixings_as_series_to_fixing_rates (line 3436) | def _push_rate_fixings_as_series_to_fixing_rates( method _adjust_dates (line 3497) | def _adjust_dates( method _get_obs_and_dcf_dates (line 3551) | def _get_obs_and_dcf_dates( method _get_dcf_values (line 3568) | def _get_dcf_values( method _is_rfr_efficient (line 3596) | def _is_rfr_efficient( method _calculator_rate_rfr_avg_with_spread (line 3622) | def _calculator_rate_rfr_avg_with_spread( method _calculator_rate_rfr_isda_compounded_with_spread (line 3649) | def _calculator_rate_rfr_isda_compounded_with_spread( function _get_float_rate_series (line 3691) | def _get_float_rate_series(val: FloatRateSeries | str) -> FloatRateSeries: function _get_float_rate_series_or_blank (line 3711) | def _get_float_rate_series_or_blank(val: FloatRateSeries | str_) -> Floa... function _maybe_get_rate_series_from_curve (line 3718) | def _maybe_get_rate_series_from_curve( function _leg_fixings_to_list (line 3762) | def _leg_fixings_to_list(rate_fixings: LegFixings, n_periods: int) -> li... FILE: python/rateslib/data/loader.py class _BaseFixingsLoader (line 38) | class _BaseFixingsLoader(metaclass=ABCMeta): method __getitem__ (line 56) | def __getitem__(self, name: str) -> tuple[int, Series[DualTypes], tupl... method add (line 85) | def add(self, name: str, series: Series[DualTypes], state: int_ = NoIn... method pop (line 120) | def pop(self, name: str) -> Series[DualTypes] | None: # type: ignore[... method __try_getitem__ (line 139) | def __try_getitem__( method __base_lookup__ (line 149) | def __base_lookup__( method get_stub_ibor_fixings (line 172) | def get_stub_ibor_fixings( class DefaultFixingsLoader (line 254) | class DefaultFixingsLoader(_BaseFixingsLoader): method __init__ (line 261) | def __init__(self) -> None: method directory (line 266) | def directory(self) -> str: method directory (line 271) | def directory(self, val: str) -> None: method loaded (line 275) | def loaded(self) -> dict[str, tuple[int, Series[DualTypes], tuple[date... method _load_csv (line 280) | def _load_csv(directory: str, path: str) -> Series[DualTypes]: # type... method __getitem__ (line 294) | def __getitem__(self, name: str) -> tuple[int, Series[DualTypes], tupl... method add (line 312) | def add(self, name: str, series: Series[DualTypes], state: int_ = NoIn... method pop (line 325) | def pop(self, name: str) -> Series[DualTypes] | None: # type: ignore[... class Fixings (line 334) | class Fixings(_BaseFixingsLoader): method __new__ (line 402) | def __new__(cls) -> Fixings: method __getitem__ (line 411) | def __getitem__(self, name: str) -> tuple[int, Series[DualTypes], tupl... method loader (line 415) | def loader(self) -> _BaseFixingsLoader: method loader (line 422) | def loader(self, loader: _BaseFixingsLoader) -> None: method add (line 425) | def add(self, name: str, series: Series[DualTypes], state: int_ = NoIn... method pop (line 448) | def pop(self, name: str) -> Series[DualTypes] | None: # type: ignore[... class FixingRangeError (line 466) | class FixingRangeError(Exception): method __init__ (line 467) | def __init__(self, date: datetime, boundary: tuple[datetime, datetime]... class FixingMissingDataError (line 476) | class FixingMissingDataError(Exception): method __init__ (line 477) | def __init__(self, date: datetime, boundary: tuple[datetime, datetime]... class FixingMissingForecasterError (line 487) | class FixingMissingForecasterError(Exception): method __init__ (line 488) | def __init__(self) -> None: function _find_neighbouring_tenors (line 492) | def _find_neighbouring_tenors( FILE: python/rateslib/default.py class Defaults (line 539) | class Defaults: method __new__ (line 614) | def __new__(cls) -> Defaults: method reset_defaults (line 624) | def reset_defaults(self) -> None: method print (line 646) | def print(self) -> str: function plot (line 739) | def plot( function plot3d (line 764) | def plot3d( function _make_py_json (line 780) | def _make_py_json(json: str, class_name: str) -> str: FILE: python/rateslib/dual/ift.py function ift_1dim (line 31) | def ift_1dim( function _bisection (line 228) | def _bisection( function _root_f (line 288) | def _root_f(x: float, s: Callable[[DualTypes], DualTypes], s_tgt: float)... function _dekker (line 293) | def _dekker( function _brent (line 372) | def _brent( function _ytm_quadratic (line 456) | def _ytm_quadratic( function _quadratic_approx (line 546) | def _quadratic_approx( FILE: python/rateslib/dual/newton.py function _solver_result (line 44) | def _solver_result( function _dual_float_or_unchanged (line 65) | def _dual_float_or_unchanged(x: T | DualTypes) -> T | float: function newton_1dim (line 72) | def newton_1dim( function newton_ndim (line 218) | def newton_ndim( function _is_any_dual (line 344) | def _is_any_dual(arr: np.ndarray[tuple[int, ...], np.dtype[np.object_]])... function _is_any_dual2 (line 348) | def _is_any_dual2(arr: np.ndarray[tuple[int, ...], np.dtype[np.object_]]... FILE: python/rateslib/dual/quadratic.py function quadratic_eqn (line 27) | def quadratic_eqn( FILE: python/rateslib/dual/utils.py function _dual_float (line 48) | def _dual_float(val: DualTypes) -> float: function _dual_round (line 61) | def _dual_round(val: DualTypes, ndigits: int) -> DualTypes: function _float_or_none (line 77) | def _float_or_none(val: DualTypes | None | NoInput | Result[DualTypes]) ... function _abs_float (line 86) | def _abs_float(val: DualTypes) -> float: function _get_order_of (line 94) | def _get_order_of(val: DualTypes) -> int: function _to_number (line 107) | def _to_number(val: DualTypes) -> Number: function set_order (line 114) | def set_order(val: DualTypes, order: int) -> Number: function set_order_convert (line 157) | def set_order_convert( function gradient (line 210) | def gradient( function _validate_keep_manifold (line 276) | def _validate_keep_manifold(keep_manifold: bool, order: int, dual: DualT... function dual_exp (line 287) | def dual_exp(x: DualTypes) -> Number: function dual_log (line 305) | def dual_log(x: DualTypes, base: int | None = None) -> Number: function dual_norm_pdf (line 332) | def dual_norm_pdf(x: DualTypes) -> Number: function dual_norm_cdf (line 347) | def dual_norm_cdf(x: DualTypes) -> Number: function dual_inv_norm_cdf (line 365) | def dual_inv_norm_cdf(x: DualTypes) -> Number: function dual_solve (line 383) | def dual_solve( function _get_adorder (line 452) | def _get_adorder(order: int) -> ADOrder: function _set_ad_order_objects (line 464) | def _set_ad_order_objects(order: list[int] | dict[int, int], objs: list[... FILE: python/rateslib/dual/variable.py class Variable (line 34) | class Variable: method __init__ (line 60) | def __init__( method _to_dual_type (line 74) | def _to_dual_type(self, order: int) -> Dual | Dual2: method to_json (line 86) | def to_json(self) -> str: method _from_json (line 108) | def _from_json(cls, loaded_json: dict[str, Any]) -> Variable: method to_dual (line 115) | def to_dual(self) -> Dual: method to_dual2 (line 118) | def to_dual2(self) -> Dual2: method __eq__ (line 121) | def __eq__(self, argument: Any) -> bool: method __lt__ (line 132) | def __lt__(self, other: Any) -> bool: method __le__ (line 135) | def __le__(self, other: Any) -> bool: method __gt__ (line 138) | def __gt__(self, other: Any) -> bool: method __ge__ (line 141) | def __ge__(self, other: Any) -> bool: method __eq_coeffs__ (line 144) | def __eq_coeffs__(self, argument: Dual | Dual2 | Variable, precision: ... method __abs__ (line 157) | def __abs__(self) -> float: method __neg__ (line 160) | def __neg__(self) -> Variable: method __add__ (line 163) | def __add__(self, other: Dual | Dual2 | float | Variable) -> Dual | Du... method __radd__ (line 177) | def __radd__(self, other: Dual | Dual2 | float | Variable) -> Dual | D... method __rsub__ (line 180) | def __rsub__(self, other: Dual | Dual2 | float | Variable) -> Dual | D... method __sub__ (line 183) | def __sub__(self, other: Dual | Dual2 | float | Variable) -> Dual | Du... method __mul__ (line 186) | def __mul__(self, other: Dual | Dual2 | float | Variable) -> Dual | Du... method __rmul__ (line 200) | def __rmul__(self, other: Dual | Dual2 | float | Variable) -> Dual | D... method __truediv__ (line 203) | def __truediv__(self, other: Dual | Dual2 | float | Variable) -> Dual ... method __rtruediv__ (line 217) | def __rtruediv__(self, other: Dual | Dual2 | float | Variable) -> Dual... method __exp__ (line 233) | def __exp__(self) -> Dual | Dual2: method __log__ (line 237) | def __log__(self) -> Dual | Dual2: method __norm_cdf__ (line 241) | def __norm_cdf__(self) -> Dual | Dual2: method __norm_inv_cdf__ (line 245) | def __norm_inv_cdf__(self) -> Dual | Dual2: method __pow__ (line 249) | def __pow__(self, exponent: float | Dual | Dual2, modulo: int | None =... method __repr__ (line 253) | def __repr__(self) -> str: FILE: python/rateslib/enums/generics.py class Err (line 21) | class Err: method __init__ (line 28) | def __init__(self, exception: Exception) -> None: method __repr__ (line 31) | def __repr__(self) -> str: method is_err (line 35) | def is_err(self) -> bool: method is_ok (line 39) | def is_ok(self) -> bool: method unwrap (line 42) | def unwrap(self) -> NoReturn: class Ok (line 46) | class Ok(Generic[T]): method __init__ (line 51) | def __init__(self, value: T) -> None: method __repr__ (line 54) | def __repr__(self) -> str: method is_err (line 58) | def is_err(self) -> bool: method is_ok (line 62) | def is_ok(self) -> bool: method unwrap (line 65) | def unwrap(self) -> T: class NoInput (line 72) | class NoInput(Enum): function _validate_obj_not_no_input (line 84) | def _validate_obj_not_no_input(obj: T | NoInput, expected: str) -> T: function _try_validate_obj_not_no_input (line 90) | def _try_validate_obj_not_no_input(obj: T | NoInput, expected: str) -> R... function _drb (line 97) | def _drb(default: Any, possible_ni: Any | NoInput) -> Any: FILE: python/rateslib/enums/parameters.py class OptionType (line 51) | class OptionType(float, Enum): class FXOptionMetric (line 60) | class FXOptionMetric(Enum): class OptionPricingModel (line 69) | class OptionPricingModel(Enum): class SwaptionSettlementMethod (line 78) | class SwaptionSettlementMethod(Enum): class LegMtm (line 88) | class LegMtm(Enum): class IndexMethod (line 101) | class IndexMethod(Enum): method __str__ (line 115) | def __str__(self) -> str: class SpreadCompoundMethod (line 119) | class SpreadCompoundMethod(Enum): method __str__ (line 128) | def __str__(self) -> str: class FXDeltaMethod (line 132) | class FXDeltaMethod(Enum): method __str__ (line 142) | def __str__(self) -> str: function _get_option_pricing_model (line 160) | def _get_option_pricing_model( function _get_swaption_settlement_method (line 184) | def _get_swaption_settlement_method( function _get_leg_mtm (line 206) | def _get_leg_mtm(leg_mtm: str | LegMtm) -> LegMtm: function _get_leg_index_base (line 225) | def _get_leg_index_base(leg_index: str | LegIndexBase) -> LegIndexBase: function _get_index_method (line 245) | def _get_index_method(index_method: str | IndexMethod) -> IndexMethod: function _get_float_fixing_method (line 280) | def _get_float_fixing_method(method: str | FloatFixingMethod) -> FloatFi... function _get_spread_compound_method (line 317) | def _get_spread_compound_method(method: str | SpreadCompoundMethod) -> S... function _get_fx_delta_type (line 340) | def _get_fx_delta_type(method: str | FXDeltaMethod) -> FXDeltaMethod: function _get_fx_option_metric (line 358) | def _get_fx_option_metric(method: str | FXOptionMetric) -> FXOptionMetric: function _get_ir_option_metric (line 383) | def _get_ir_option_metric(method: str | IROptionMetric) -> IROptionMetric: FILE: python/rateslib/fx/fx_forwards.py class FXForwards (line 63) | class FXForwards(_WithState, _WithCache[tuple[str, datetime], DualTypes]): method update (line 133) | def update(self, fx_rates: list[dict[str, float]] | NoInput = NoInput(... method __init__ (line 205) | def __init__( method fx_proxy_curves (line 219) | def fx_proxy_curves(self) -> dict[str, ProxyCurve]: method _get_composited_state (line 225) | def _get_composited_state(self) -> int: method _validate_state (line 232) | def _validate_state(self) -> None: method _validate_fx_curves (line 236) | def _validate_fx_curves(self, fx_curves: dict[str, _BaseCurve]) -> None: method _calculate_immediate_rates (line 266) | def _calculate_immediate_rates(self, base: str | NoInput, init: bool) ... method _calculate_immediate_rates_same_settlement_frame (line 350) | def _calculate_immediate_rates_same_settlement_frame(self) -> FXRates: method __repr__ (line 390) | def __repr__(self) -> str: method _get_curves_for_currencies (line 400) | def _get_curves_for_currencies( method rate (line 413) | def rate( method _rate_without_validation (line 457) | def _rate_without_validation(self, pair: str, settlement: datetime_ = ... method _rate_direct (line 493) | def _rate_direct( method positions (line 519) | def positions( method convert (line 598) | def convert( method convert_positions (line 687) | def convert_positions( method swap (line 770) | def swap( method _full_curve (line 797) | def _full_curve(self, cashflow: str, collateral: str) -> _BaseCurve: method curve (line 843) | def curve( method plot (line 914) | def plot( method _set_ad_order (line 976) | def _set_ad_order(self, order: int) -> None: method to_json (line 990) | def to_json(self) -> str: method from_json (line 1003) | def from_json(cls, fx_forwards: str, **kwargs) -> FXForwards: # type:... method __eq__ (line 1036) | def __eq__(self, other: Any) -> bool: method __ne__ (line 1069) | def __ne__(self, other: Any) -> bool: method copy (line 1073) | def copy(self) -> FXForwards: function forward_fx (line 1085) | def forward_fx( function _get_curves_indicator_array (line 1184) | def _get_curves_indicator_array( function _validate_curves_indicator_array (line 1205) | def _validate_curves_indicator_array(T: np.ndarray[tuple[int, int], np.d... function _recursive_pair_population (line 1229) | def _recursive_pair_population( function _create_initial_mapping (line 1288) | def _create_initial_mapping( FILE: python/rateslib/fx/fx_rates.py class FXRates (line 57) | class FXRates(_WithState): method __init__ (line 125) | def __init__( method __init_from_obj__ (line 150) | def __init_from_obj__(cls, obj: FXRatesObj) -> FXRates: method __init_post_obj__ (line 158) | def __init_post_obj__(self) -> None: method __eq__ (line 161) | def __eq__(self, other: Any) -> bool: method __ne__ (line 166) | def __ne__(self, other: Any) -> bool: method __copy__ (line 169) | def __copy__(self) -> FXRates: method __repr__ (line 174) | def __repr__(self) -> str: method fx_array (line 184) | def fx_array(self) -> Arr2dObj: method _fx_array_el (line 189) | def _fx_array_el(self, i: int, j: int) -> Number: method base (line 194) | def base(self) -> str: method settlement (line 204) | def settlement(self) -> datetime: method pairs (line 209) | def pairs(self) -> list[str]: method fx_rates (line 215) | def fx_rates(self) -> dict[str, DualTypes]: method currencies_list (line 220) | def currencies_list(self) -> list[str]: method currencies (line 225) | def currencies(self) -> dict[str, int]: method q (line 232) | def q(self) -> int: method fx_vector (line 237) | def fx_vector(self) -> Arr1dObj: method pairs_settlement (line 242) | def pairs_settlement(self) -> dict[str, datetime]: method variables (line 248) | def variables(self) -> tuple[str, ...]: method _ad (line 254) | def _ad(self) -> int: method rate (line 257) | def rate(self, pair: FXIndex | str) -> Number: method restate (line 284) | def restate(self, pairs: list[str], keep_ad: bool = False) -> FXRates: method convert (line 339) | def convert( method convert_positions (line 394) | def convert_positions( method positions (line 429) | def positions( method _get_positions_from_delta (line 468) | def _get_positions_from_delta( method rates_table (line 486) | def rates_table(self) -> DataFrame: method _clear_cache (line 502) | def _clear_cache(self) -> None: method update (line 513) | def update(self, fx_rates: dict[str, float] | NoInput = NoInput(0)) ->... method _set_ad_order (line 576) | def _set_ad_order(self, order: int) -> None: method to_json (line 584) | def to_json(self) -> str: FILE: python/rateslib/instruments/bonds/bill.py class Bill (line 58) | class Bill(_BaseBondInstrument): method leg1 (line 170) | def leg1(self) -> FixedLeg: method legs (line 175) | def legs(self) -> Sequence[_BaseLeg]: method __init__ (line 179) | def __init__( method _parse_vol (line 260) | def _parse_vol(self, vol: VolT_) -> _Vol: method _parse_curves (line 263) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method rate (line 297) | def rate( method simple_rate (line 361) | def simple_rate(self, price: DualTypes, settlement: datetime) -> DualT... method discount_rate (line 380) | def discount_rate(self, price: DualTypes, settlement: datetime) -> Dua... method price (line 400) | def price( method _price_discount (line 432) | def _price_discount(self, rate: DualTypes, settlement: datetime) -> Du... method _price_simple (line 437) | def _price_simple(self, rate: DualTypes, settlement: datetime) -> Dual... method ytm (line 442) | def ytm( # type: ignore[override] method duration (line 491) | def duration(self, ytm: DualTypes, settlement: datetime, metric: str =... FILE: python/rateslib/instruments/bonds/bond_future.py class ConversionFactorFunction (line 50) | class ConversionFactorFunction(Protocol): method __call__ (line 52) | def __call__(self, bond: FixedRateBond) -> DualTypes: ... class BondFuture (line 55) | class BondFuture(_BaseInstrument): method __init__ (line 137) | def __init__( method __repr__ (line 208) | def __repr__(self) -> str: method _parse_curves (line 211) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method notional (line 246) | def notional(self) -> DualTypes: method cfs (line 260) | def cfs(self) -> tuple[DualTypes, ...]: method _cf_funcs (line 303) | def _cf_funcs(self) -> dict[str, ConversionFactorFunction]: method _conversion_factors (line 313) | def _conversion_factors(self) -> tuple[DualTypes, ...]: method _cfs_ytm (line 321) | def _cfs_ytm(self, bond: FixedRateBond) -> DualTypes: method _cfs_ust (line 326) | def _cfs_ust(self, bond: FixedRateBond, short: bool) -> float: method _cfs_ust_short (line 365) | def _cfs_ust_short(self, bond: FixedRateBond) -> float: method _cfs_ust_long (line 368) | def _cfs_ust_long(self, bond: FixedRateBond) -> float: method _cfs_eurex_eur (line 371) | def _cfs_eurex_eur(self, bond: FixedRateBond) -> float: method _cfs_eurex_chf (line 404) | def _cfs_eurex_chf(self, bond: FixedRateBond) -> float: method _cfs_ice_gbp (line 452) | def _cfs_ice_gbp(self, bond: FixedRateBond) -> float: method dlv (line 459) | def dlv( method cms (line 577) | def cms( method gross_basis (line 667) | def gross_basis( method net_basis (line 731) | def net_basis( method implied_repo (line 831) | def implied_repo( method ytm (line 908) | def ytm( method duration (line 957) | def duration( method convexity (line 1033) | def convexity( method ctd_index (line 1090) | def ctd_index( method rate (line 1170) | def rate( method npv (line 1249) | def npv( FILE: python/rateslib/instruments/bonds/conventions/__init__.py class BondCalcMode (line 37) | class BondCalcMode: method __init__ (line 409) | def __init__( method kwargs (line 452) | def kwargs(self) -> dict[str, str]: class BillCalcMode (line 457) | class BillCalcMode: method __init__ (line 485) | def __init__( method kwargs (line 508) | def kwargs(self) -> dict[str, str]: function _get_bond_calc_mode (line 771) | def _get_bond_calc_mode(calc_mode: str | BondCalcMode) -> BondCalcMode: function _get_bill_calc_mode (line 777) | def _get_bill_calc_mode(calc_mode: str | BillCalcMode) -> BillCalcMode: function _get_calc_mode_for_class (line 783) | def _get_calc_mode_for_class( FILE: python/rateslib/instruments/bonds/conventions/accrued.py class AccrualFunction (line 33) | class AccrualFunction(Protocol): method __call__ (line 35) | def __call__( function _acc_linear_proportion_by_days (line 40) | def _acc_linear_proportion_by_days( function _acc_linear_proportion_by_days_long_stub_split (line 57) | def _acc_linear_proportion_by_days_long_stub_split( function _acc_30e360_backward (line 146) | def _acc_30e360_backward( function _acc_30u360_forward (line 172) | def _acc_30u360_forward( function _acc_act365_with_1y_and_stub_adjustment (line 196) | def _acc_act365_with_1y_and_stub_adjustment( FILE: python/rateslib/instruments/bonds/conventions/discounting.py class YtmDiscountFunction (line 33) | class YtmDiscountFunction(Protocol): method __call__ (line 35) | def __call__( class YtmStubDiscountFunction (line 48) | class YtmStubDiscountFunction(Protocol): method __call__ (line 51) | def __call__( class CashflowFunction (line 64) | class CashflowFunction(Protocol): method __call__ (line 66) | def __call__( function _v2_ (line 83) | def _v2_( function _v2_annual (line 103) | def _v2_annual( function _v2_annual_pay_adjust (line 122) | def _v2_annual_pay_adjust( function _v1_compounded (line 144) | def _v1_compounded( function _v1_simple (line 172) | def _v1_simple( function _v1_simple_act365f (line 196) | def _v1_simple_act365f( function _v1_simple_pay_adjust (line 214) | def _v1_simple_pay_adjust( function _v1_compounded_pay_adjust (line 239) | def _v1_compounded_pay_adjust( function _v1_compounded_final_simple (line 264) | def _v1_compounded_final_simple( function _v1_compounded_final_simple_act365f (line 288) | def _v1_compounded_final_simple_act365f( function _v1_compounded_final_simple_pay_adjust (line 312) | def _v1_compounded_final_simple_pay_adjust( function _v1_comp_stub_act365f (line 334) | def _v1_comp_stub_act365f( function _v1_simple_long_stub (line 352) | def _v1_simple_long_stub( function _v3_compounded (line 391) | def _v3_compounded( function _v3_compounded_pay_adjust (line 414) | def _v3_compounded_pay_adjust( function _v3_30e360_u_simple (line 432) | def _v3_30e360_u_simple( function _v3_simple (line 455) | def _v3_simple( function _v3_simple_pay_adjust (line 475) | def _v3_simple_pay_adjust( function _c_from_obj (line 523) | def _c_from_obj( function _c_full_coupon (line 539) | def _c_full_coupon( function _pay_adj (line 561) | def _pay_adj(obj: _SupportsFixedFloatLeg1, period_idx: int) -> float: FILE: python/rateslib/instruments/bonds/fixed_rate_bond.py class FixedRateBond (line 54) | class FixedRateBond(_BaseBondInstrument): method fixed_rate (line 214) | def fixed_rate(self) -> DualTypes_: method fixed_rate (line 220) | def fixed_rate(self, value: DualTypes_) -> None: method leg1 (line 225) | def leg1(self) -> FixedLeg: method legs (line 230) | def legs(self) -> Sequence[_BaseLeg]: method __init__ (line 234) | def __init__( method _parse_vol (line 321) | def _parse_vol(self, vol: VolT_) -> _Vol: method _parse_curves (line 324) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method rate (line 358) | def rate( FILE: python/rateslib/instruments/bonds/float_rate_note.py class FloatRateNote (line 56) | class FloatRateNote(_BaseBondInstrument): method float_spread (line 218) | def float_spread(self) -> DualTypes: method float_spread (line 224) | def float_spread(self, value: DualTypes) -> None: method leg1 (line 229) | def leg1(self) -> FloatLeg: method legs (line 234) | def legs(self) -> Sequence[_BaseLeg]: method __init__ (line 238) | def __init__( method _parse_vol (line 333) | def _parse_vol(self, vol: VolT_) -> _Vol: method _parse_curves (line 336) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method rate (line 374) | def rate( method accrued (line 425) | def accrued( FILE: python/rateslib/instruments/bonds/index_fixed_rate_bond.py class IndexFixedRateBond (line 62) | class IndexFixedRateBond(_BaseBondInstrument): method fixed_rate (line 227) | def fixed_rate(self) -> DualTypes_: method fixed_rate (line 233) | def fixed_rate(self, value: DualTypes_) -> None: method leg1 (line 238) | def leg1(self) -> FixedLeg: method legs (line 243) | def legs(self) -> Sequence[_BaseLeg]: method __init__ (line 247) | def __init__( method _parse_vol (line 348) | def _parse_vol(self, vol: VolT_) -> _Vol: method _parse_curves (line 351) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method index_ratio (line 379) | def index_ratio(self, settlement: datetime, index_curve: _BaseCurve_ =... method rate (line 436) | def rate( method accrued (line 572) | def accrued( method fwd_from_repo (line 629) | def fwd_from_repo( method repo_from_fwd (line 721) | def repo_from_fwd( method duration (line 801) | def duration( method ytm (line 885) | def ytm( method price (line 990) | def price( FILE: python/rateslib/instruments/bonds/protocols/__init__.py class _BaseBondInstrument (line 44) | class _BaseBondInstrument( method npv (line 54) | def npv( method cashflows (line 90) | def cashflows( method local_analytic_rate_fixings (line 111) | def local_analytic_rate_fixings( method analytic_delta (line 130) | def analytic_delta( method price (line 162) | def price(self, ytm: DualTypes, settlement: datetime, dirty: bool = Fa... method _maybe_get_settlement (line 241) | def _maybe_get_settlement( FILE: python/rateslib/instruments/bonds/protocols/accrued.py class _WithAccrued (line 34) | class _WithAccrued(Protocol): method _period_cashflow (line 39) | def _period_cashflow( method leg1 (line 46) | def leg1(self) -> FixedLeg | FloatLeg: ... method kwargs (line 49) | def kwargs(self) -> _KWArgs: ... method _accrued (line 51) | def _accrued(self, settlement: datetime, func: AccrualFunction) -> Dua... method accrued (line 60) | def accrued(self, settlement: datetime) -> DualTypes: FILE: python/rateslib/instruments/bonds/protocols/cashflows.py class _WithExDiv (line 24) | class _WithExDiv(Protocol): method leg1 (line 30) | def leg1(self) -> FixedLeg | FloatLeg: ... method ex_div (line 32) | def ex_div(self, settlement: datetime) -> bool: FILE: python/rateslib/instruments/bonds/protocols/duration.py class _WithDuration (line 29) | class _WithDuration(Protocol): method price (line 34) | def price(self, *args: Any, **kwargs: Any) -> DualTypes: ... method leg1 (line 37) | def leg1(self) -> FixedLeg | FloatLeg: ... method duration (line 39) | def duration(self, ytm: DualTypes, settlement: datetime, metric: str =... method convexity (line 119) | def convexity(self, ytm: DualTypes, settlement: datetime, metric: str ... FILE: python/rateslib/instruments/bonds/protocols/oaspread.py class _WithOASpread (line 46) | class _WithOASpread(_WithAccrued, Protocol): method _parse_curves (line 51) | def _parse_curves(self, curves: CurvesT_) -> _Curves: ... method rate (line 53) | def rate( method oaspread (line 66) | def oaspread( FILE: python/rateslib/instruments/bonds/protocols/repo.py class _WithRepo (line 32) | class _WithRepo(_WithAccrued, Protocol): method fwd_from_repo (line 37) | def fwd_from_repo( method repo_from_fwd (line 137) | def repo_from_fwd( FILE: python/rateslib/instruments/bonds/protocols/ytm.py class _WithYTM (line 49) | class _WithYTM(_WithAccrued, Protocol): method kwargs (line 55) | def kwargs(self) -> _KWArgs: ... method leg1 (line 58) | def leg1(self) -> FixedLeg | FloatLeg: ... method _price_from_ytm (line 60) | def _price_from_ytm( method _generic_price_from_ytm (line 116) | def _generic_price_from_ytm( method _generic_price_from_ytm_indexed (line 194) | def _generic_price_from_ytm_indexed( method _ytm (line 275) | def _ytm( method ytm (line 332) | def ytm( method _period_cashflow (line 409) | def _period_cashflow( FILE: python/rateslib/instruments/cds.py class CDS (line 52) | class CDS(_BaseInstrument): method fixed_rate (line 216) | def fixed_rate(self) -> DualTypes_: method fixed_rate (line 220) | def fixed_rate(self, value: DualTypes_) -> None: method leg1 (line 225) | def leg1(self) -> CreditPremiumLeg: method leg2 (line 230) | def leg2(self) -> CreditProtectionLeg: method legs (line 235) | def legs(self) -> list[_BaseLeg]: method __init__ (line 239) | def __init__( method rate (line 346) | def rate( method accrued (line 379) | def accrued(self, settlement: datetime) -> DualTypes: method spread (line 398) | def spread( method npv (line 422) | def npv( method _set_pricing_mid (line 451) | def _set_pricing_mid( method _parse_vol (line 469) | def _parse_vol(self, vol: VolT_) -> _Vol: method _parse_curves (line 472) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method cashflows (line 514) | def cashflows( method local_analytic_rate_fixings (line 535) | def local_analytic_rate_fixings( method analytic_rec_risk (line 554) | def analytic_rec_risk( FILE: python/rateslib/instruments/fee.py class Fee (line 52) | class Fee(_BaseInstrument): method leg1 (line 178) | def leg1(self) -> CustomLeg: method legs (line 183) | def legs(self) -> list[_BaseLeg]: method __init__ (line 187) | def __init__( method _parse_vol (line 284) | def _parse_vol(self, vol: VolT_) -> _Vol: method _parse_curves (line 288) | def _parse_curves(cls, curves: CurvesT_) -> _Curves: method rate (line 327) | def rate( method npv (line 357) | def npv( method cashflows (line 380) | def cashflows( method analytic_delta (line 401) | def analytic_delta( method local_analytic_rate_fixings (line 426) | def local_analytic_rate_fixings( FILE: python/rateslib/instruments/fly.py function _composit_fixings_table (line 39) | def _composit_fixings_table(df_result: DataFrame, df: DataFrame) -> Data... class Fly (line 76) | class Fly(_BaseInstrument): method instruments (line 131) | def instruments(self) -> Sequence[_BaseInstrument]: method __init__ (line 135) | def __init__( method npv (line 143) | def npv( method local_analytic_rate_fixings (line 173) | def local_analytic_rate_fixings( method cashflows (line 202) | def cashflows( method rate (line 223) | def rate( method analytic_delta (line 251) | def analytic_delta(self, *args: Any, **kwargs: Any) -> NoReturn: FILE: python/rateslib/instruments/fra.py class FRA (line 54) | class FRA(_BaseInstrument): method fixed_rate (line 218) | def fixed_rate(self) -> DualTypes_: method fixed_rate (line 224) | def fixed_rate(self, value: DualTypes_) -> None: method leg1 (line 229) | def leg1(self) -> FixedLeg: method leg2 (line 234) | def leg2(self) -> FloatLeg: method legs (line 239) | def legs(self) -> list[_BaseLeg]: method _parse_vol (line 243) | def _parse_vol(self, vol: VolT_) -> _Vol: method _parse_curves (line 246) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method __init__ (line 303) | def __init__( method _fra_rate_scalar (line 399) | def _fra_rate_scalar(self, leg2_rate_curve: _BaseCurveOrDict_) -> Dual... method _try_fra_rate_scalar (line 403) | def _try_fra_rate_scalar(self, leg2_rate_curve: _BaseCurveOrDict_) -> ... method npv (line 412) | def npv( method _set_pricing_mid (line 452) | def _set_pricing_mid( method rate (line 470) | def rate( method analytic_delta (line 508) | def analytic_delta( method local_analytic_rate_fixings (line 542) | def local_analytic_rate_fixings( method cashflows (line 565) | def cashflows( FILE: python/rateslib/instruments/fx_forward.py class FXForward (line 49) | class FXForward(_BaseInstrument): method leg1 (line 113) | def leg1(self) -> CustomLeg: method leg2 (line 118) | def leg2(self) -> CustomLeg: method legs (line 123) | def legs(self) -> Sequence[_BaseLeg]: method _parse_curves (line 127) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method _parse_vol (line 163) | def _parse_vol(self, vol: VolT_) -> _Vol: method __init__ (line 166) | def __init__( method cashflows (line 245) | def cashflows( method rate (line 266) | def rate( FILE: python/rateslib/instruments/fx_options/brokerfly.py class FXBrokerFly (line 43) | class FXBrokerFly(_BaseFXOptionStrat): method __init__ (line 230) | def __init__( method instruments (line 320) | def instruments(self) -> tuple[FXStrangle, FXStraddle]: method _parse_vol (line 326) | def _parse_vol(cls, vol: VolStrat_) -> tuple[VolStrat_, VolStrat_]: #... method _maybe_set_vega_neutral_notional (line 331) | def _maybe_set_vega_neutral_notional( method rate (line 379) | def rate( method analytic_greeks (line 430) | def analytic_greeks( method _plot_payoff (line 473) | def _plot_payoff( FILE: python/rateslib/instruments/fx_options/call_put.py class _PricingMetrics (line 78) | class _PricingMetrics: class _BaseFXOption (line 89) | class _BaseFXOption(_BaseInstrument, metaclass=ABCMeta): method leg1 (line 100) | def leg1(self) -> CustomLeg: method leg2 (line 106) | def leg2(self) -> CustomLeg: method legs (line 112) | def legs(self) -> Sequence[_BaseLeg]: method _option (line 117) | def _option(self) -> _BaseFXOptionPeriod: method _premium (line 121) | def _premium(self) -> Cashflow: method _parse_curves (line 124) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method _parse_vol (line 167) | def _parse_vol(cls, vol: VolT_) -> _Vol: method __init__ (line 178) | def __init__( method __repr__ (line 325) | def __repr__(self) -> str: method _validate_strike_and_premiums (line 328) | def _validate_strike_and_premiums(self) -> None: method _set_strike_and_vol (line 338) | def _set_strike_and_vol( method _update_pricing_for_strike (line 388) | def _update_pricing_for_strike( method _set_premium (line 448) | def _set_premium( method rate (line 482) | def rate( method npv (line 528) | def npv( method cashflows (line 583) | def cashflows( method analytic_greeks (line 621) | def analytic_greeks( method _analytic_greeks_set_metrics (line 684) | def _analytic_greeks_set_metrics( method _analytic_greeks_reduced (line 723) | def _analytic_greeks_reduced( method analytic_delta (line 759) | def analytic_delta(self, *args: Any, leg: int = 1, **kwargs: Any) -> N... method _plot_payoff (line 765) | def _plot_payoff( method plot_payoff (line 792) | def plot_payoff( method local_analytic_rate_fixings (line 826) | def local_analytic_rate_fixings( method spread (line 838) | def spread( class FXCall (line 855) | class FXCall(_BaseFXOption): method __init__ (line 1044) | def __init__(self, *args: Any, **kwargs: Any) -> None: class FXPut (line 1048) | class FXPut(_BaseFXOption): method __init__ (line 1055) | def __init__(self, *args: Any, **kwargs: Any) -> None: FILE: python/rateslib/instruments/fx_options/risk_reversal.py class _BaseFXOptionStrat (line 44) | class _BaseFXOptionStrat(_BaseFXOption): method kwargs (line 68) | def kwargs(self) -> _KWArgs: method __init__ (line 72) | def __init__( method _parse_vol (line 183) | def _parse_vol(cls, vol: VolStrat_) -> tuple[_Vol, _Vol]: # type: ign... method instruments (line 187) | def instruments(self) -> tuple[_BaseFXOption | _BaseFXOptionStrat, ...]: method __repr__ (line 190) | def __repr__(self) -> str: method rate (line 193) | def rate( method npv (line 232) | def npv( method cashflows (line 268) | def cashflows( method _plot_payoff (line 289) | def _plot_payoff( method analytic_greeks (line 315) | def analytic_greeks( class FXRiskReversal (line 376) | class FXRiskReversal(_BaseFXOptionStrat): method __init__ (line 548) | def __init__( method _parse_vol (line 630) | def _parse_vol(cls, vol: VolStrat_) -> tuple[_Vol, _Vol]: # type: ign... FILE: python/rateslib/instruments/fx_options/straddle.py class FXStraddle (line 38) | class FXStraddle(_BaseFXOptionStrat): method __init__ (line 207) | def __init__( method _parse_vol (line 289) | def _parse_vol(cls, vol: VolStrat_) -> tuple[_Vol, _Vol]: # type: ign... method _set_notionals (line 294) | def _set_notionals(self, notional: DualTypes) -> None: FILE: python/rateslib/instruments/fx_options/strangle.py class FXStrangle (line 59) | class FXStrangle(_BaseFXOptionStrat): method __init__ (line 236) | def __init__( method _parse_vol (line 328) | def _parse_vol(cls, vol: VolStrat_) -> tuple[_Vol, _Vol]: # type: ign... method rate (line 333) | def rate( method _rate (line 356) | def _rate( method _rate_single_vol (line 399) | def _rate_single_vol( function _d_c_hat_d_sigma_hat (line 592) | def _d_c_hat_d_sigma_hat( function _d_c_mkt_d_sigma_hat (line 618) | def _d_c_mkt_d_sigma_hat( FILE: python/rateslib/instruments/fx_options/vol_value.py class FXVolValue (line 43) | class FXVolValue(_BaseInstrument): method __init__ (line 115) | def __init__( method _parse_vol (line 136) | def _parse_vol(self, vol: VolT_) -> _Vol: method rate (line 146) | def rate( method npv (line 220) | def npv(self, *args: Any, **kwargs: Any) -> NoReturn: method cashflows (line 223) | def cashflows(self, *args: Any, **kwargs: Any) -> NoReturn: method analytic_delta (line 226) | def analytic_delta(self, *args: Any, **kwargs: Any) -> NoReturn: FILE: python/rateslib/instruments/fx_swap.py class FXSwap (line 56) | class FXSwap(_BaseInstrument): method leg1 (line 203) | def leg1(self) -> CustomLeg: method leg2 (line 208) | def leg2(self) -> CustomLeg: method legs (line 213) | def legs(self) -> Sequence[_BaseLeg]: method _parse_curves (line 217) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method _parse_vol (line 248) | def _parse_vol(self, vol: VolT_) -> _Vol: method __init__ (line 251) | def __init__( method cashflows (line 376) | def cashflows( method rate (line 397) | def rate( method _rate_on_leg (line 420) | def _rate_on_leg( method npv (line 456) | def npv( function _validated_fxswap_input_combinations (line 480) | def _validated_fxswap_input_combinations( FILE: python/rateslib/instruments/iirs.py class IIRS (line 54) | class IIRS(_BaseInstrument): method fixed_rate (line 264) | def fixed_rate(self) -> DualTypes_: method fixed_rate (line 268) | def fixed_rate(self, value: DualTypes_) -> None: method leg2_float_spread (line 273) | def leg2_float_spread(self) -> DualTypes_: method leg2_float_spread (line 277) | def leg2_float_spread(self, value: DualTypes) -> None: method leg1 (line 282) | def leg1(self) -> FixedLeg: method leg2 (line 287) | def leg2(self) -> FloatLeg: method legs (line 292) | def legs(self) -> list[_BaseLeg]: method __init__ (line 296) | def __init__( method rate (line 425) | def rate( method spread (line 473) | def spread( method npv (line 502) | def npv( method _set_pricing_mid (line 531) | def _set_pricing_mid( method _parse_curves (line 549) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method _parse_vol (line 593) | def _parse_vol(self, vol: VolT_) -> _Vol: method cashflows (line 596) | def cashflows( method local_analytic_rate_fixings (line 617) | def local_analytic_rate_fixings( FILE: python/rateslib/instruments/ir_options/call_put.py class _BaseIRSOption (line 73) | class _BaseIRSOption(_BaseInstrument, metaclass=ABCMeta): method analytic_greeks (line 83) | def analytic_greeks( method _analytic_greeks_set_metrics (line 146) | def _analytic_greeks_set_metrics( method local_analytic_rate_fixings (line 187) | def local_analytic_rate_fixings( method spread (line 201) | def spread( method _rate_scalar (line 215) | def _rate_scalar(self) -> float: # type: ignore[override] method leg1 (line 225) | def leg1(self) -> CustomLeg: method leg2 (line 231) | def leg2(self) -> CustomLeg: method legs (line 237) | def legs(self) -> Sequence[_BaseLeg]: method _option (line 242) | def _option(self) -> _BaseIRSOptionPeriod: method _irs (line 246) | def _irs(self) -> IRS: method _premium (line 250) | def _premium(self) -> Cashflow: method _parse_curves (line 254) | def _parse_curves(cls, curves: CurvesT_) -> _Curves: method _parse_vol (line 307) | def _parse_vol(cls, vol: VolT_) -> _Vol: method __init__ (line 318) | def __init__( method __repr__ (line 415) | def __repr__(self) -> str: method _set_strike_and_vol (line 418) | def _set_strike_and_vol( method _set_premium (line 458) | def _set_premium( method rate (line 480) | def rate( method npv (line 533) | def npv( method cashflows (line 596) | def cashflows( method analytic_delta (line 644) | def analytic_delta(self, *args: Any, leg: int = 1, **kwargs: Any) -> N... method _plot_payoff (line 650) | def _plot_payoff( method plot_payoff (line 680) | def plot_payoff( class IRSCall (line 744) | class IRSCall(_BaseIRSOption): method __init__ (line 910) | def __init__(self, *args: Any, **kwargs: Any) -> None: class IRSPut (line 914) | class IRSPut(_BaseIRSOption): method __init__ (line 921) | def __init__(self, *args: Any, **kwargs: Any) -> None: FILE: python/rateslib/instruments/ir_options/risk_reversal.py class IRSRiskReversal (line 38) | class IRSRiskReversal(_BaseIRSOptionStrat): method __init__ (line 164) | def __init__( method _parse_vol (line 233) | def _parse_vol(cls, vol: VolStrat_) -> tuple[_Vol, _Vol]: # type: ign... method _set_notionals (line 238) | def _set_notionals(self, notional: DualTypes) -> None: FILE: python/rateslib/instruments/ir_options/straddle.py class _BaseIRSOptionStrat (line 44) | class _BaseIRSOptionStrat(_BaseIRSOption): method kwargs (line 72) | def kwargs(self) -> _KWArgs: method __init__ (line 76) | def __init__( method _parse_vol (line 109) | def _parse_vol(cls, vol: VolStrat_) -> VolStrat_: # type: ignore[over... method instruments (line 113) | def instruments(self) -> tuple[_BaseIRSOption | _BaseIRSOptionStrat, .... method __repr__ (line 116) | def __repr__(self) -> str: method rate (line 119) | def rate( method npv (line 156) | def npv( method cashflows (line 192) | def cashflows( method _plot_payoff (line 213) | def _plot_payoff( method analytic_greeks (line 239) | def analytic_greeks( class IRSStraddle (line 302) | class IRSStraddle(_BaseIRSOptionStrat): method __init__ (line 427) | def __init__( method _parse_vol (line 496) | def _parse_vol(cls, vol: VolStrat_) -> tuple[_Vol, _Vol]: # type: ign... method _set_notionals (line 501) | def _set_notionals(self, notional: DualTypes) -> None: FILE: python/rateslib/instruments/ir_options/strangle.py class IRSStrangle (line 38) | class IRSStrangle(_BaseIRSOptionStrat): method __init__ (line 163) | def __init__( method _parse_vol (line 232) | def _parse_vol(cls, vol: VolStrat_) -> tuple[_Vol, _Vol]: # type: ign... method _set_notionals (line 237) | def _set_notionals(self, notional: DualTypes) -> None: FILE: python/rateslib/instruments/ir_options/vol_value.py class IRVolValue (line 55) | class IRVolValue(_BaseInstrument): method rate_scalar (line 148) | def rate_scalar(self) -> float: method __init__ (line 164) | def __init__( method _ir_option_params (line 204) | def _ir_option_params(self) -> _IROptionParams: method rate (line 217) | def rate( method _parse_curves (line 305) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method _parse_vol (line 308) | def _parse_vol(self, vol: VolT_) -> _Vol: method npv (line 311) | def npv(self, *args: Any, **kwargs: Any) -> NoReturn: method cashflows (line 316) | def cashflows(self, *args: Any, **kwargs: Any) -> NoReturn: method analytic_delta (line 321) | def analytic_delta(self, *args: Any, **kwargs: Any) -> NoReturn: FILE: python/rateslib/instruments/irs.py class IRS (line 57) | class IRS(_BaseInstrument): method fixed_rate (line 299) | def fixed_rate(self) -> DualTypes_: method fixed_rate (line 305) | def fixed_rate(self, value: DualTypes_) -> None: method leg2_float_spread (line 310) | def leg2_float_spread(self) -> DualTypes_: method leg2_float_spread (line 316) | def leg2_float_spread(self, value: DualTypes) -> None: method leg1 (line 321) | def leg1(self) -> FixedLeg: method leg2 (line 326) | def leg2(self) -> FloatLeg: method legs (line 331) | def legs(self) -> list[_BaseLeg]: method __init__ (line 335) | def __init__( method rate (line 470) | def rate( method spread (line 510) | def spread( method npv (line 545) | def npv( method _set_pricing_mid (line 575) | def _set_pricing_mid( method _parse_vol (line 595) | def _parse_vol(self, vol: VolT_) -> _Vol: method _parse_curves (line 599) | def _parse_curves(cls, curves: CurvesT_) -> _Curves: method cashflows (line 655) | def cashflows( method local_analytic_rate_fixings (line 676) | def local_analytic_rate_fixings( FILE: python/rateslib/instruments/loan.py class Loan (line 59) | class Loan(_BaseInstrument): method leg1 (line 291) | def leg1(self) -> FixedLeg | FloatLeg: method legs (line 297) | def legs(self) -> list[_BaseLeg]: method __init__ (line 301) | def __init__( method _parse_vol (line 439) | def _parse_vol(self, vol: VolT_) -> _Vol: method _parse_curves (line 442) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method rate (line 486) | def rate( method npv (line 581) | def npv( method cashflows (line 631) | def cashflows( method analytic_delta (line 652) | def analytic_delta( method local_analytic_rate_fixings (line 677) | def local_analytic_rate_fixings( FILE: python/rateslib/instruments/ndf.py class NDF (line 55) | class NDF(_BaseInstrument): method leg1 (line 250) | def leg1(self) -> CustomLeg: method leg2 (line 255) | def leg2(self) -> CustomLeg: method legs (line 260) | def legs(self) -> Sequence[_BaseLeg]: method _parse_vol (line 264) | def _parse_vol(self, vol: VolT_) -> _Vol: method _parse_curves (line 267) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method __init__ (line 304) | def __init__( method cashflows (line 436) | def cashflows( method rate (line 457) | def rate( method _set_pricing_mid (line 474) | def _set_pricing_mid( method npv (line 497) | def npv( function _validated_ndf_input_combinations (line 525) | def _validated_ndf_input_combinations( function _validated_2ccy_ndf_input_combinations (line 599) | def _validated_2ccy_ndf_input_combinations( function _validated_3ccy_ndf_input_combinations (line 659) | def _validated_3ccy_ndf_input_combinations( function _notional_and_fx_rate_validation (line 727) | def _notional_and_fx_rate_validation( FILE: python/rateslib/instruments/ndxcs.py class NDXCS (line 56) | class NDXCS(_BaseInstrument): method _rate_scalar_calc (line 392) | def _rate_scalar_calc(self) -> float: method fixed_rate (line 399) | def fixed_rate(self) -> DualTypes_: method fixed_rate (line 408) | def fixed_rate(self, value: DualTypes_) -> None: method float_spread (line 416) | def float_spread(self) -> DualTypes: method float_spread (line 425) | def float_spread(self, value: DualTypes) -> None: method leg2_fixed_rate (line 433) | def leg2_fixed_rate(self) -> DualTypes_: method leg2_fixed_rate (line 442) | def leg2_fixed_rate(self, value: DualTypes_) -> None: method leg2_float_spread (line 450) | def leg2_float_spread(self) -> DualTypes_: method leg2_float_spread (line 459) | def leg2_float_spread(self, value: DualTypes) -> None: method leg1 (line 467) | def leg1(self) -> FixedLeg | FloatLeg: method leg2 (line 473) | def leg2(self) -> FixedLeg | FloatLeg: method legs (line 479) | def legs(self) -> Sequence[_BaseLeg]: method __init__ (line 483) | def __init__( method _init_args (line 704) | def _init_args( method _init_two_currency (line 728) | def _init_two_currency( method _init_three_currency (line 749) | def _init_three_currency( method rate (line 763) | def rate( method spread (line 830) | def spread( method npv (line 853) | def npv( method _set_pricing_mid (line 883) | def _set_pricing_mid( method _parse_vol (line 943) | def _parse_vol(self, vol: VolT_) -> _Vol: method _parse_curves (line 946) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method cashflows (line 976) | def cashflows( method local_analytic_rate_fixings (line 997) | def local_analytic_rate_fixings( FILE: python/rateslib/instruments/portfolio.py function _instrument_npv (line 40) | def _instrument_npv( class Portfolio (line 48) | class Portfolio(_BaseInstrument): method instruments (line 97) | def instruments(self) -> Sequence[_BaseInstrument]: method __init__ (line 101) | def __init__(self, instruments: Sequence[_BaseInstrument]) -> None: method npv (line 106) | def npv( method local_analytic_rate_fixings (line 179) | def local_analytic_rate_fixings( method cashflows (line 198) | def cashflows( method rate (line 219) | def rate(self, *args: Any, **kwargs: Any) -> NoReturn: method analytic_delta (line 222) | def analytic_delta(self, *args: Any, **kwargs: Any) -> NoReturn: FILE: python/rateslib/instruments/protocols/__init__.py class _BaseInstrument (line 31) | class _BaseInstrument( FILE: python/rateslib/instruments/protocols/analytic_delta.py class _WithAnalyticDelta (line 39) | class _WithAnalyticDelta(_WithPricingObjs, Protocol): method kwargs (line 45) | def kwargs(self) -> _KWArgs: ... method analytic_delta (line 47) | def analytic_delta( FILE: python/rateslib/instruments/protocols/analytic_fixings.py function _composit_fixings_table (line 41) | def _composit_fixings_table(df_result: DataFrame, df: DataFrame) -> Data... class _WithAnalyticRateFixings (line 78) | class _WithAnalyticRateFixings(_WithPricingObjs, Protocol): method kwargs (line 84) | def kwargs(self) -> _KWArgs: ... method local_analytic_rate_fixings (line 86) | def local_analytic_rate_fixings( method _local_analytic_rate_fixings_from_legs (line 148) | def _local_analytic_rate_fixings_from_legs( method _local_analytic_rate_fixings_from_instruments (line 198) | def _local_analytic_rate_fixings_from_instruments( FILE: python/rateslib/instruments/protocols/cashflows.py class _WithCashflows (line 44) | class _WithCashflows(_WithPricingObjs, Protocol): method kwargs (line 52) | def kwargs(self) -> _KWArgs: method cashflows (line 55) | def cashflows( method _cashflows_from_legs (line 120) | def _cashflows_from_legs( method _cashflows_from_instruments (line 196) | def _cashflows_from_instruments(self, *args: Any, **kwargs: Any) -> Da... method cashflows_table (line 211) | def cashflows_table( FILE: python/rateslib/instruments/protocols/fixings.py class _WithFixings (line 39) | class _WithFixings(Protocol): method npv (line 51) | def npv( method reset_fixings (line 64) | def reset_fixings(self, state: int_ = NoInput(0)) -> None: method local_fixings (line 87) | def local_fixings( FILE: python/rateslib/instruments/protocols/kwargs.py function _get_args_from_spec (line 27) | def _get_args_from_spec(spec: str_) -> dict[str, Any]: function _update_not_noinput (line 36) | def _update_not_noinput(base_kwargs: dict[str, Any], new_kwargs: dict[st... function _update_with_defaults (line 46) | def _update_with_defaults( function _inherit_or_negate (line 60) | def _inherit_or_negate(kwargs: dict[str, Any], ignore_blank: bool = Fals... function _convert_to_schedule_kwargs (line 94) | def _convert_to_schedule_kwargs(kwargs: dict[str, Any], leg: int) -> dic... class _KWArgs (line 119) | class _KWArgs: method leg1 (line 131) | def leg1(self) -> dict[str, Any]: method leg2 (line 136) | def leg2(self) -> dict[str, Any]: method meta (line 141) | def meta(self) -> dict[str, Any]: method __init__ (line 145) | def __init__( method __eq__ (line 167) | def __eq__(self, other: Any) -> bool: FILE: python/rateslib/instruments/protocols/npv.py class _WithNPV (line 41) | class _WithNPV(_WithPricingObjs, Protocol): method settlement_params (line 49) | def settlement_params(self) -> _SettlementParams: method kwargs (line 65) | def kwargs(self) -> _KWArgs: method __repr__ (line 70) | def __repr__(self) -> str: method npv (line 73) | def npv( method _npv_single_core (line 190) | def _npv_single_core( FILE: python/rateslib/instruments/protocols/pricing.py class _WithPricingObjs (line 51) | class _WithPricingObjs(Protocol): method _parse_curves (line 61) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method _parse_vol (line 69) | def _parse_vol(self, vol: VolT_) -> _Vol: class _Curves (line 78) | class _Curves: method __init__ (line 83) | def __init__( method __eq__ (line 100) | def __eq__(self, other: Any) -> bool: method rate_curve (line 115) | def rate_curve(self) -> _BaseCurveOrIdOrIdDict_: method disc_curve (line 120) | def disc_curve(self) -> _BaseCurveOrIdOrIdDict_: method index_curve (line 125) | def index_curve(self) -> _BaseCurveOrIdOrIdDict_: method leg2_rate_curve (line 130) | def leg2_rate_curve(self) -> _BaseCurveOrIdOrIdDict_: method leg2_disc_curve (line 135) | def leg2_disc_curve(self) -> _BaseCurveOrIdOrIdDict_: method leg2_index_curve (line 140) | def leg2_index_curve(self) -> _BaseCurveOrIdOrIdDict_: class _Vol (line 145) | class _Vol: method __init__ (line 150) | def __init__( method fx_vol (line 160) | def fx_vol(self) -> FXVol_: method ir_vol (line 165) | def ir_vol(self) -> IRVol_: method __eq__ (line 169) | def __eq__(self, other: Any) -> bool: function _parse_curves (line 176) | def _parse_curves( function _parse_vol (line 183) | def _parse_vol( function _parse_vol (line 192) | def _parse_vol( function _parse_vol (line 200) | def _parse_vol( function _get_curve (line 213) | def _get_curve( function _get_curve (line 224) | def _get_curve( function _get_curve (line 235) | def _get_curve( function _get_curve (line 246) | def _get_curve( function _get_curve (line 256) | def _get_curve( function _validate_base_curve_or_dict (line 283) | def _validate_base_curve_or_dict( function _validate_base_curve_or_dict (line 291) | def _validate_base_curve_or_dict( function _validate_base_curve_or_dict (line 299) | def _validate_base_curve_or_dict( function _validate_base_curve_or_dict (line 307) | def _validate_base_curve_or_dict( function _validate_base_curve_or_dict (line 314) | def _validate_base_curve_or_dict( function _validate_base_curve (line 335) | def _validate_base_curve(curve: _BaseCurveOrId, allow_no_input: Literal[... function _validate_base_curve (line 339) | def _validate_base_curve(curve: _BaseCurveOrId, allow_no_input: Literal[... function _validate_base_curve (line 342) | def _validate_base_curve(curve: _BaseCurveOrId, allow_no_input: bool) ->... function _get_curve_from_solver (line 355) | def _get_curve_from_solver( function _get_curve_from_solver (line 361) | def _get_curve_from_solver( function _get_curve_from_solver (line 366) | def _get_curve_from_solver( function _parse_curve_or_id_from_solver_ (line 387) | def _parse_curve_or_id_from_solver_(curve: _BaseCurveOrId, solver: Solve... function _get_fx_vol (line 441) | def _get_fx_vol( function _get_fx_vol (line 451) | def _get_fx_vol( function _get_fx_vol (line 461) | def _get_fx_vol( function _get_fx_vol (line 471) | def _get_fx_vol( function _get_fx_vol (line 480) | def _get_fx_vol( function _validate_base_fx_vol (line 505) | def _validate_base_fx_vol(fx_vol: _FXVolObj | str, allow_no_input: Liter... function _validate_base_fx_vol (line 509) | def _validate_base_fx_vol( function _validate_base_fx_vol (line 514) | def _validate_base_fx_vol(fx_vol: _FXVolObj | str, allow_no_input: bool)... function _get_fx_vol_from_solver (line 526) | def _get_fx_vol_from_solver(fx_vol: _FXVolObj | str, solver: Solver) -> ... function _maybe_get_ir_vol_maybe_from_solver (line 567) | def _maybe_get_ir_vol_maybe_from_solver( function _get_ir_vol_from_solver (line 582) | def _get_ir_vol_from_solver( function _validate_ir_vol_is_not_id (line 622) | def _validate_ir_vol_is_not_id(ir_vol: _IRVolObj | str) -> _IRVolObj: function _get_fx_forwards_maybe_from_solver (line 633) | def _get_fx_forwards_maybe_from_solver(solver: Solver_, fx: FXForwards_)... function _get_fx_maybe_from_solver (line 660) | def _get_fx_maybe_from_solver(solver: Solver_, fx: FXForwards_) -> FXFor... FILE: python/rateslib/instruments/protocols/rate.py class _WithRate (line 30) | class _WithRate(Protocol): method rate (line 37) | def rate( method spread (line 98) | def spread( method rate_scalar (line 159) | def rate_scalar(self) -> float: FILE: python/rateslib/instruments/protocols/sensitivities.py class _WithSensitivities (line 38) | class _WithSensitivities(_WithNPV, Protocol): method delta (line 44) | def delta( method exo_delta (line 130) | def exo_delta( method gamma (line 231) | def gamma( FILE: python/rateslib/instruments/protocols/utils.py function _validate_obj_not_no_input (line 43) | def _validate_obj_not_no_input(obj: T | NoInput, name: str) -> T: function _maybe_set_ad_order (line 49) | def _maybe_set_ad_order( FILE: python/rateslib/instruments/sbs.py class SBS (line 54) | class SBS(_BaseInstrument): method float_spread (line 240) | def float_spread(self) -> DualTypes_: method float_spread (line 246) | def float_spread(self, value: DualTypes) -> None: method leg2_float_spread (line 251) | def leg2_float_spread(self) -> DualTypes_: method leg2_float_spread (line 257) | def leg2_float_spread(self, value: DualTypes) -> None: method leg1 (line 262) | def leg1(self) -> FloatLeg: method leg2 (line 267) | def leg2(self) -> FloatLeg: method legs (line 272) | def legs(self) -> Sequence[_BaseLeg]: method __init__ (line 276) | def __init__( method rate (line 407) | def rate( method spread (line 459) | def spread( method npv (line 482) | def npv( method _set_pricing_mid (line 511) | def _set_pricing_mid( method _parse_curves (line 540) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method _parse_vol (line 589) | def _parse_vol(self, vol: VolT_) -> _Vol: method cashflows (line 592) | def cashflows( method local_analytic_rate_fixings (line 613) | def local_analytic_rate_fixings( FILE: python/rateslib/instruments/spread.py class Spread (line 39) | class Spread(_BaseInstrument): method instruments (line 92) | def instruments(self) -> Sequence[_BaseInstrument]: method __init__ (line 96) | def __init__( method npv (line 103) | def npv( method local_analytic_rate_fixings (line 139) | def local_analytic_rate_fixings( method cashflows (line 158) | def cashflows( method rate (line 179) | def rate( method analytic_delta (line 207) | def analytic_delta(self, *args: Any, **kwargs: Any) -> NoReturn: FILE: python/rateslib/instruments/stir_future.py class STIRFuture (line 57) | class STIRFuture(_BaseInstrument): method fixed_rate (line 217) | def fixed_rate(self) -> DualTypes_: method fixed_rate (line 223) | def fixed_rate(self, value: DualTypes_) -> None: method leg1 (line 228) | def leg1(self) -> FixedLeg: method leg2 (line 233) | def leg2(self) -> FloatLeg: method legs (line 238) | def legs(self) -> list[_BaseLeg]: method _parse_vol (line 242) | def _parse_vol(self, vol: VolT_) -> _Vol: method _parse_curves (line 245) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method __init__ (line 302) | def __init__( method npv (line 400) | def npv( method _set_pricing_mid (line 440) | def _set_pricing_mid( method rate (line 459) | def rate( method analytic_delta (line 482) | def analytic_delta( method local_analytic_rate_fixings (line 524) | def local_analytic_rate_fixings( method cashflows (line 546) | def cashflows( FILE: python/rateslib/instruments/value.py class Value (line 39) | class Value(_BaseInstrument): method __init__ (line 109) | def __init__( method _parse_curves (line 131) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method rate (line 163) | def rate( method npv (line 211) | def npv(self, *args: Any, **kwargs: Any) -> NoReturn: method cashflows (line 214) | def cashflows(self, *args: Any, **kwargs: Any) -> NoReturn: method analytic_delta (line 217) | def analytic_delta(self, *args: Any, **kwargs: Any) -> NoReturn: FILE: python/rateslib/instruments/xcs.py class XCS (line 59) | class XCS(_BaseInstrument): method _rate_scalar_calc (line 366) | def _rate_scalar_calc(self) -> float: method fixed_rate (line 373) | def fixed_rate(self) -> DualTypes_: method fixed_rate (line 382) | def fixed_rate(self, value: DualTypes_) -> None: method float_spread (line 390) | def float_spread(self) -> DualTypes: method float_spread (line 399) | def float_spread(self, value: DualTypes) -> None: method leg2_fixed_rate (line 407) | def leg2_fixed_rate(self) -> DualTypes_: method leg2_fixed_rate (line 416) | def leg2_fixed_rate(self, value: DualTypes_) -> None: method leg2_float_spread (line 424) | def leg2_float_spread(self) -> DualTypes_: method leg2_float_spread (line 433) | def leg2_float_spread(self, value: DualTypes) -> None: method leg1 (line 441) | def leg1(self) -> FixedLeg | FloatLeg: method leg2 (line 447) | def leg2(self) -> FixedLeg | FloatLeg: method legs (line 453) | def legs(self) -> Sequence[_BaseLeg]: method __init__ (line 457) | def __init__( method rate (line 685) | def rate( method spread (line 769) | def spread( method npv (line 792) | def npv( method _set_pricing_mid (line 822) | def _set_pricing_mid( method _parse_vol (line 882) | def _parse_vol(self, vol: VolT_) -> _Vol: method _parse_curves (line 885) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method cashflows (line 915) | def cashflows( method local_analytic_rate_fixings (line 936) | def local_analytic_rate_fixings( function _validated_xcs_input_combinations (line 956) | def _validated_xcs_input_combinations( FILE: python/rateslib/instruments/yoyis.py class YoYIS (line 55) | class YoYIS(_BaseInstrument): method fixed_rate (line 264) | def fixed_rate(self) -> DualTypes_: method fixed_rate (line 269) | def fixed_rate(self, value: DualTypes_) -> None: method leg1 (line 274) | def leg1(self) -> FixedLeg: method leg2 (line 279) | def leg2(self) -> FixedLeg: method legs (line 284) | def legs(self) -> Sequence[_BaseLeg]: method __init__ (line 288) | def __init__( method rate (line 405) | def rate( method spread (line 441) | def spread( method npv (line 473) | def npv( method _set_pricing_mid (line 502) | def _set_pricing_mid( method _parse_curves (line 520) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method _parse_vol (line 556) | def _parse_vol(self, vol: VolT_) -> _Vol: method cashflows (line 559) | def cashflows( method local_analytic_rate_fixings (line 580) | def local_analytic_rate_fixings( FILE: python/rateslib/instruments/zcis.py class ZCIS (line 54) | class ZCIS(_BaseInstrument): method fixed_rate (line 231) | def fixed_rate(self) -> DualTypes_: method fixed_rate (line 237) | def fixed_rate(self, value: DualTypes_) -> None: method leg1 (line 242) | def leg1(self) -> ZeroFixedLeg: method leg2 (line 247) | def leg2(self) -> FixedLeg: method legs (line 252) | def legs(self) -> list[_BaseLeg]: method __init__ (line 256) | def __init__( method rate (line 377) | def rate( method spread (line 413) | def spread( method npv (line 426) | def npv( method _set_pricing_mid (line 455) | def _set_pricing_mid( method _parse_vol (line 473) | def _parse_vol(self, vol: VolT_) -> _Vol: method _parse_curves (line 476) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method cashflows (line 519) | def cashflows( method local_analytic_rate_fixings (line 540) | def local_analytic_rate_fixings( FILE: python/rateslib/instruments/zcs.py class ZCS (line 53) | class ZCS(_BaseInstrument): method fixed_rate (line 223) | def fixed_rate(self) -> DualTypes_: method fixed_rate (line 229) | def fixed_rate(self, value: DualTypes_) -> None: method leg2_float_spread (line 244) | def leg2_float_spread(self) -> DualTypes_: method leg2_float_spread (line 250) | def leg2_float_spread(self, value: DualTypes) -> None: method leg1 (line 255) | def leg1(self) -> ZeroFixedLeg: method leg2 (line 260) | def leg2(self) -> ZeroFloatLeg: method legs (line 265) | def legs(self) -> list[_BaseLeg]: method __init__ (line 269) | def __init__( method rate (line 391) | def rate( method spread (line 427) | def spread( method npv (line 459) | def npv( method _set_pricing_mid (line 488) | def _set_pricing_mid( method _parse_curves (line 506) | def _parse_curves(self, curves: CurvesT_) -> _Curves: method _parse_vol (line 555) | def _parse_vol(self, vol: VolT_) -> _Vol: method cashflows (line 558) | def cashflows( method local_analytic_rate_fixings (line 579) | def local_analytic_rate_fixings( FILE: python/rateslib/legs/amortization.py class _AmortizationType (line 23) | class _AmortizationType(Enum): class Amortization (line 33) | class Amortization: method amortization (line 267) | def amortization(self) -> tuple[DualTypes, ...]: method outstanding (line 272) | def outstanding(self) -> tuple[DualTypes, ...]: method __init__ (line 276) | def __init__( method __mul__ (line 322) | def __mul__(self, other: DualTypes) -> Amortization: method __rmul__ (line 329) | def __rmul__(self, other: DualTypes) -> Amortization: function _get_amortization (line 333) | def _get_amortization( FILE: python/rateslib/legs/credit.py class CreditPremiumLeg (line 41) | class CreditPremiumLeg(_BaseLeg, _WithExDiv): method settlement_params (line 117) | def settlement_params(self) -> _SettlementParams: method periods (line 123) | def periods(self) -> list[CreditPremiumPeriod]: method fixed_rate (line 128) | def fixed_rate(self) -> DualTypes_: method fixed_rate (line 134) | def fixed_rate(self, value: DualTypes_) -> None: method schedule (line 140) | def schedule(self) -> Schedule: method amortization (line 145) | def amortization(self) -> Amortization: method accrued (line 151) | def accrued(self, settlement: datetime) -> DualTypes: method __init__ (line 172) | def __init__( method spread (line 224) | def spread( class CreditProtectionLeg (line 247) | class CreditProtectionLeg(_BaseLeg): method settlement_params (line 297) | def settlement_params(self) -> _SettlementParams: method periods (line 303) | def periods(self) -> list[CreditProtectionPeriod]: method schedule (line 308) | def schedule(self) -> Schedule: method amortization (line 313) | def amortization(self) -> Amortization: method __init__ (line 319) | def __init__( method analytic_rec_risk (line 366) | def analytic_rec_risk( method spread (line 391) | def spread(self, *args: Any, **kwargs: Any) -> DualTypes: FILE: python/rateslib/legs/custom.py class CustomLeg (line 27) | class CustomLeg(_BaseLeg): method periods (line 70) | def periods(self) -> Sequence[_BasePeriod]: method __init__ (line 74) | def __init__(self, periods: Sequence[_BasePeriod]) -> None: method spread (line 81) | def spread(self, *args: Any, **kwargs: Any) -> DualTypes: FILE: python/rateslib/legs/fixed.py class FixedLeg (line 61) | class FixedLeg(_BaseLeg, _WithExDiv): method settlement_params (line 511) | def settlement_params(self) -> _SettlementParams: method periods (line 517) | def periods(self) -> list[_BasePeriod]: method fixed_rate (line 541) | def fixed_rate(self) -> DualTypes_: method fixed_rate (line 547) | def fixed_rate(self, value: DualTypes_) -> None: method schedule (line 553) | def schedule(self) -> Schedule: method amortization (line 558) | def amortization(self) -> Amortization: method __init__ (line 564) | def __init__( method spread (line 779) | def spread( class ZeroFixedLeg (line 815) | class ZeroFixedLeg(_BaseLeg): method settlement_params (line 927) | def settlement_params(self) -> _SettlementParams: method periods (line 933) | def periods(self) -> list[_BasePeriod]: method schedule (line 946) | def schedule(self) -> Schedule: method amortization (line 951) | def amortization(self) -> Amortization: method __init__ (line 957) | def __init__( method fixed_rate (line 1076) | def fixed_rate(self) -> DualTypes_: method fixed_rate (line 1082) | def fixed_rate(self, value: DualTypes_) -> None: method spread (line 1087) | def spread( function _fx_delivery (line 1148) | def _fx_delivery( FILE: python/rateslib/legs/float.py class FloatLeg (line 64) | class FloatLeg(_BaseLeg, _WithExDiv): method rate_params (line 436) | def rate_params(self) -> _FloatRateParams: method settlement_params (line 442) | def settlement_params(self) -> _SettlementParams: method periods (line 448) | def periods(self) -> list[_BasePeriod]: method float_spread (line 474) | def float_spread(self) -> DualTypes: method float_spread (line 480) | def float_spread(self, value: DualTypes) -> None: method schedule (line 485) | def schedule(self) -> Schedule: method amortization (line 490) | def amortization(self) -> Amortization: method __init__ (line 496) | def __init__( method _is_linear (line 805) | def _is_linear(self) -> bool: method spread (line 825) | def spread( class ZeroFloatLeg (line 888) | class ZeroFloatLeg(_BaseLeg): method settlement_params (line 1014) | def settlement_params(self) -> _SettlementParams: method periods (line 1020) | def periods(self) -> Sequence[_BasePeriod]: method schedule (line 1033) | def schedule(self) -> Schedule: method amortization (line 1038) | def amortization(self) -> Amortization: method rate_params (line 1045) | def rate_params(self) -> _FloatRateParams: method float_spread (line 1051) | def float_spread(self) -> DualTypes: method float_spread (line 1057) | def float_spread(self, value: DualTypes) -> None: method float_periods (line 1062) | def float_periods(self) -> CustomLeg: method __init__ (line 1067) | def __init__( method spread (line 1181) | def spread( FILE: python/rateslib/legs/protocols/__init__.py class _BaseLeg (line 21) | class _BaseLeg( FILE: python/rateslib/legs/protocols/analytic_delta.py class _WithAnalyticDelta (line 35) | class _WithAnalyticDelta(Protocol): method periods (line 42) | def periods(self) -> Sequence[_BasePeriod]: ... method local_analytic_delta (line 44) | def local_analytic_delta( method analytic_delta (line 96) | def analytic_delta( FILE: python/rateslib/legs/protocols/analytic_fixings.py class _WithAnalyticRateFixings (line 33) | class _WithAnalyticRateFixings(Protocol): method periods (line 40) | def periods(self) -> Sequence[_BasePeriod]: ... method local_analytic_rate_fixings (line 42) | def local_analytic_rate_fixings( FILE: python/rateslib/legs/protocols/cashflows.py class _WithCashflows (line 37) | class _WithCashflows(Protocol): method periods (line 44) | def periods(self) -> Sequence[_BasePeriod]: ... method cashflows (line 46) | def cashflows( class _WithExDiv (line 120) | class _WithExDiv(Protocol): method schedule (line 127) | def schedule(self) -> Schedule: ... method _period_index (line 129) | def _period_index(self, settlement: datetime) -> int: method ex_div (line 141) | def ex_div(self, settlement: datetime) -> bool: FILE: python/rateslib/legs/protocols/fixings.py class _WithFixings (line 40) | class _WithFixings(_WithNPV, Protocol): method periods (line 53) | def periods(self) -> Sequence[_BasePeriod]: ... method reset_fixings (line 55) | def reset_fixings(self, state: int_ = NoInput(0)) -> None: method local_fixings (line 74) | def local_fixings( FILE: python/rateslib/legs/protocols/npv.py class _WithNPV (line 36) | class _WithNPV(Protocol): method periods (line 56) | def periods(self) -> Sequence[_BasePeriod]: method __repr__ (line 61) | def __repr__(self) -> str: method settlement_params (line 65) | def settlement_params(self) -> _SettlementParams: method local_npv (line 70) | def local_npv( method npv (line 126) | def npv( method spread (line 210) | def spread( FILE: python/rateslib/local_types.py class SupportsSolverMutability (line 264) | class SupportsSolverMutability(Protocol): method _n (line 266) | def _n(self) -> int: ... method _ini_solve (line 268) | def _ini_solve(self) -> int: ... method _set_ad_order (line 269) | def _set_ad_order(self, ad: int) -> None: ... method _set_node_vector (line 270) | def _set_node_vector(self, vector: Arr1dObj, ad: int) -> None: ... method _get_node_vars (line 271) | def _get_node_vars(self) -> tuple[str, ...]: ... method _get_node_vector (line 272) | def _get_node_vector(self) -> Arr1dObj: ... class SupportsRate (line 275) | class SupportsRate(Protocol): method rate (line 276) | def rate(self, *args: Any, **kwargs: Any) -> DualTypes: ... method rate_scalar (line 279) | def rate_scalar(self) -> float: ... class SupportsMetrics (line 282) | class SupportsMetrics: method rate (line 283) | def rate(self, *args: Any, **kwargs: Any) -> DualTypes: ... # type: i... method npv (line 284) | def npv(self, *args: Any, **kwargs: Any) -> DualTypes | dict[str, Dual... method delta (line 285) | def delta(self, *args: Any, **kwargs: Any) -> DataFrame: ... # type: ... method gamma (line 286) | def gamma(self, *args: Any, **kwargs: Any) -> DataFrame: ... # type: ... method cashflows (line 287) | def cashflows(self, *args: Any, **kwargs: Any) -> DataFrame: ... # ty... method cashflows_table (line 288) | def cashflows_table(self, *args: Any, **kwargs: Any) -> DataFrame: ...... class _SupportsFixedFloatLeg1 (line 291) | class _SupportsFixedFloatLeg1(Protocol): method leg1 (line 293) | def leg1(self) -> FixedLeg | FloatLeg: ... FILE: python/rateslib/mutability/__init__.py function _no_interior_validation (line 29) | def _no_interior_validation(func: Callable[P, R]) -> Callable[P, R]: function _validate_states (line 51) | def _validate_states(func: Callable[P, R]) -> Callable[P, R]: function _clear_cache_post (line 67) | def _clear_cache_post(func: Callable[P, R]) -> Callable[P, R]: function _new_state_post (line 83) | def _new_state_post(func: Callable[P, R]) -> Callable[P, R]: class _WithState (line 99) | class _WithState: method _set_new_state (line 115) | def _set_new_state(self) -> None: method _validate_state (line 124) | def _validate_state(self) -> None: method _get_composited_state (line 133) | def _get_composited_state(self) -> int: class _WithCache (line 143) | class _WithCache(Generic[KT, VT]): method _cached_value (line 147) | def _cached_value(self, key: KT, val: VT) -> VT: method _clear_cache (line 159) | def _clear_cache(self) -> None: FILE: python/rateslib/periods/cashflow.py class Cashflow (line 53) | class Cashflow(_BasePeriodStatic): method __init__ (line 149) | def __init__( method unindexed_reference_cashflow (line 193) | def unindexed_reference_cashflow( method try_unindexed_reference_cashflow_analytic_delta (line 201) | def try_unindexed_reference_cashflow_analytic_delta( method try_unindexed_reference_cashflow_analytic_rate_fixings (line 209) | def try_unindexed_reference_cashflow_analytic_rate_fixings( class MtmCashflow (line 221) | class MtmCashflow(_BasePeriodStatic): method mtm_params (line 335) | def mtm_params(self) -> _MtmParams: method __init__ (line 340) | def __init__( method unindexed_reference_cashflow (line 388) | def unindexed_reference_cashflow( # type: ignore[override] method try_unindexed_reference_cashflow_analytic_delta (line 402) | def try_unindexed_reference_cashflow_analytic_delta( method try_unindexed_reference_cashflow_analytic_rate_fixings (line 410) | def try_unindexed_reference_cashflow_analytic_rate_fixings( FILE: python/rateslib/periods/credit.py class CreditPremiumPeriod (line 57) | class CreditPremiumPeriod(_BasePeriod): method credit_params (line 158) | def credit_params(self) -> _CreditParams: method rate_params (line 163) | def rate_params(self) -> _FixedRateParams: method period_params (line 168) | def period_params(self) -> _PeriodParams: method __init__ (line 172) | def __init__( method immediate_local_npv (line 218) | def immediate_local_npv( method try_immediate_local_analytic_delta (line 233) | def try_immediate_local_analytic_delta( method cashflow (line 253) | def cashflow( method try_cashflow (line 272) | def try_cashflow( method _probability_adjusted_df (line 303) | def _probability_adjusted_df(self, rate_curve: _BaseCurve, disc_curve:... method try_accrued (line 336) | def try_accrued(self, settlement: datetime) -> Result[DualTypes]: method accrued (line 364) | def accrued(self, settlement: datetime) -> DualTypes: class CreditProtectionPeriod (line 380) | class CreditProtectionPeriod(_BasePeriod): method credit_params (line 460) | def credit_params(self) -> _CreditParams: method period_params (line 465) | def period_params(self) -> _PeriodParams: method __init__ (line 469) | def __init__( method cashflow (line 509) | def cashflow( method try_cashflow (line 522) | def try_cashflow( method immediate_local_npv (line 553) | def immediate_local_npv( method _quadrature (line 568) | def _quadrature( method try_immediate_local_analytic_delta (line 595) | def try_immediate_local_analytic_delta( method analytic_rec_risk (line 607) | def analytic_rec_risk( FILE: python/rateslib/periods/fixed_period.py class FixedPeriod (line 61) | class FixedPeriod(_BasePeriodStatic): method rate_params (line 230) | def rate_params(self) -> _FixedRateParams: method period_params (line 235) | def period_params(self) -> _PeriodParams: method __init__ (line 239) | def __init__( method unindexed_reference_cashflow (line 305) | def unindexed_reference_cashflow( method try_unindexed_reference_cashflow_analytic_delta (line 366) | def try_unindexed_reference_cashflow_analytic_delta( method try_unindexed_reference_cashflow_analytic_rate_fixings (line 374) | def try_unindexed_reference_cashflow_analytic_rate_fixings( class ZeroFixedPeriod (line 386) | class ZeroFixedPeriod(_BasePeriodStatic): method rate_params (line 495) | def rate_params(self) -> _FixedRateParams: method period_params (line 500) | def period_params(self) -> _PeriodParams: method schedule (line 505) | def schedule(self) -> Schedule: method dcf (line 510) | def dcf(self) -> float: method fixed_periods (line 528) | def fixed_periods(self) -> list[FixedPeriod]: method __init__ (line 535) | def __init__( method unindexed_reference_cashflow (line 614) | def unindexed_reference_cashflow( method try_unindexed_reference_cashflow_analytic_delta (line 628) | def try_unindexed_reference_cashflow_analytic_delta( method try_unindexed_reference_cashflow_analytic_rate_fixings (line 645) | def try_unindexed_reference_cashflow_analytic_rate_fixings( method cashflows (line 656) | def cashflows( FILE: python/rateslib/periods/float_period.py class FloatPeriod (line 81) | class FloatPeriod(_BasePeriodStatic): method rate_params (line 375) | def rate_params(self) -> _FloatRateParams: method period_params (line 380) | def period_params(self) -> _PeriodParams: method __init__ (line 383) | def __init__( method unindexed_reference_cashflow (line 483) | def unindexed_reference_cashflow( method try_unindexed_reference_cashflow_analytic_delta (line 492) | def try_unindexed_reference_cashflow_analytic_delta( method try_unindexed_reference_cashflow_analytic_rate_fixings (line 530) | def try_unindexed_reference_cashflow_analytic_rate_fixings( method try_rate (line 580) | def try_rate(self, rate_curve: CurveOption_) -> Result[DualTypes]: method rate (line 622) | def rate(self, rate_curve: CurveOption_) -> DualTypes: class ZeroFloatPeriod (line 638) | class ZeroFloatPeriod(_BasePeriodStatic): method rate_params (line 790) | def rate_params(self) -> _FloatRateParams: method rate_metric (line 795) | def rate_metric(self) -> str: method period_params (line 800) | def period_params(self) -> _PeriodParams: method schedule (line 805) | def schedule(self) -> Schedule: method dcf (line 810) | def dcf(self) -> float: method float_spread (line 828) | def float_spread(self) -> DualTypes: method float_spread (line 833) | def float_spread(self, value: DualTypes) -> None: method float_periods (line 838) | def float_periods(self) -> list[FloatPeriod]: method __init__ (line 845) | def __init__( method try_rate (line 941) | def try_rate( method rate (line 965) | def rate(self, *, rate_curve: CurveOption_ = NoInput(0)) -> DualTypes: method unindexed_reference_cashflow (line 986) | def unindexed_reference_cashflow( method try_unindexed_reference_cashflow_analytic_delta (line 998) | def try_unindexed_reference_cashflow_analytic_delta( method try_unindexed_reference_cashflow_analytic_rate_fixings (line 1020) | def try_unindexed_reference_cashflow_analytic_rate_fixings( method cashflows (line 1051) | def cashflows( function _get_ibor_curve_from_dict (line 1076) | def _get_ibor_curve_from_dict(fixing_frequency: Frequency, d: dict[str, ... function _get_ibor_curve_from_dict2 (line 1088) | def _get_ibor_curve_from_dict2(fixing_frequency: str, d: dict[str, _Base... class _UnindexedReferenceCashflowFixingsSensitivity (line 1099) | class _UnindexedReferenceCashflowFixingsSensitivity: method _ibor (line 1101) | def _ibor( method _ibor_regular (line 1130) | def _ibor_regular( method _ibor_stub (line 1158) | def _ibor_stub( method _rfr (line 1196) | def _rfr( method _rfr_drdr_approximation (line 1236) | def _rfr_drdr_approximation( FILE: python/rateslib/periods/float_rate.py function rate_value (line 45) | def rate_value( function try_rate_value (line 72) | def try_rate_value( FILE: python/rateslib/periods/fx_volatility.py class _BaseFXOptionPeriod (line 94) | class _BaseFXOptionPeriod(_BasePeriodStatic, _WithAnalyticFXOptionGreeks... method analytic_greeks (line 103) | def analytic_greeks( method period_params (line 122) | def period_params(self) -> None: method settlement_params (line 128) | def settlement_params(self) -> _SettlementParams: method index_params (line 134) | def index_params(self) -> _IndexParams | None: method non_deliverable_params (line 140) | def non_deliverable_params(self) -> _NonDeliverableParams | None: method rate_params (line 146) | def rate_params(self) -> None: method fx_option_params (line 151) | def fx_option_params(self) -> _FXOptionParams: method __init__ (line 157) | def __init__( method __repr__ (line 246) | def __repr__(self) -> str: method unindexed_reference_cashflow (line 249) | def unindexed_reference_cashflow( # type: ignore[override] method try_rate (line 317) | def try_rate( method rate (line 368) | def rate( method implied_vol (line 415) | def implied_vol( method _index_vol_and_strike_from_atm (line 482) | def _index_vol_and_strike_from_atm( method _index_vol_and_strike_from_atm_sabr (line 541) | def _index_vol_and_strike_from_atm_sabr( method _index_vol_and_strike_from_atm_dv (line 589) | def _index_vol_and_strike_from_atm_dv( # DeltaVol type models method _index_vol_and_strike_from_delta (line 655) | def _index_vol_and_strike_from_delta( method _index_vol_and_strike_from_delta_dv (line 709) | def _index_vol_and_strike_from_delta_dv( method _index_vol_and_strike_from_delta_sabr (line 772) | def _index_vol_and_strike_from_delta_sabr( method _payoff_at_expiry (line 851) | def _payoff_at_expiry( class FXCallPeriod (line 873) | class FXCallPeriod(_BaseFXOptionPeriod): method __init__ (line 946) | def __init__( class FXPutPeriod (line 975) | class FXPutPeriod(_BaseFXOptionPeriod): method __init__ (line 1048) | def __init__( FILE: python/rateslib/periods/ir_volatility.py class _BaseIRSOptionPeriod (line 73) | class _BaseIRSOptionPeriod(_BasePeriodStatic, _WithAnalyticIROptionGreek... method analytic_greeks (line 82) | def analytic_greeks( method period_params (line 103) | def period_params(self) -> None: method settlement_params (line 109) | def settlement_params(self) -> _SettlementParams: method index_params (line 115) | def index_params(self) -> _IndexParams | None: method non_deliverable_params (line 121) | def non_deliverable_params(self) -> _NonDeliverableParams | None: method rate_params (line 127) | def rate_params(self) -> None: method ir_option_params (line 132) | def ir_option_params(self) -> _IROptionParams: method __init__ (line 138) | def __init__( method __repr__ (line 183) | def __repr__(self) -> str: method _unindexed_reference_cashflow_elements (line 186) | def _unindexed_reference_cashflow_elements( method unindexed_reference_cashflow (line 317) | def unindexed_reference_cashflow( # type: ignore[override] method try_rate (line 333) | def try_rate( method rate (line 363) | def rate( method _payoff_at_expiry (line 484) | def _payoff_at_expiry( class IRSCallPeriod (line 506) | class IRSCallPeriod(_BaseIRSOptionPeriod): method __init__ (line 577) | def __init__( class IRSPutPeriod (line 606) | class IRSPutPeriod(_BaseIRSOptionPeriod): method __init__ (line 681) | def __init__( FILE: python/rateslib/periods/parameters/credit.py class _CreditParams (line 15) | class _CreditParams: method __init__ (line 23) | def __init__(self, _premium_accrued: bool) -> None: method premium_accrued (line 27) | def premium_accrued(self) -> bool: FILE: python/rateslib/periods/parameters/fx_volatility.py class _FXOptionParams (line 33) | class _FXOptionParams: method __init__ (line 48) | def __init__( method expiry (line 90) | def expiry(self) -> datetime: method delivery (line 95) | def delivery(self) -> datetime: method fx_index (line 100) | def fx_index(self) -> FXIndex: method pair (line 105) | def pair(self) -> str: method direction (line 110) | def direction(self) -> OptionType: method strike (line 115) | def strike(self) -> DualTypes_: method strike (line 120) | def strike(self, val: DualTypes_) -> None: method option_fixing (line 124) | def option_fixing(self) -> FXFixing: method metric (line 129) | def metric(self) -> FXOptionMetric: method delta_type (line 134) | def delta_type(self) -> FXDeltaMethod: method time_to_expiry (line 138) | def time_to_expiry(self, now: datetime) -> float: FILE: python/rateslib/periods/parameters/index.py class _IndexParams (line 48) | class _IndexParams: method __init__ (line 83) | def __init__( method index_base (line 148) | def index_base(self) -> IndexFixing: method index_base (line 153) | def index_base(self, value: Any) -> None: method index_fixing (line 157) | def index_fixing(self) -> IndexFixing: method index_fixing (line 163) | def index_fixing(self, value: Any) -> None: method index_only (line 167) | def index_only(self) -> bool: method index_lag (line 172) | def index_lag(self) -> int: method index_method (line 177) | def index_method(self) -> IndexMethod: method try_index_value (line 182) | def try_index_value( method try_index_base (line 206) | def try_index_base( method try_index_ratio (line 230) | def try_index_ratio( method index_ratio (line 251) | def index_ratio( function _init_or_none_IndexParams (line 274) | def _init_or_none_IndexParams( FILE: python/rateslib/periods/parameters/ir_volatility.py class _IROptionParams (line 35) | class _IROptionParams: method __init__ (line 46) | def __init__( method settlement_method (line 92) | def settlement_method(self) -> SwaptionSettlementMethod: method expiry (line 97) | def expiry(self) -> datetime: method direction (line 102) | def direction(self) -> OptionType: method strike (line 107) | def strike(self) -> DualTypes_: method strike (line 112) | def strike(self, val: DualTypes_) -> None: method option_fixing (line 117) | def option_fixing(self) -> IRSFixing: method metric (line 122) | def metric(self) -> IROptionMetric: method time_to_expiry (line 126) | def time_to_expiry(self, now: datetime) -> float: FILE: python/rateslib/periods/parameters/mtm.py class _MtmParams (line 34) | class _MtmParams: method __init__ (line 54) | def __init__( method fx_fixing_start (line 65) | def fx_fixing_start(self) -> FXFixing: method fx_fixing_end (line 70) | def fx_fixing_end(self) -> FXFixing: method currency (line 75) | def currency(self) -> str: method pair (line 80) | def pair(self) -> str: method reference_currency (line 85) | def reference_currency(self) -> str: method fx_reversed (line 91) | def fx_reversed(self) -> bool: method try_fixing_change (line 95) | def try_fixing_change(self, fx: FXForwards_) -> Result[DualTypes]: function _init_MtmParams (line 107) | def _init_MtmParams( FILE: python/rateslib/periods/parameters/period.py class _PeriodParams (line 31) | class _PeriodParams: method __init__ (line 66) | def __init__( method start (line 90) | def start(self) -> datetime: method end (line 95) | def end(self) -> datetime: method termination (line 100) | def termination(self) -> datetime_: method adjuster (line 105) | def adjuster(self) -> Adjuster_: method calendar (line 111) | def calendar(self) -> CalTypes: method stub (line 116) | def stub(self) -> bool: method convention (line 122) | def convention(self) -> Convention: method frequency (line 127) | def frequency(self) -> Frequency: method dcf (line 132) | def dcf(self) -> float: FILE: python/rateslib/periods/parameters/rate.py function _init_FloatRateParams (line 58) | def _init_FloatRateParams( function _init_float_rate_series (line 215) | def _init_float_rate_series( class _CreditParams (line 257) | class _CreditParams: method __init__ (line 269) | def __init__(self, _premium_accrued: bool): method premium_accrued (line 273) | def premium_accrued(self) -> bool: class _FixedRateParams (line 278) | class _FixedRateParams: method __init__ (line 288) | def __init__(self, _fixed_rate: DualTypes_) -> None: method fixed_rate (line 292) | def fixed_rate(self) -> DualTypes | NoInput: method fixed_rate (line 297) | def fixed_rate(self, value: DualTypes_) -> None: class _FloatRateParams (line 301) | class _FloatRateParams: method __init__ (line 328) | def __init__( method fixing_series (line 351) | def fixing_series(self) -> FloatRateSeries: method fixing_index (line 357) | def fixing_index(self) -> FloatRateIndex: method fixing_date (line 363) | def fixing_date(self) -> datetime: method fixing_convention (line 378) | def fixing_convention(self) -> Convention: method fixing_modifier (line 384) | def fixing_modifier(self) -> Adjuster: method fixing_frequency (line 390) | def fixing_frequency(self) -> Frequency: method fixing_identifier (line 396) | def fixing_identifier(self) -> str_: method accrual_start (line 416) | def accrual_start(self) -> datetime: method accrual_end (line 426) | def accrual_end(self) -> datetime: method fixing_calendar (line 435) | def fixing_calendar(self) -> CalTypes: method fixing_method (line 440) | def fixing_method(self) -> FloatFixingMethod: method float_spread (line 446) | def float_spread(self) -> DualTypes: method float_spread (line 451) | def float_spread(self, value: DualTypes) -> None: method spread_compound_method (line 456) | def spread_compound_method(self) -> SpreadCompoundMethod: method rate_fixing (line 461) | def rate_fixing(self) -> IBORFixing | IBORStubFixing | RFRFixing: method _validate_combinations_args (line 467) | def _validate_combinations_args(self) -> None: FILE: python/rateslib/periods/parameters/settlement.py class _SettlementParams (line 40) | class _SettlementParams: method __init__ (line 65) | def __init__( method currency (line 80) | def currency(self) -> str: method notional (line 85) | def notional(self) -> DualTypes: method notional_currency (line 90) | def notional_currency(self) -> str: method payment (line 95) | def payment(self) -> datetime: method ex_dividend (line 100) | def ex_dividend(self) -> datetime: class _NonDeliverableParams (line 105) | class _NonDeliverableParams: method __init__ (line 126) | def __init__( method currency (line 142) | def currency(self) -> str: method reference_currency (line 147) | def reference_currency(self) -> str: method fx_index (line 153) | def fx_index(self) -> FXIndex: method pair (line 160) | def pair(self) -> str: method fx_fixing (line 165) | def fx_fixing(self) -> FXFixing: method fx_fixing (line 170) | def fx_fixing(self, val: Any) -> None: method delivery (line 174) | def delivery(self) -> datetime: method publication (line 179) | def publication(self) -> datetime: method fx_reversed (line 184) | def fx_reversed(self) -> bool: function _init_or_none_NonDeliverableParams (line 189) | def _init_or_none_NonDeliverableParams( function _init_SettlementParams_with_fx_pair (line 206) | def _init_SettlementParams_with_fx_pair( function _init_fx_fixing (line 237) | def _init_fx_fixing( FILE: python/rateslib/periods/protocols/__init__.py class _BasePeriod (line 43) | class _BasePeriod( class _BasePeriodStatic (line 55) | class _BasePeriodStatic( FILE: python/rateslib/periods/protocols/analytic_delta.py class _WithAnalyticDelta (line 45) | class _WithAnalyticDelta(Protocol): method settlement_params (line 75) | def settlement_params(self) -> _SettlementParams: method try_immediate_local_analytic_delta (line 80) | def try_immediate_local_analytic_delta( method try_local_analytic_delta (line 121) | def try_local_analytic_delta( method analytic_delta (line 186) | def analytic_delta( class _WithAnalyticDeltaStatic (line 265) | class _WithAnalyticDeltaStatic( method try_unindexed_reference_cashflow_analytic_delta (line 298) | def try_unindexed_reference_cashflow_analytic_delta( method try_reference_cashflow_analytic_delta (line 328) | def try_reference_cashflow_analytic_delta( method try_unindexed_cashflow_analytic_delta (line 361) | def try_unindexed_cashflow_analytic_delta( method try_cashflow_analytic_delta (line 396) | def try_cashflow_analytic_delta( method try_immediate_local_analytic_delta (line 442) | def try_immediate_local_analytic_delta( FILE: python/rateslib/periods/protocols/analytic_fixings.py class _WithAnalyticRateFixings (line 38) | class _WithAnalyticRateFixings(Protocol): method settlement_params (line 57) | def settlement_params(self) -> _SettlementParams: ... method try_immediate_analytic_rate_fixings (line 59) | def try_immediate_analytic_rate_fixings( method local_analytic_rate_fixings (line 96) | def local_analytic_rate_fixings( class _WithAnalyticRateFixingsStatic (line 155) | class _WithAnalyticRateFixingsStatic( method try_unindexed_reference_cashflow_analytic_rate_fixings (line 179) | def try_unindexed_reference_cashflow_analytic_rate_fixings( method try_unindexed_cashflow_analytic_rate_fixings (line 221) | def try_unindexed_cashflow_analytic_rate_fixings( method try_reference_cashflow_analytic_rate_fixings (line 286) | def try_reference_cashflow_analytic_rate_fixings( method try_cashflow_analytic_rate_fixings (line 336) | def try_cashflow_analytic_rate_fixings( method try_immediate_analytic_rate_fixings (line 386) | def try_immediate_analytic_rate_fixings( FILE: python/rateslib/periods/protocols/analytic_greeks.py class _WithAnalyticFXOptionGreeks (line 58) | class _WithAnalyticFXOptionGreeks(Protocol): method fx_option_params (line 64) | def fx_option_params(self) -> _FXOptionParams: ... method settlement_params (line 67) | def settlement_params(self) -> _SettlementParams: ... method analytic_greeks (line 87) | def analytic_greeks( method _base_analytic_greeks (line 181) | def _base_analytic_greeks( method _analytic_vega (line 370) | def _analytic_vega( method _analytic_vomma (line 376) | def _analytic_vomma( method _analytic_gamma (line 385) | def _analytic_gamma( method _analytic_delta (line 401) | def _analytic_delta( method _analytic_sticky_delta (line 422) | def _analytic_sticky_delta( method _analytic_vanna (line 486) | def _analytic_vanna( method _analytic_kega (line 503) | def _analytic_kega( method _analytic_kappa (line 524) | def _analytic_kappa(v_deli: DualTypes, phi: float, d_min: DualTypes) -... method _analytic_bs76 (line 528) | def _analytic_bs76( class _WithAnalyticIROptionGreeks (line 539) | class _WithAnalyticIROptionGreeks(Protocol): method ir_option_params (line 545) | def ir_option_params(self) -> _IROptionParams: ... method settlement_params (line 548) | def settlement_params(self) -> _SettlementParams: ... method analytic_greeks (line 550) | def analytic_greeks( method _base_analytic_greeks (line 645) | def _base_analytic_greeks( method _analytic_vega (line 795) | def _analytic_vega( method _analytic_vomma (line 809) | def _analytic_vomma( method _analytic_gamma (line 824) | def _analytic_gamma( method _analytic_delta (line 839) | def _analytic_delta( method _analytic_vanna (line 851) | def _analytic_vanna( method _analytic_sticky_delta (line 865) | def _analytic_sticky_delta( FILE: python/rateslib/periods/protocols/cashflows.py class _WithCashflows (line 52) | class _WithCashflows(_WithNPV, Protocol): method try_cashflow (line 76) | def try_cashflow( method cashflows (line 116) | def cashflows( class _WithCashflowsStatic (line 190) | class _WithCashflowsStatic(_WithNPVStatic, Protocol): method _index_elements (line 208) | def _index_elements( method _non_deliverable_elements (line 245) | def _non_deliverable_elements(self, fx: FXForwards_) -> dict[str, Any]: method _mtm_elements (line 265) | def _mtm_elements(self, fx: FXForwards_) -> dict[str, Any]: method cashflows (line 277) | def cashflows( function _standard_elements (line 358) | def _standard_elements(self: _WithCashflows | _WithCashflowsStatic) -> d... function _period_elements (line 373) | def _period_elements(self: _WithCashflows | _WithCashflowsStatic) -> dic... function _rate_elements (line 392) | def _rate_elements( function _credit_elements (line 420) | def _credit_elements( function _cashflow_elements (line 451) | def _cashflow_elements( FILE: python/rateslib/periods/protocols/fixings.py class _WithFixings (line 46) | class _WithFixings(_WithNPV, Protocol): method reset_fixings (line 79) | def reset_fixings(self, state: int_ = NoInput(0)) -> None: method local_fixings (line 141) | def local_fixings( function _replace_fixings_with_ad_variables (line 210) | def _replace_fixings_with_ad_variables( function _structure_sensitivity_data (line 251) | def _structure_sensitivity_data( class _SupportsResetFixings (line 285) | class _SupportsResetFixings(Protocol): method reset_fixings (line 286) | def reset_fixings(self, state: int_ = NoInput(0)) -> None: ... function _reset_fixings_data (line 289) | def _reset_fixings_data( function _s2_before_s1 (line 306) | def _s2_before_s1(v1: DualTypes, v2: DualTypes | None) -> DualTypes: FILE: python/rateslib/periods/protocols/npv.py function _screen_ex_div_and_forward (line 48) | def _screen_ex_div_and_forward( class _WithNPV (line 111) | class _WithNPV(Protocol): method settlement_params (line 144) | def settlement_params(self) -> _SettlementParams: method __repr__ (line 149) | def __repr__(self) -> str: method immediate_local_npv (line 152) | def immediate_local_npv( method try_immediate_local_npv (line 198) | def try_immediate_local_npv( method local_npv (line 232) | def local_npv( method try_local_npv (line 301) | def try_local_npv( method npv (line 337) | def npv( class _WithIndexingStatic (line 429) | class _WithIndexingStatic(Protocol): method index_params (line 437) | def index_params(self) -> _IndexParams | None: method is_indexed (line 445) | def is_indexed(self) -> bool: method index_up (line 451) | def index_up(self, value: DualTypes, index_curve: _BaseCurve_) -> Dual... method try_index_up (line 476) | def try_index_up(self, value: Result[DualTypes], index_curve: _BaseCur... class _WithNonDeliverableStatic (line 503) | class _WithNonDeliverableStatic(Protocol): method non_deliverable_params (line 514) | def non_deliverable_params(self) -> _NonDeliverableParams | None: method is_non_deliverable (line 520) | def is_non_deliverable(self) -> bool: method convert_deliverable (line 527) | def convert_deliverable(self, value: DualTypes, fx: FXForwards_) -> Du... method try_convert_deliverable (line 551) | def try_convert_deliverable( class _WithNPVStatic (line 580) | class _WithNPVStatic(_WithNPV, _WithIndexingStatic, _WithNonDeliverableS... method unindexed_reference_cashflow (line 624) | def unindexed_reference_cashflow( method try_unindexed_reference_cashflow (line 671) | def try_unindexed_reference_cashflow( method reference_cashflow (line 703) | def reference_cashflow( method try_reference_cashflow (line 754) | def try_reference_cashflow( method unindexed_cashflow (line 786) | def unindexed_cashflow( method try_unindexed_cashflow (line 837) | def try_unindexed_cashflow( method cashflow (line 869) | def cashflow( method try_cashflow (line 920) | def try_cashflow( method immediate_local_npv (line 952) | def immediate_local_npv( FILE: python/rateslib/periods/utils.py function _maybe_local (line 51) | def _maybe_local( function _maybe_fx_converted (line 70) | def _maybe_fx_converted( function _get_immediate_fx_scalar_and_base (line 84) | def _get_immediate_fx_scalar_and_base( function _get_ir_vol_value_and_forward_maybe_from_obj (line 150) | def _get_ir_vol_value_and_forward_maybe_from_obj( function _get_fx_vol_value_maybe_from_obj (line 202) | def _get_fx_vol_value_maybe_from_obj( function _get_vol_smile_or_value (line 249) | def _get_vol_smile_or_value(vol: _FXVolOption_, expiry: datetime) -> FXD... function _get_vol_smile_or_raise (line 256) | def _get_vol_smile_or_raise(vol: _FXVolOption_, expiry: datetime) -> FXD... function _get_vol_delta_type (line 265) | def _get_vol_delta_type(vol: _FXVolOption_, default_delta_type: FXDeltaM... function _validate_fx_as_forwards (line 272) | def _validate_fx_as_forwards(fx: FX_) -> FXForwards: function _try_validate_fx_as_forwards (line 276) | def _try_validate_fx_as_forwards(fx: FX_) -> Result[FXForwards]: function _try_validate_base_curve (line 285) | def _try_validate_base_curve(curve: CurveOption_) -> Result[_BaseCurve]: function _validate_base_curve (line 296) | def _validate_base_curve(curve: CurveOption_) -> _BaseCurve: function _validate_credit_curves (line 305) | def _validate_credit_curves( function _get_rfr_curve_from_dict (line 326) | def _get_rfr_curve_from_dict(d: dict[str, _BaseCurve]) -> _BaseCurve: FILE: python/rateslib/rs.pyi class ADOrder (line 28) | class ADOrder: class LegIndexBase (line 33) | class LegIndexBase: class Imm (line 37) | class Imm: method next (line 52) | def next(self, date: datetime) -> datetime: ... method validate (line 53) | def validate(self, date: datetime) -> bool: ... method get (line 54) | def get(self, year: int, month: int) -> datetime: ... method to_json (line 55) | def to_json(self) -> str: ... class _Scheduling (line 57) | class _Scheduling: method unext (line 58) | def unext(self, udate: datetime) -> datetime: ... method next (line 59) | def next(self, date: datetime) -> datetime: ... method uprevious (line 60) | def uprevious(self, udate: datetime) -> datetime: ... method previous (line 61) | def previous(self, date: datetime) -> datetime: ... method uregular (line 62) | def uregular(self, ueffective: datetime, utermination: datetime) -> li... method infer_ustub (line 63) | def infer_ustub( method periods_per_annum (line 66) | def periods_per_annum(self) -> float: ... class _FrequencyMixins (line 68) | class _FrequencyMixins: method string (line 69) | def string(self) -> str: ... method is_stub (line 70) | def is_stub(self, ustart: datetime, uend: datetime, front: bool) -> bo... method is_uregular (line 71) | def is_uregular(self, ueffective: datetime, utermination: datetime) ->... class Frequency (line 73) | class Frequency(_Scheduling, _FrequencyMixins): class CalDays (line 74) | class CalDays(Frequency): method __init__ (line 76) | def __init__(self, number: int) -> None: ... class BusDays (line 78) | class BusDays(Frequency): method __init__ (line 81) | def __init__(self, number: int, calendar: CalTypes) -> None: ... class Months (line 83) | class Months(Frequency): method __init__ (line 86) | def __init__(self, number: int, roll: RollDay | None) -> None: ... class Zero (line 88) | class Zero(Frequency): ... method to_json (line 90) | def to_json(self) -> str: ... class StubInference (line 92) | class StubInference: method to_json (line 99) | def to_json(self) -> str: ... class Schedule (line 101) | class Schedule: method __init__ (line 118) | def __init__( method is_regular (line 133) | def is_regular(self) -> bool: ... method to_json (line 134) | def to_json(self) -> str: ... class Convention (line 136) | class Convention: method dcf (line 154) | def dcf( method to_json (line 164) | def to_json(self) -> str: ... class Modifier (line 166) | class Modifier: class RollDay (line 173) | class RollDay: class Day (line 174) | class Day(RollDay): method __init__ (line 176) | def __init__(self, val: int) -> None: ... class IMM (line 178) | class IMM(RollDay): ... method to_json (line 180) | def to_json(self) -> str: ... class _Adjustment (line 182) | class _Adjustment: method adjust (line 183) | def adjust(self, date: datetime, calendar: CalTypes) -> datetime: ... method reverse (line 184) | def reverse(self, date: datetime, calendar: CalTypes) -> list[datetime... method adjusts (line 185) | def adjusts(self, udates: list[datetime], calendars: CalTypes) -> list... class Adjuster (line 187) | class Adjuster(_Adjustment): class Actual (line 188) | class Actual(Adjuster): ... class Following (line 189) | class Following(Adjuster): ... class ModifiedFollowing (line 190) | class ModifiedFollowing(Adjuster): ... class FollowingSettle (line 191) | class FollowingSettle(Adjuster): ... class ModifiedFollowingSettle (line 192) | class ModifiedFollowingSettle(Adjuster): ... class Previous (line 193) | class Previous(Adjuster): ... class ModifiedPrevious (line 194) | class ModifiedPrevious(Adjuster): ... class PreviousSettle (line 195) | class PreviousSettle(Adjuster): ... class ModifiedPreviousSettle (line 196) | class ModifiedPreviousSettle(Adjuster): ... class FollowingExLast (line 197) | class FollowingExLast(Adjuster): ... class FollowingExLastSettle (line 198) | class FollowingExLastSettle(Adjuster): ... class BusDaysLagSettleInAdvance (line 200) | class BusDaysLagSettleInAdvance(Adjuster): method __init__ (line 203) | def __init__(self, number: int) -> None: ... class BusDaysLagSettle (line 205) | class BusDaysLagSettle(Adjuster): method __init__ (line 207) | def __init__(self, number: int) -> None: ... class CalDaysLagSettle (line 209) | class CalDaysLagSettle(Adjuster): method __init__ (line 211) | def __init__(self, number: int) -> None: ... method to_json (line 213) | def to_json(self) -> str: ... class _MethodParam (line 215) | class _MethodParam: method method_param (line 216) | def method_param(self) -> int: ... class FloatFixingMethod (line 218) | class FloatFixingMethod(_MethodParam): class RFRPaymentDelay (line 219) | class RFRPaymentDelay(FloatFixingMethod): ... class RFRObservationShift (line 221) | class RFRObservationShift(FloatFixingMethod): method __init__ (line 223) | def __init__(self, param: int) -> None: ... class RFRLockout (line 225) | class RFRLockout(FloatFixingMethod): method __init__ (line 227) | def __init__(self, param: int) -> None: ... class RFRLookback (line 229) | class RFRLookback(FloatFixingMethod): method __init__ (line 231) | def __init__(self, param: int) -> None: ... class RFRPaymentDelayAverage (line 233) | class RFRPaymentDelayAverage(FloatFixingMethod): ... class RFRObservationShiftAverage (line 235) | class RFRObservationShiftAverage(FloatFixingMethod): method __init__ (line 237) | def __init__(self, param: int) -> None: ... class RFRLockoutAverage (line 239) | class RFRLockoutAverage(FloatFixingMethod): method __init__ (line 241) | def __init__(self, param: int) -> None: ... class RFRLookbackAverage (line 243) | class RFRLookbackAverage(FloatFixingMethod): method __init__ (line 245) | def __init__(self, param: int) -> None: ... class IBOR (line 247) | class IBOR(FloatFixingMethod): method __init__ (line 249) | def __init__(self, param: int) -> None: ... method to_json (line 251) | def to_json(self) -> str: ... class _Shift (line 253) | class _Shift: method shift (line 254) | def shift(self) -> int: ... class IROptionMetric (line 256) | class IROptionMetric(_Shift): class NormalVol (line 257) | class NormalVol(IROptionMetric): ... class PercentNotional (line 258) | class PercentNotional(IROptionMetric): ... class Premium (line 259) | class Premium(IROptionMetric): ... class BlackVolShift (line 261) | class BlackVolShift(IROptionMetric): method __init__ (line 263) | def __init__(self, param: int) -> None: ... method to_json (line 265) | def to_json(self) -> str: ... class CalendarManager (line 267) | class CalendarManager: method add (line 268) | def add(self, name: str, calendar: Cal) -> None: ... method pop (line 269) | def pop(self, name: str) -> Cal | UnionCal: ... method get (line 270) | def get(self, name: str) -> NamedCal: ... method keys (line 271) | def keys(self) -> list[str]: ... class _DateRoll (line 273) | class _DateRoll: method add_bus_days (line 274) | def add_bus_days(self, date: datetime, days: int, settlement: bool) ->... method add_cal_days (line 275) | def add_cal_days(self, date: datetime, days: int, adjuster: Adjuster) ... method add_months (line 276) | def add_months( method bus_date_range (line 283) | def bus_date_range(self, start: datetime, end: datetime) -> list[datet... method cal_date_range (line 284) | def cal_date_range(self, start: datetime, end: datetime) -> list[datet... method is_bus_day (line 285) | def is_bus_day(self, date: datetime) -> bool: ... method is_non_bus_day (line 286) | def is_non_bus_day(self, date: datetime) -> bool: ... method is_settlement (line 287) | def is_settlement(self, date: datetime) -> bool: ... method lag_bus_days (line 288) | def lag_bus_days(self, date: datetime, days: int, settlement: bool) ->... method to_json (line 289) | def to_json(self) -> str: ... method print (line 290) | def print(self, year: int, month: int | None = None) -> str: ... method print_compare (line 291) | def print_compare(self, comparator: Cal | UnionCal | NamedCal, year: i... class _CalendarAdjustment (line 293) | class _CalendarAdjustment: method adjust (line 294) | def adjust(self, date: datetime, adjuster: Adjuster) -> datetime: ... method adjusts (line 295) | def adjusts(self, dates: list[datetime], adjuster: Adjuster) -> list[d... class Cal (line 297) | class Cal(_DateRoll, _CalendarAdjustment): method __init__ (line 298) | def __init__(self, rules: list[datetime], week_mask: list[int]) -> Non... method from_name (line 300) | def from_name(cls, name: str) -> Cal: ... class UnionCal (line 302) | class UnionCal(_DateRoll, _CalendarAdjustment): method from_name (line 306) | def from_name(cls, name: str) -> UnionCal: ... method __init__ (line 307) | def __init__( class NamedCal (line 313) | class NamedCal(_DateRoll, _CalendarAdjustment): method __init__ (line 316) | def __init__(self, name: str) -> None: ... method inner_ptr_eq (line 317) | def inner_ptr_eq(self, other: NamedCal) -> bool: ... class Ccy (line 319) | class Ccy: method __init__ (line 320) | def __init__(self, name: str) -> None: ... class FXRate (line 323) | class FXRate: method __init__ (line 324) | def __init__( method __repr__ (line 331) | def __repr__(self) -> str: ... method __eq__ (line 332) | def __eq__(self, other: FXRate) -> bool: ... # type: ignore[override] class FXRates (line 334) | class FXRates: method __init__ (line 335) | def __init__(self, fx_rates: list[FXRate], base: Ccy | None) -> None: ... method __copy__ (line 336) | def __copy__(self) -> FXRates: ... method get_ccy_index (line 343) | def get_ccy_index(self, currency: Ccy) -> int | None: ... method rate (line 344) | def rate(self, lhs: Ccy, rhs: Ccy) -> DualTypes | None: ... method update (line 345) | def update(self, fx_rates: list[FXRate]) -> None: ... method set_ad_order (line 346) | def set_ad_order(self, ad: ADOrder) -> None: ... method to_json (line 347) | def to_json(self) -> str: ... class _DualOps (line 349) | class _DualOps: method __eq__ (line 350) | def __eq__(self, other: Number) -> bool: ... # type: ignore[override] method __lt__ (line 351) | def __lt__(self, other: Number) -> bool: ... method __le__ (line 352) | def __le__(self, other: Number) -> bool: ... method __gt__ (line 353) | def __gt__(self, other: Number) -> bool: ... method __ge__ (line 354) | def __ge__(self, other: Number) -> bool: ... method __neg__ (line 355) | def __neg__(self) -> Self: ... method __add__ (line 356) | def __add__(self, other: Number) -> Self: ... method __radd__ (line 357) | def __radd__(self, other: Number) -> Self: ... method __sub__ (line 358) | def __sub__(self, other: Number) -> Self: ... method __rsub__ (line 359) | def __rsub__(self, other: Number) -> Self: ... method __mul__ (line 360) | def __mul__(self, other: Number) -> Self: ... method __rmul__ (line 361) | def __rmul__(self, other: Number) -> Self: ... method __truediv__ (line 362) | def __truediv__(self, other: Number) -> Self: ... method __rtruediv__ (line 363) | def __rtruediv__(self, other: Number) -> Self: ... method __pow__ (line 364) | def __pow__(self, power: Number, modulo: int | None = None) -> Self: ... method __exp__ (line 365) | def __exp__(self) -> Self: ... method __abs__ (line 366) | def __abs__(self) -> float: ... method __log__ (line 367) | def __log__(self) -> Self: ... method __norm_cdf__ (line 368) | def __norm_cdf__(self) -> Self: ... method __norm_inv_cdf__ (line 369) | def __norm_inv_cdf__(self) -> Self: ... method __float__ (line 370) | def __float__(self) -> float: ... method to_json (line 371) | def to_json(self) -> str: ... method ptr_eq (line 372) | def ptr_eq(self, other: Self) -> bool: ... method __repr__ (line 373) | def __repr__(self) -> str: ... method grad1 (line 374) | def grad1(self, vars: Sequence[str]) -> Arr1dF64: ... # noqa: A002 method grad2 (line 375) | def grad2(self, vars: Sequence[str]) -> Arr2dF64: ... # noqa: A002 class Dual (line 377) | class Dual(_DualOps): method __init__ (line 378) | def __init__(self, real: float, vars: Sequence[str], dual: Sequence[fl... method vars_from (line 383) | def vars_from( method to_dual2 (line 390) | def to_dual2(self) -> Dual2: ... class Dual2 (line 392) | class Dual2(_DualOps): method __init__ (line 393) | def __init__( method vars_from (line 405) | def vars_from( method grad1_manifold (line 413) | def grad1_manifold(self, vars: Sequence[str]) -> list[Dual2]: ... # n... method to_dual (line 414) | def to_dual(self) -> Dual: ... function _dsolve1 (line 416) | def _dsolve1(a: list[Any], b: list[Any], allow_lsq: bool) -> list[Dual]:... function _dsolve2 (line 417) | def _dsolve2(a: list[Any], b: list[Any], allow_lsq: bool) -> list[Dual2]... function _fdsolve1 (line 418) | def _fdsolve1(a: Arr2dF64, b: list[Any], allow_lsq: bool) -> list[Dual]:... function _fdsolve2 (line 419) | def _fdsolve2(a: Arr2dF64, b: list[Any], allow_lsq: bool) -> list[Dual2]... class PPSplineF64 (line 421) | class PPSplineF64: method __init__ (line 426) | def __init__(self, k: int, t: list[float], c: list[float] | None) -> N... method csolve (line 427) | def csolve( method ppev_single (line 430) | def ppev_single(self, x: Number) -> float: ... method ppev_single_dual (line 431) | def ppev_single_dual(self, x: Number) -> Dual: ... method ppev_single_dual2 (line 432) | def ppev_single_dual2(self, x: Number) -> Dual2: ... method ppev (line 433) | def ppev(self, x: list[float]) -> list[float]: ... method ppdnev_single (line 434) | def ppdnev_single(self, x: Number, m: int) -> float: ... method ppdnev_single_dual (line 435) | def ppdnev_single_dual(self, x: Number, m: int) -> Dual: ... method ppdnev_single_dual2 (line 436) | def ppdnev_single_dual2(self, x: Number, m: int) -> Dual2: ... method ppdnev (line 437) | def ppdnev(self, x: list[float], m: int) -> list[float]: ... method bsplev (line 438) | def bsplev(self, x: list[float], i: int) -> list[float]: ... method bspldnev (line 439) | def bspldnev(self, x: list[float], i: int, m: int) -> list[float]: ... method bsplmatrix (line 440) | def bsplmatrix(self, tau: list[float], left_n: int, right_n: int) -> A... method __eq__ (line 441) | def __eq__(self, other: PPSplineF64) -> bool: ... # type: ignore[over... method __copy__ (line 442) | def __copy__(self) -> PPSplineF64: ... method to_json (line 443) | def to_json(self) -> str: ... class PPSplineDual (line 445) | class PPSplineDual: method __init__ (line 450) | def __init__(self, k: int, t: list[float], c: list[Dual] | None) -> No... method csolve (line 451) | def csolve( method ppev_single (line 454) | def ppev_single(self, x: Number) -> Dual: ... method ppev_single_dual (line 455) | def ppev_single_dual(self, x: Number) -> Dual: ... method ppev_single_dual2 (line 456) | def ppev_single_dual2(self, x: Number) -> Dual2: ... method ppev (line 457) | def ppev(self, x: list[float]) -> list[Dual]: ... method ppdnev_single (line 458) | def ppdnev_single(self, x: Number, m: int) -> Dual: ... method ppdnev_single_dual (line 459) | def ppdnev_single_dual(self, x: Number, m: int) -> Dual: ... method ppdnev_single_dual2 (line 460) | def ppdnev_single_dual2(self, x: Number, m: int) -> Dual2: ... method ppdnev (line 461) | def ppdnev(self, x: list[float], m: int) -> list[Dual]: ... method bsplev (line 462) | def bsplev(self, x: list[float], i: int) -> list[Dual]: ... method bspldnev (line 463) | def bspldnev(self, x: list[float], i: int, m: int) -> list[Dual]: ... method bsplmatrix (line 464) | def bsplmatrix(self, tau: list[float], left_n: int, right_n: int) -> A... method __eq__ (line 465) | def __eq__(self, other: PPSplineDual) -> bool: ... # type: ignore[ove... method __copy__ (line 466) | def __copy__(self) -> PPSplineDual: ... method to_json (line 467) | def to_json(self) -> str: ... class PPSplineDual2 (line 469) | class PPSplineDual2: method __init__ (line 474) | def __init__(self, k: int, t: list[float], c: list[Dual2] | None) -> N... method csolve (line 475) | def csolve( method ppev_single (line 478) | def ppev_single(self, x: Number) -> Dual2: ... method ppev_single_dual (line 479) | def ppev_single_dual(self, x: Number) -> Dual: ... method ppev_single_dual2 (line 480) | def ppev_single_dual2(self, x: Number) -> Dual2: ... method ppev (line 481) | def ppev(self, x: list[float]) -> list[Dual2]: ... method ppdnev_single (line 482) | def ppdnev_single(self, x: Number, m: int) -> Dual2: ... method ppdnev_single_dual (line 483) | def ppdnev_single_dual(self, x: Number, m: int) -> Dual: ... method ppdnev_single_dual2 (line 484) | def ppdnev_single_dual2(self, x: Number, m: int) -> Dual2: ... method ppdnev (line 485) | def ppdnev(self, x: list[float], m: int) -> list[Dual2]: ... method bsplev (line 486) | def bsplev(self, x: list[float], i: int) -> list[Dual2]: ... method bspldnev (line 487) | def bspldnev(self, x: list[float], i: int, m: int) -> list[Dual2]: ... method bsplmatrix (line 488) | def bsplmatrix(self, tau: list[float], left_n: int, right_n: int) -> A... method __eq__ (line 489) | def __eq__(self, other: PPSplineDual2) -> bool: ... # type: ignore[ov... method __copy__ (line 490) | def __copy__(self) -> PPSplineDual2: ... method to_json (line 491) | def to_json(self) -> str: ... function bsplev_single (line 493) | def bsplev_single(x: float, i: int, k: int, t: list[float], org_k: int |... function bspldnev_single (line 494) | def bspldnev_single( function from_json (line 497) | def from_json(json: str) -> Any: ... class FlatBackwardInterpolator (line 499) | class FlatBackwardInterpolator: method __init__ (line 500) | def __init__(self) -> None: ... class FlatForwardInterpolator (line 502) | class FlatForwardInterpolator: method __init__ (line 503) | def __init__(self) -> None: ... class LinearInterpolator (line 505) | class LinearInterpolator: method __init__ (line 506) | def __init__(self) -> None: ... class LogLinearInterpolator (line 508) | class LogLinearInterpolator: method __init__ (line 509) | def __init__(self) -> None: ... class LinearZeroRateInterpolator (line 511) | class LinearZeroRateInterpolator: method __init__ (line 512) | def __init__(self) -> None: ... class NullInterpolator (line 514) | class NullInterpolator: method __init__ (line 515) | def __init__(self) -> None: ... class Curve (line 517) | class Curve: method __init__ (line 524) | def __init__( method to_json (line 535) | def to_json(self) -> str: ... method __eq__ (line 536) | def __eq__(self, other: Curve) -> bool: ... # type: ignore[override] method __getitem__ (line 537) | def __getitem__(self, date: datetime) -> Number: ... method set_ad_order (line 538) | def set_ad_order(self, ad: ADOrder) -> None: ... method index_value (line 539) | def index_value(self, date: datetime) -> Number: ... function _get_convention_str (line 541) | def _get_convention_str(convention: Convention) -> str: ... function _get_modifier_str (line 542) | def _get_modifier_str(modifier: Modifier) -> str: ... function index_left_f64 (line 543) | def index_left_f64(list_input: list[float], value: float, left_count: in... function _sabr_x0 (line 544) | def _sabr_x0( function _sabr_x1 (line 554) | def _sabr_x1( function _sabr_x2 (line 564) | def _sabr_x2( FILE: python/rateslib/scheduling/adjuster.py function _get_adjuster_none (line 38) | def _get_adjuster_none(adjuster: Adjuster | int | str_) -> Adjuster | None: function _get_adjuster (line 45) | def _get_adjuster(adjuster: int | str | Adjuster) -> Adjuster: function _convert_to_adjuster (line 62) | def _convert_to_adjuster(modifier: str | Adjuster, settlement: bool, mod... FILE: python/rateslib/scheduling/calendars.py function get_calendar (line 24) | def get_calendar( function _get_years_and_months (line 92) | def _get_years_and_months(d1: datetime, d2: datetime) -> tuple[int, int]: function _adjust_date (line 104) | def _adjust_date( function _is_day_type_tenor (line 133) | def _is_day_type_tenor(tenor: str) -> bool: FILE: python/rateslib/scheduling/convention.py function _get_convention (line 62) | def _get_convention(convention: Convention | str) -> Convention: FILE: python/rateslib/scheduling/dcfs.py function dcf (line 30) | def dcf( function _dcf_numeric (line 128) | def _dcf_numeric(start: datetime, end: datetime, denominator: float, **k... function _dcf_actacticma_nonstub (line 133) | def _dcf_actacticma_nonstub( FILE: python/rateslib/scheduling/frequency.py function _get_frequency (line 34) | def _get_frequency( function _get_frequency_none (line 94) | def _get_frequency_none( function _get_tenor_from_frequency (line 103) | def _get_tenor_from_frequency(frequency: Frequency) -> str: function add_tenor (line 118) | def add_tenor( function _get_fx_expiry_and_delivery_and_payment (line 262) | def _get_fx_expiry_and_delivery_and_payment( FILE: python/rateslib/scheduling/imm.py function next_imm (line 47) | def next_imm(start: datetime, definition: str | Imm = Imm.Wed3_HMUZ) -> ... function get_imm (line 114) | def get_imm( FILE: python/rateslib/scheduling/rollday.py function _get_rollday (line 23) | def _get_rollday(roll: RollDay | str | int_) -> RollDay | None: function _is_eom_cal (line 38) | def _is_eom_cal(date: datetime, cal: CalTypes) -> bool: FILE: python/rateslib/scheduling/schedule.py function _get_stub_inference (line 43) | def _get_stub_inference( function _get_adjuster_from_modifier (line 121) | def _get_adjuster_from_modifier(modifier: Adjuster | str_, mod_days: boo... function _should_mod_days (line 128) | def _should_mod_days(tenor: datetime | str) -> bool: function _get_adjuster_from_lag_drb (line 137) | def _get_adjuster_from_lag_drb(lag: Adjuster | int_, default: str) -> Ad... class Schedule (line 145) | class Schedule: method obj (line 264) | def obj(self) -> Schedule_rs: method __init__ (line 268) | def __init__( method __init_from_obj__ (line 344) | def __init_from_obj__(cls, obj: Schedule_rs) -> Schedule: method __getnewargs__ (line 351) | def __getnewargs__( method __eq__ (line 388) | def __eq__(self, other: Any) -> bool: method uschedule (line 395) | def uschedule(self) -> list[datetime]: method aschedule (line 400) | def aschedule(self) -> list[datetime]: method pschedule (line 409) | def pschedule(self) -> list[datetime]: method pschedule2 (line 418) | def pschedule2(self) -> list[datetime]: method pschedule3 (line 427) | def pschedule3(self) -> list[datetime]: method frequency (line 436) | def frequency(self) -> str: method periods_per_annum (line 441) | def periods_per_annum(self) -> float: method frequency_obj (line 449) | def frequency_obj(self) -> Frequency: method modifier (line 454) | def modifier(self) -> Adjuster: method calendar (line 459) | def calendar(self) -> CalTypes: method accrual_adjuster (line 467) | def accrual_adjuster(self) -> Adjuster: method payment_adjuster (line 472) | def payment_adjuster(self) -> Adjuster: method payment_adjuster2 (line 477) | def payment_adjuster2(self) -> Adjuster: method payment_adjuster3 (line 482) | def payment_adjuster3(self) -> Adjuster | None: method termination (line 487) | def termination(self) -> datetime: method effective (line 492) | def effective(self) -> datetime: method utermination (line 497) | def utermination(self) -> datetime: method ueffective (line 502) | def ueffective(self) -> datetime: method ufront_stub (line 507) | def ufront_stub(self) -> datetime | None: method uback_stub (line 512) | def uback_stub(self) -> datetime | None: method roll (line 517) | def roll(self) -> str | int | NoInput: method table (line 532) | def table(self) -> DataFrame: method _stubs (line 551) | def _stubs(self) -> list[bool]: method n_periods (line 561) | def n_periods(self) -> int: method __repr__ (line 565) | def __repr__(self) -> str: method __str__ (line 568) | def __str__(self) -> str: method is_regular (line 576) | def is_regular(self) -> bool: method to_json (line 580) | def to_json(self) -> str: function _validate_effective (line 590) | def _validate_effective( function _validate_termination (line 628) | def _validate_termination( FILE: python/rateslib/serialization/json.py function _pynative_from_json (line 54) | def _pynative_from_json(name: str, json: dict[str, Any] | str) -> Any: function from_json (line 62) | def from_json(json: str) -> Any: FILE: python/rateslib/serialization/utils.py function _dualtypes_to_json (line 29) | def _dualtypes_to_json(val: DualTypes) -> str: function _enum_to_json (line 37) | def _enum_to_json(val: Enum) -> str: function _obj_to_json (line 41) | def _obj_to_json(val: Any) -> str: FILE: python/rateslib/solver.py class Gradients (line 71) | class Gradients: method J (line 113) | def J(self) -> NDArray[Nf64]: method grad_v_rT (line 129) | def grad_v_rT(self) -> NDArray[Nf64]: method J2 (line 136) | def J2(self) -> NDArray[Nf64]: method grad_v_v_rT (line 160) | def grad_v_v_rT(self) -> NDArray[Nf64]: method grad_v_g (line 167) | def grad_v_g(self) -> NDArray[Nf64]: method grad_s_vT (line 181) | def grad_s_vT(self) -> NDArray[Nf64]: method _grad_s_vT_final_iteration_dual (line 194) | def _grad_s_vT_final_iteration_dual(self, algorithm: str | None = None... method _grad_s_vT_final_iteration_analytical (line 208) | def _grad_s_vT_final_iteration_analytical(self) -> NDArray[Nf64]: method _grad_s_vT_fixed_point_iteration (line 217) | def _grad_s_vT_fixed_point_iteration(self) -> NDArray[Nf64]: method grad_s_s_vT (line 245) | def grad_s_s_vT(self) -> NDArray[Nf64]: method _grad_s_s_vT_fwd_difference_method (line 258) | def _grad_s_s_vT_fwd_difference_method(self) -> NDArray[Nf64]: method _grad_s_s_vT_final_iteration_analytical (line 275) | def _grad_s_s_vT_final_iteration_analytical(self, use_pre: bool = Fals... method grad_f_rT_pre (line 301) | def grad_f_rT_pre(self, fx_vars: Sequence[str]) -> NDArray[Nf64]: method J2_pre (line 319) | def J2_pre(self) -> NDArray[Nf64]: method grad_f_v_rT_pre (line 359) | def grad_f_v_rT_pre(self, fx_vars: Sequence[str]) -> NDArray[Nf64]: method grad_f_f_rT_pre (line 381) | def grad_f_f_rT_pre(self, fx_vars: Sequence[str]) -> NDArray[Nf64]: method grad_s_s_vT_pre (line 403) | def grad_s_s_vT_pre(self) -> NDArray[Nf64]: method grad_v_v_rT_pre (line 420) | def grad_v_v_rT_pre(self) -> NDArray[Nf64]: method grad_f_s_vT_pre (line 426) | def grad_f_s_vT_pre(self, fx_vars: Sequence[str]) -> NDArray[Nf64]: method grad_f_f_vT_pre (line 446) | def grad_f_f_vT_pre(self, fx_vars: Sequence[str]) -> NDArray[Nf64]: method grad_f_vT_pre (line 466) | def grad_f_vT_pre(self, fx_vars: Sequence[str]) -> NDArray[Nf64]: method grad_f_f (line 485) | def grad_f_f(self, f: Dual | Dual2 | Variable, fx_vars: Sequence[str])... method grad_s_vT_pre (line 507) | def grad_s_vT_pre(self) -> NDArray[Nf64]: method grad_s_f_pre (line 546) | def grad_s_f_pre(self, f: Dual | Dual2 | Variable) -> NDArray[Nf64]: method grad_s_sT_f_pre (line 565) | def grad_s_sT_f_pre(self, f: Dual | Dual2 | Variable) -> NDArray[Nf64]: method grad_f_sT_f_pre (line 588) | def grad_f_sT_f_pre(self, f: Dual | Dual2 | Variable, fx_vars: Sequenc... method grad_f_fT_f_pre (line 622) | def grad_f_fT_f_pre(self, f: Dual | Dual2 | Variable, fx_vars: Sequenc... method grad_s_Ploc (line 662) | def grad_s_Ploc(self, npv: Dual | Dual2 | Variable) -> NDArray[Nf64]: method grad_f_Ploc (line 678) | def grad_f_Ploc(self, npv: Dual | Dual2 | Variable, fx_vars: Sequence[... method grad_s_Pbase (line 698) | def grad_s_Pbase( method grad_f_Pbase (line 723) | def grad_f_Pbase( method grad_s_sT_Ploc (line 753) | def grad_s_sT_Ploc(self, npv: Dual2 | Variable) -> NDArray[Nf64]: method gradp_f_vT_Ploc (line 783) | def gradp_f_vT_Ploc( method grad_f_sT_Ploc (line 804) | def grad_f_sT_Ploc(self, npv: Dual | Dual2 | Variable, fx_vars: Sequen... method grad_f_fT_Ploc (line 831) | def grad_f_fT_Ploc(self, npv: Dual | Dual2 | Variable, fx_vars: Sequen... method grad_s_sT_Pbase (line 863) | def grad_s_sT_Pbase( method grad_f_sT_Pbase (line 897) | def grad_f_sT_Pbase( method grad_f_fT_Pbase (line 937) | def grad_f_fT_Pbase( class Solver (line 987) | class Solver(Gradients, _WithState): method __init__ (line 1140) | def __init__( method __repr__ (line 1281) | def __repr__(self) -> str: method _set_new_state (line 1286) | def _set_new_state(self) -> None: method _do_not_validate (line 1291) | def _do_not_validate(self) -> bool: method _do_not_validate (line 1295) | def _do_not_validate(self, value: bool) -> None: method _validate_state (line 1300) | def _validate_state(self) -> None: method _validate_and_get_state (line 1331) | def _validate_and_get_state(obj: Any) -> int: method _associated_states (line 1335) | def _associated_states(self) -> dict[str, int]: method _get_composited_state (line 1345) | def _get_composited_state(self) -> int: method _parse_instrument (line 1349) | def _parse_instrument( method _reset_properties_ (line 1401) | def _reset_properties_(self, dual2_only: bool = False) -> None: method _get_pre_curve (line 1454) | def _get_pre_curve(self, obj: str) -> Curve: method _get_pre_fxvol (line 1465) | def _get_pre_fxvol(self, obj: str) -> FXVols: method _get_pre_irvol (line 1476) | def _get_pre_irvol(self, obj: str) -> _BaseIRSmile | _BaseIRCube[Any]: method _get_fx (line 1487) | def _get_fx(self) -> FXForwards_: method result (line 1493) | def result(self) -> dict[str, Any]: method v (line 1508) | def v(self) -> NDArray[Nobject]: method r (line 1519) | def r(self) -> NDArray[Nobject]: # type: ignore[override] method r_pre (line 1532) | def r_pre(self) -> NDArray[Nobject]: # type: ignore[override] method x (line 1554) | def x(self) -> NDArray[Nobject]: method error (line 1569) | def error(self) -> Series[float]: method g (line 1600) | def g(self) -> Dual | Dual2: # type: ignore[override] method _update_step_ (line 1621) | def _update_step_(self, algorithm: str) -> NDArray[Nobject]: method _update_fx (line 1668) | def _update_fx(self) -> None: method iterate (line 1675) | def iterate(self) -> None: method _solver_result (line 1733) | def _solver_result(self, state: int, i: int, time: float) -> None: method _update_curves_with_parameters (line 1738) | def _update_curves_with_parameters(self, v_new: NDArray[Nobject]) -> N... method _set_ad_order (line 1751) | def _set_ad_order(self, order: int) -> None: method delta (line 1764) | def delta( method _get_base_and_fx (line 1890) | def _get_base_and_fx(self, base: str_, fx: FX_) -> tuple[str_, FX_]: method gamma (line 1926) | def gamma( method _pnl_explain (line 2169) | def _pnl_explain( method market_movements (line 2210) | def market_movements(self, solver: Solver) -> DataFrame: method jacobian (line 2249) | def jacobian(self, solver: Solver) -> DataFrame: method exo_delta (line 2347) | def exo_delta( method from_other (line 2434) | def from_other( FILE: python/rateslib/splines/evaluate.py function evaluate (line 24) | def evaluate( FILE: python/rateslib/utils/calendars.py function _get_first_bus_day (line 23) | def _get_first_bus_day(dates: list[datetime], calendar: CalTypes) -> dat... FILE: python/rateslib/verify.py class LicenceNotice (line 34) | class LicenceNotice(UserWarning): class _LicenceStatus (line 70) | class _LicenceStatus(Enum): class Licence (line 78) | class Licence: method __init__ (line 83) | def __init__(self) -> None: method _output (line 117) | def _output(self, text: str, *args: Any) -> None: method status (line 123) | def status(self) -> _LicenceStatus: method expiry (line 127) | def expiry(self) -> datetime: method add_licence (line 131) | def add_licence(cls, licence_text: str) -> None: method remove_licence (line 177) | def remove_licence(cls) -> bool: method print_licence (line 203) | def print_licence(cls) -> str: function _rsa_encrypt (line 229) | def _rsa_encrypt(message_int: int, public_key: tuple[int, int]) -> int: function _get_licence_path (line 236) | def _get_licence_path() -> Path: function _get_licence (line 253) | def _get_licence() -> str | None: function _verify_licence (line 263) | def _verify_licence(licence_plaintext: str) -> str | None: FILE: python/rateslib/volatility/fx/base.py class _BaseFXSmile (line 29) | class _BaseFXSmile(_WithState, _WithCache[float, DualTypes]): method ad (line 37) | def ad(self) -> int: method __iter__ (line 41) | def __iter__(self) -> NoReturn: method plot (line 44) | def plot( FILE: python/rateslib/volatility/fx/delta_vol.py class FXDeltaVolSmile (line 75) | class FXDeltaVolSmile(_BaseFXSmile): method __init__ (line 128) | def __init__( method id (line 160) | def id(self) -> str: method meta (line 166) | def meta(self) -> _FXSmileMeta: # type: ignore[override] method nodes (line 171) | def nodes(self) -> _FXDeltaVolSmileNodes: method _n (line 176) | def _n(self) -> int: method __getitem__ (line 180) | def __getitem__(self, item: DualTypes) -> DualTypes: method _get_index (line 199) | def _get_index( method get (line 208) | def get( method get_from_strike (line 266) | def get_from_strike( method _get_node_vector (line 364) | def _get_node_vector(self) -> np.ndarray[tuple[int, ...], np.dtype[np.... method _get_node_vars (line 368) | def _get_node_vars(self) -> tuple[str, ...]: method _plot (line 374) | def _plot( method _set_node_vector (line 414) | def _set_node_vector( method _set_ad_order (line 441) | def _set_ad_order(self, order: int) -> None: method _update_nodes_and_csolve (line 455) | def _update_nodes_and_csolve(self, nodes: dict[float, DualTypes]) -> N... method update (line 461) | def update( method update_node (line 504) | def update_node(self, key: float, value: DualTypes) -> None: class FXDeltaVolSurface (line 544) | class FXDeltaVolSurface(_WithState, _WithCache[datetime, FXDeltaVolSmile]): method __init__ (line 626) | def __init__( method _n (line 666) | def _n(self) -> int: method id (line 671) | def id(self) -> str: method meta (line 677) | def meta(self) -> _FXDeltaVolSurfaceMeta: method ad (line 682) | def ad(self) -> int: method smiles (line 687) | def smiles(self) -> list[FXDeltaVolSmile]: method _get_composited_state (line 691) | def _get_composited_state(self) -> int: method _validate_state (line 694) | def _validate_state(self) -> None: method _set_ad_order (line 701) | def _set_ad_order(self, order: int) -> None: method _set_node_vector (line 708) | def _set_node_vector( method _get_node_vector (line 716) | def _get_node_vector(self) -> np.ndarray[tuple[int, ...], np.dtype[np.... method _get_node_vars (line 720) | def _get_node_vars(self) -> tuple[str, ...]: method get_smile (line 728) | def get_smile(self, expiry: datetime) -> FXDeltaVolSmile: method get_from_strike (line 842) | def get_from_strike( method _get_index (line 888) | def _get_index(self, delta_index: DualTypes, expiry: datetime) -> Dual... method plot (line 895) | def plot(self) -> PlotOutput: function _moneyness_from_atm_delta_one_dimensional (line 905) | def _moneyness_from_atm_delta_one_dimensional( function _moneyness_from_delta_one_dimensional (line 979) | def _moneyness_from_delta_one_dimensional( function _moneyness_from_atm_delta_two_dimensional (line 1063) | def _moneyness_from_atm_delta_two_dimensional( function _moneyness_from_delta_two_dimensional (line 1138) | def _moneyness_from_delta_two_dimensional( function _moneyness_from_delta_three_dimensional (line 1224) | def _moneyness_from_delta_three_dimensional( FILE: python/rateslib/volatility/fx/sabr.py class FXSabrSmile (line 74) | class FXSabrSmile(_BaseFXSmile): method __init__ (line 140) | def __init__( method _n (line 183) | def _n(self) -> int: method id (line 188) | def id(self) -> str: method meta (line 194) | def meta(self) -> _FXSmileMeta: # type: ignore[override] method nodes (line 199) | def nodes(self) -> _SabrSmileNodes: method get_from_strike (line 203) | def get_from_strike( method _d_sabr_d_k_or_f (line 273) | def _d_sabr_d_k_or_f( method _get_node_vector (line 312) | def _get_node_vector(self) -> np.ndarray[tuple[int, ...], np.dtype[np.... method _get_node_vars (line 316) | def _get_node_vars(self) -> tuple[str, ...]: method _set_node_vector (line 322) | def _set_node_vector( method _set_ad_order (line 362) | def _set_ad_order(self, order: int) -> None: method update_node (line 382) | def update_node(self, key: str, value: DualTypes) -> None: method _plot (line 419) | def _plot( class FXSabrSurface (line 468) | class FXSabrSurface(_WithState, _WithCache[datetime, FXSabrSmile]): method __init__ (line 545) | def __init__( method _n (line 588) | def _n(self) -> int: method id (line 593) | def id(self) -> str: method meta (line 599) | def meta(self) -> _FXSabrSurfaceMeta: method ad (line 604) | def ad(self) -> int: method smiles (line 609) | def smiles(self) -> list[FXSabrSmile]: method _get_composited_state (line 613) | def _get_composited_state(self) -> int: method _validate_state (line 616) | def _validate_state(self) -> None: method _set_ad_order (line 623) | def _set_ad_order(self, order: int) -> None: method _set_node_vector (line 630) | def _set_node_vector( method _get_node_vector (line 638) | def _get_node_vector(self) -> np.ndarray[tuple[int, ...], np.dtype[np.... method _get_node_vars (line 642) | def _get_node_vars(self) -> tuple[str, ...]: method get_from_strike (line 650) | def get_from_strike( method _d_sabr_d_k_or_f (line 692) | def _d_sabr_d_k_or_f( FILE: python/rateslib/volatility/fx/utils.py class _FXSmileMeta (line 49) | class _FXSmileMeta: method eval_date (line 63) | def eval_date(self) -> datetime: method expiry (line 68) | def expiry(self) -> datetime: method plot_x_axis (line 73) | def plot_x_axis(self) -> str: method delta_type (line 79) | def delta_type(self) -> FXDeltaMethod: method calendar (line 84) | def calendar(self) -> CalTypes: method pair (line 89) | def pair(self) -> str | None: method t_expiry (line 94) | def t_expiry(self) -> float: method t_expiry_sqrt (line 99) | def t_expiry_sqrt(self) -> float: method delivery (line 105) | def delivery(self) -> datetime: method delivery_lag (line 110) | def delivery_lag(self) -> int: class _FXDeltaVolSmileNodes (line 115) | class _FXDeltaVolSmileNodes: method __init__ (line 125) | def __init__(self, nodes: dict[float, DualTypes], meta: _FXSmileMeta) ... method __eq__ (line 148) | def __eq__(self, other: Any) -> bool: method plot_upper_bound (line 154) | def plot_upper_bound(self) -> float: method meta (line 169) | def meta(self) -> _FXSmileMeta: method nodes (line 174) | def nodes(self) -> dict[float, DualTypes]: method keys (line 179) | def keys(self) -> list[float]: method values (line 184) | def values(self) -> list[DualTypes]: method n (line 189) | def n(self) -> int: method spline (line 194) | def spline(self) -> _FXDeltaVolSpline: class _FXDeltaVolSpline (line 199) | class _FXDeltaVolSpline: method __init__ (line 208) | def __init__(self, t: list[float]) -> None: method t (line 213) | def t(self) -> list[float]: method spline (line 218) | def spline(self) -> PPSplineF64 | PPSplineDual | PPSplineDual2: method _csolve_n_other (line 223) | def _csolve_n_other( method csolve (line 253) | def csolve(self, nodes: _FXDeltaVolSmileNodes, ad: int) -> None: method to_json (line 284) | def to_json(self) -> str: method _from_json (line 304) | def _from_json(cls, loaded_json: dict[str, Any]) -> _FXDeltaVolSpline: method __eq__ (line 309) | def __eq__(self, other: Any) -> bool: class _FXDeltaVolSurfaceMeta (line 320) | class _FXDeltaVolSurfaceMeta: method __post_init__ (line 333) | def __post_init__(self) -> None: method delta_indexes (line 339) | def delta_indexes(self) -> list[float]: method expiries (line 345) | def expiries(self) -> list[datetime]: method expiries_posix (line 351) | def expiries_posix(self) -> list[float]: method weights (line 356) | def weights(self) -> Series[float] | None: method weights_cum (line 361) | def weights_cum(self) -> Series[float] | None: method eval_date (line 370) | def eval_date(self) -> datetime: method eval_posix (line 375) | def eval_posix(self) -> float: method delta_type (line 380) | def delta_type(self) -> FXDeltaMethod: method plot_x_axis (line 386) | def plot_x_axis(self) -> str: class _FXSabrSurfaceMeta (line 393) | class _FXSabrSurfaceMeta: method __post_init__ (line 406) | def __post_init__(self) -> None: method weights (line 412) | def weights(self) -> Series[float] | None: method weights_cum (line 417) | def weights_cum(self) -> Series[float] | None: method expiries (line 426) | def expiries(self) -> list[datetime]: method expiries_posix (line 432) | def expiries_posix(self) -> list[float]: method eval_posix (line 437) | def eval_posix(self) -> float: method delivery_lag (line 442) | def delivery_lag(self) -> int: method eval_date (line 447) | def eval_date(self) -> datetime: method pair (line 452) | def pair(self) -> str | None: method calendar (line 457) | def calendar(self) -> CalTypes: function _delta_type_constants (line 462) | def _delta_type_constants( function _moneyness_from_atm_delta_closed_form (line 481) | def _moneyness_from_atm_delta_closed_form(vol: DualTypes, t_e: DualTypes... function _moneyness_from_delta_closed_form (line 503) | def _moneyness_from_delta_closed_form( FILE: python/rateslib/volatility/ir/base.py class _WithMutability (line 56) | class _WithMutability(ABC): method _n (line 64) | def _n(self) -> int: method _ini_solve (line 70) | def _ini_solve(self) -> int: method _get_node_vector (line 76) | def _get_node_vector(self) -> np.ndarray[tuple[int, ...], np.dtype[np.... method _get_node_vars (line 81) | def _get_node_vars(self) -> tuple[str, ...]: method _set_node_vector_direct (line 90) | def _set_node_vector_direct( method _set_ad_order_direct (line 101) | def _set_ad_order_direct(self, order: int | None) -> None: method _set_single_node (line 113) | def _set_single_node(self, key: Any, value: DualTypes) -> None: method _set_node_vector (line 121) | def _set_node_vector( method _set_ad_order (line 131) | def _set_ad_order(self, order: int | None) -> None: method update_node (line 152) | def update_node(self, key: str, value: DualTypes) -> None: class _BaseIRSmile (line 182) | class _BaseIRSmile(_WithState, _WithCache[float, DualTypes], ABC): method id (line 212) | def id(self) -> str: method ad (line 220) | def ad(self) -> int: method meta (line 227) | def meta(self) -> _IRSmileMeta: method pricing_params (line 233) | def pricing_params(self) -> Iterable[float | Dual | Dual2 | Variable]: method _get_from_strike (line 239) | def _get_from_strike( method _plot (line 263) | def _plot( method _d_sigma_d_f (line 274) | def _d_sigma_d_f( method _plot_conversion (line 284) | def _plot_conversion( method plot (line 332) | def plot( method get_from_strike (line 425) | def get_from_strike( method __iter__ (line 481) | def __iter__(self) -> NoReturn: class _BaseIRCube (line 485) | class _BaseIRCube(Generic[T], _WithState, _WithCache[tuple[datetime, dat... method id (line 515) | def id(self) -> str: method ad (line 523) | def ad(self) -> int: method meta (line 530) | def meta(self) -> _IRCubeMeta: method pricing_params (line 536) | def pricing_params(self) -> Arr3dObj: method _bilinear_interpolation (line 540) | def _bilinear_interpolation( method _construct_smile (line 671) | def _construct_smile( method get_from_strike (line 697) | def get_from_strike( method get_smile (line 733) | def get_smile(self, expiry: datetime | str, tenor: datetime | str) -> ... method _get_node_vector (line 768) | def _get_node_vector(self) -> Arr1dObj: method _get_node_vars (line 772) | def _get_node_vars(self) -> tuple[str, ...]: method _set_single_node (line 780) | def _set_single_node( method _set_single_node_direct (line 826) | def _set_single_node_direct(self, key: tuple[datetime, datetime, T], v... FILE: python/rateslib/volatility/ir/sabr.py class IRSabrSmile (line 54) | class IRSabrSmile(_BaseIRSmile, _WithMutability): method __init__ (line 163) | def __init__( method _n (line 212) | def _n(self) -> int: method _ini_solve (line 216) | def _ini_solve(self) -> int: method id (line 220) | def id(self) -> str: method nodes (line 226) | def nodes(self) -> _SabrSmileNodes: method _d_sabr_d_k_or_f (line 230) | def _d_sabr_d_k_or_f( method _get_node_vector (line 270) | def _get_node_vector(self) -> np.ndarray[tuple[int, ...], np.dtype[np.... method _get_node_vars (line 274) | def _get_node_vars(self) -> tuple[str, ...]: method _set_node_vector_direct (line 278) | def _set_node_vector_direct( method _set_ad_order_direct (line 317) | def _set_ad_order_direct(self, order: int | None) -> None: method _set_single_node (line 337) | def _set_single_node(self, key: str, value: DualTypes) -> None: method _plot (line 348) | def _plot( method ad (line 373) | def ad(self) -> int: method pricing_params (line 379) | def pricing_params(self) -> tuple[float | Dual | Dual2 | Variable, ...]: method meta (line 385) | def meta(self) -> _IRSmileMeta: method _get_from_strike (line 389) | def _get_from_strike(self, k: DualTypes, f: DualTypes) -> _IRVolPricin... method _d_sigma_d_f (line 430) | def _d_sigma_d_f( class IRSabrCube (line 450) | class IRSabrCube(_BaseIRCube[str], _WithMutability): method __init__ (line 550) | def __init__( method beta (line 593) | def beta(self) -> DualTypes: method alpha (line 599) | def alpha(self) -> DataFrame: method alpha_float (line 609) | def alpha_float(self) -> DataFrame: method rho (line 615) | def rho(self) -> DataFrame: method rho_float (line 625) | def rho_float(self) -> DataFrame: method nu (line 631) | def nu(self) -> DataFrame: method nu_float (line 641) | def nu_float(self) -> DataFrame: method _n (line 647) | def _n(self) -> int: method id (line 654) | def id(self) -> str: method meta (line 660) | def meta(self) -> _IRCubeMeta: method pricing_params (line 665) | def pricing_params(self) -> Arr3dObj: method ad (line 670) | def ad(self) -> int: method _set_ad_order_direct (line 674) | def _set_ad_order_direct(self, order: int | None) -> None: method _set_node_vector_direct (line 692) | def _set_node_vector_direct( method _get_node_vector (line 729) | def _get_node_vector(self) -> Arr1dObj: method _get_node_vars (line 739) | def _get_node_vars(self) -> tuple[str, ...]: method _set_single_node_direct (line 750) | def _set_single_node_direct( FILE: python/rateslib/volatility/ir/spline.py class _IRSplineSmileNodes (line 59) | class _IRSplineSmileNodes: method __init__ (line 68) | def __init__(self, nodes: dict[float, DualTypes], k: int) -> None: method __eq__ (line 86) | def __eq__(self, other: Any) -> bool: method nodes (line 92) | def nodes(self) -> dict[float, DualTypes]: method keys (line 97) | def keys(self) -> list[float]: method values (line 102) | def values(self) -> list[DualTypes]: method n (line 107) | def n(self) -> int: method k (line 112) | def k(self) -> int: method spline (line 117) | def spline(self) -> _IRVolSpline: class _IRVolSpline (line 122) | class _IRVolSpline: method __init__ (line 132) | def __init__(self, t: list[float], k: int) -> None: method t (line 138) | def t(self) -> list[float]: method k (line 143) | def k(self) -> int: method spline (line 148) | def spline(self) -> PPSplineF64 | PPSplineDual | PPSplineDual2: method evaluate (line 153) | def evaluate(self, x: DualTypes, m: int = 0) -> Number: method _csolve_n_other (line 157) | def _csolve_n_other( method csolve (line 187) | def csolve(self, nodes: _IRSplineSmileNodes, ad: int) -> None: method __eq__ (line 244) | def __eq__(self, other: Any) -> bool: class IRSplineSmile (line 254) | class IRSplineSmile(_BaseIRSmile, _WithMutability): method __init__ (line 377) | def __init__( method _n (line 420) | def _n(self) -> int: method _ini_solve (line 424) | def _ini_solve(self) -> int: method id (line 428) | def id(self) -> str: method nodes (line 434) | def nodes(self) -> _IRSplineSmileNodes: method _get_node_vector (line 440) | def _get_node_vector(self) -> np.ndarray[tuple[int, ...], np.dtype[np.... method _get_node_vars (line 444) | def _get_node_vars(self) -> tuple[str, ...]: method _set_node_vector_direct (line 448) | def _set_node_vector_direct( method _set_ad_order_direct (line 474) | def _set_ad_order_direct(self, order: int | None) -> None: method _set_single_node (line 491) | def _set_single_node(self, key: float, value: DualTypes) -> None: method _plot (line 499) | def _plot( method ad (line 531) | def ad(self) -> int: method pricing_params (line 537) | def pricing_params(self) -> Sequence[float | Dual | Dual2 | Variable]: method meta (line 543) | def meta(self) -> _IRSmileMeta: method _get_from_strike (line 547) | def _get_from_strike(self, k: DualTypes, f: DualTypes) -> _IRVolPricin... method _d_sigma_d_f (line 579) | def _d_sigma_d_f( class IRSplineCube (line 590) | class IRSplineCube(_BaseIRCube[float | Variable], _WithMutability): method __init__ (line 703) | def __init__( method _n (line 754) | def _n(self) -> int: method id (line 762) | def id(self) -> str: method meta (line 768) | def meta(self) -> _IRCubeMeta: method pricing_params (line 773) | def pricing_params(self) -> Arr3dObj: method ad (line 778) | def ad(self) -> int: method _set_ad_order_direct (line 782) | def _set_ad_order_direct(self, order: int | None) -> None: method _set_node_vector_direct (line 798) | def _set_node_vector_direct( method _set_single_node_direct (line 826) | def _set_single_node_direct( FILE: python/rateslib/volatility/ir/utils.py class _IRVolPricingParams (line 41) | class _IRVolPricingParams(NamedTuple): method rate_shift (line 63) | def rate_shift(self) -> DualTypes: class _IRSmileMeta (line 69) | class _IRSmileMeta: method __init__ (line 75) | def __init__( method time_scalar (line 105) | def time_scalar(self) -> DualTypes: method pricing_model (line 110) | def pricing_model(self) -> OptionPricingModel: method eval_date (line 115) | def eval_date(self) -> datetime: method shift (line 120) | def shift(self) -> DualTypes: method rate_shift (line 127) | def rate_shift(self) -> DualTypes: method plot_x_axis (line 134) | def plot_x_axis(self) -> str: method plot_y_axis (line 140) | def plot_y_axis(self) -> str: method irs_series (line 146) | def irs_series(self) -> IRSSeries: method expiry_input (line 151) | def expiry_input(self) -> datetime | str: method expiry (line 156) | def expiry(self) -> datetime: method tenor_input (line 169) | def tenor_input(self) -> datetime | str: method irs_fixing (line 174) | def irs_fixing(self) -> IRSFixing: method t_expiry (line 180) | def t_expiry(self) -> DualTypes: method _t_expiry (line 184) | def _t_expiry(self, expiry: datetime) -> DualTypes: method t_expiry_sqrt (line 189) | def t_expiry_sqrt(self) -> DualTypes: class _IRCubeMeta (line 196) | class _IRCubeMeta: method __post_init__ (line 212) | def __post_init__(self) -> None: method shift (line 228) | def shift(self) -> DualTypes: method _n_expiries (line 235) | def _n_expiries(self) -> int: method _n_tenors (line 240) | def _n_tenors(self) -> int: method irs_series (line 245) | def irs_series(self) -> IRSSeries: method smile_params (line 253) | def smile_params(self) -> dict[str, Any]: method weights (line 261) | def weights(self) -> Series[float] | NoInput: method time_scalars (line 266) | def time_scalars(self) -> Series[float] | NoInput: method tenors (line 277) | def tenors(self) -> list[str]: method indexes (line 282) | def indexes(self) -> list[Any]: method tenor_dates (line 287) | def tenor_dates(self) -> Arr2dObj: method tenor_dates_posix (line 302) | def tenor_dates_posix(self) -> Arr2dObj: method _t_expiry (line 309) | def _t_expiry(self, expiry: datetime) -> float: method expiries (line 319) | def expiries(self) -> list[datetime | str]: method expiry_dates (line 324) | def expiry_dates(self) -> list[datetime]: method expiries_posix (line 342) | def expiries_posix(self) -> list[float]: method eval_posix (line 347) | def eval_posix(self) -> float: method eval_date (line 352) | def eval_date(self) -> datetime: method pricing_model (line 357) | def pricing_model(self) -> OptionPricingModel: function _get_ir_expiry_and_payment (line 362) | def _get_ir_expiry_and_payment( function _get_ir_expiry (line 423) | def _get_ir_expiry( function _get_ir_tenor (line 462) | def _get_ir_tenor( function _bilinear_interp (line 502) | def _bilinear_interp( function _scale_weights (line 524) | def _scale_weights( FILE: python/rateslib/volatility/utils.py class _SabrSmileNodes (line 52) | class _SabrSmileNodes: method alpha (line 64) | def alpha(self) -> Number: method beta (line 69) | def beta(self) -> float | Variable: method rho (line 74) | def rho(self) -> Number: method nu (line 79) | def nu(self) -> Number: method n (line 84) | def n(self) -> int: function _validate_weights (line 89) | def _validate_weights( function _t_var_interp (line 116) | def _t_var_interp( function _t_var_interp_d_sabr_d_k_or_f (line 184) | def _t_var_interp_d_sabr_d_k_or_f( class _OptionModelBlack76 (line 242) | class _OptionModelBlack76: method _d_plus_min (line 246) | def _d_plus_min( method _d_plus_min_u (line 253) | def _d_plus_min_u(shifted_u: DualTypes, vol_sqrt_t: DualTypes, eta: fl... method _d_min (line 258) | def _d_min( method _d_plus (line 264) | def _d_plus( method _value (line 270) | def _value( method convert_to_bachelier (line 318) | def convert_to_bachelier( method convert_to_new_shift (line 362) | def convert_to_new_shift( class _OptionModelBachelier (line 420) | class _OptionModelBachelier: method _value (line 424) | def _value( method convert_to_black76 (line 465) | def convert_to_black76( class _SabrModel (line 501) | class _SabrModel: method _d_sabr_d_k_or_f (line 505) | def _d_sabr_d_k_or_f( method _sabr_X0 (line 541) | def _sabr_X0( method _sabr_X1 (line 560) | def _sabr_X1( method _sabr_X2 (line 578) | def _sabr_X2( function _surface_index_left (line 600) | def _surface_index_left(expiries_posix: list[float], expiry_posix: float... FILE: python/tests/curves/test_curves.py function curve (line 43) | def curve(): function line_curve (line 57) | def line_curve(): function index_curve (line 70) | def index_curve(): function test_meta_attribute (line 83) | def test_meta_attribute(curve, line_curve): function test_flat_interp (line 89) | def test_flat_interp(method) -> None: function test_linear_interp (line 105) | def test_linear_interp(curve_style, expected, curve, line_curve) -> None: function test_log_linear_interp (line 115) | def test_log_linear_interp() -> None: function test_linear_zero_rate_interp (line 133) | def test_linear_zero_rate_interp() -> None: function test_line_curve_rate (line 138) | def test_line_curve_rate(line_curve) -> None: function test_curve_rate_floating_spread (line 153) | def test_curve_rate_floating_spread(scm, exp) -> None: function test_curve_rate_raises (line 159) | def test_curve_rate_raises(curve) -> None: function test_index_left (line 180) | def test_index_left(li, ll, val, expected) -> None: function test_zero_rate_plot (line 185) | def test_zero_rate_plot() -> None: function test_curve_equality_type_differ (line 200) | def test_curve_equality_type_differ(curve, line_curve) -> None: function test_copy_curve (line 204) | def test_copy_curve(curve, line_curve) -> None: function test_curve_equality_checks (line 224) | def test_curve_equality_checks(attr, val, curve) -> None: function test_curve_equality_spline_coeffs (line 231) | def test_curve_equality_spline_coeffs() -> None: function test_curve_interp_raises (line 285) | def test_curve_interp_raises() -> None: function test_curve_sorted_nodes_raises (line 300) | def test_curve_sorted_nodes_raises() -> None: function test_curve_interp_case (line 312) | def test_curve_interp_case() -> None: function test_custom_interpolator (line 336) | def test_custom_interpolator() -> None: function test_df_is_zero_in_past (line 354) | def test_df_is_zero_in_past(curve) -> None: function test_curve_none_return (line 358) | def test_curve_none_return(curve) -> None: function test_spline_endpoints (line 372) | def test_spline_endpoints(endpoints, expected) -> None: function test_spline_endpoints_raise (line 402) | def test_spline_endpoints_raise(endpoints) -> None: function test_not_a_knot_raises (line 429) | def test_not_a_knot_raises() -> None: function test_set_ad_order_no_spline (line 452) | def test_set_ad_order_no_spline() -> None: function test_set_ad_order_raises (line 478) | def test_set_ad_order_raises(curve) -> None: function test_index_left_raises (line 483) | def test_index_left_raises() -> None: function test_curve_shift_ad_order (line 516) | def test_curve_shift_ad_order(ad_order) -> None: function test_curve_shift_association (line 554) | def test_curve_shift_association() -> None: function test_curve_shift_dual_input (line 578) | def test_curve_shift_dual_input() -> None: function test_composite_curve_shift (line 611) | def test_composite_curve_shift() -> None: function test_linecurve_shift (line 622) | def test_linecurve_shift(ad_order) -> None: function test_linecurve_shift_dual_input (line 656) | def test_linecurve_shift_dual_input() -> None: function test_indexcurve_shift (line 691) | def test_indexcurve_shift(ad_order) -> None: function test_indexcurve_shift_dual_input (line 728) | def test_indexcurve_shift_dual_input() -> None: function test_curve_shift_ad_orders (line 770) | def test_curve_shift_ad_orders(curve, line_curve, index_curve, c_obj, in... function test_curve_translate (line 924) | def test_curve_translate(crv, tol) -> None: function test_curve_roll (line 999) | def test_curve_roll(crv, dates) -> None: function test_curve_roll_copy (line 1029) | def test_curve_roll_copy(curve) -> None: function test_curve_spline_warning (line 1034) | def test_curve_spline_warning() -> None: function test_index_curve_roll (line 1061) | def test_index_curve_roll() -> None: function test_index_value_series (line 1120) | def test_index_value_series(s) -> None: function test_curve_translate_raises (line 1138) | def test_curve_translate_raises(curve) -> None: function test_curve_zero_width_rate_raises (line 1143) | def test_curve_zero_width_rate_raises(curve) -> None: function test_set_node_vector_updates_ad_attribute (line 1148) | def test_set_node_vector_updates_ad_attribute(curve) -> None: function test_average_rate (line 1162) | def test_average_rate(convention, expected): function test_spline_interpolation_feature (line 1174) | def test_spline_interpolation_feature(curve): function test_conventions_and_calendar_unnecessary (line 1189) | def test_conventions_and_calendar_unnecessary(): class TestCurve (line 1207) | class TestCurve: method test_repr (line 1208) | def test_repr(self): method test_cache_clear_and_defaults (line 1221) | def test_cache_clear_and_defaults(self): method test_typing_as_base_curve (line 1239) | def test_typing_as_base_curve(self): method test_curve_translate_knots_raises (line 1252) | def test_curve_translate_knots_raises(self) -> None: method test_calendar_passed_to_rate_dcf (line 1280) | def test_calendar_passed_to_rate_dcf(self): method test_linear_bus_interpolation (line 1330) | def test_linear_bus_interpolation(self, interpolation) -> None: method test_update_meta (line 1351) | def test_update_meta(self, curve): method test_no_termination (line 1355) | def test_no_termination(self, curve): method test_index_value_lag_mismatch (line 1359) | def test_index_value_lag_mismatch(self, index_curve): method test_update_node_raises (line 1367) | def test_update_node_raises(self, curve): class TestLineCurve (line 1372) | class TestLineCurve: method test_repr (line 1373) | def test_repr(self): method test_typing_as_base_curve (line 1386) | def test_typing_as_base_curve(self): method test_index_values_raises (line 1398) | def test_index_values_raises(self, line_curve): class TestIndexCurve (line 1403) | class TestIndexCurve: method test_curve_index_linear_daily_interp (line 1404) | def test_curve_index_linear_daily_interp(self) -> None: method test_index_value_raises (line 1424) | def test_index_value_raises(self) -> None: method test_roll_preserves_ad (line 1430) | def test_roll_preserves_ad(self, ad) -> None: method test_historic_rate_is_none (line 1441) | def test_historic_rate_is_none(self) -> None: method test_repr (line 1450) | def test_repr(self): method test_typing_as_base_curve (line 1457) | def test_typing_as_base_curve(self): class TestCompositeCurve (line 1464) | class TestCompositeCurve: method test_long_1day_rate_captured (line 1465) | def test_long_1day_rate_captured(self): method test_curve_df_based (line 1474) | def test_curve_df_based(self) -> None: method test_composite_curve_translate (line 1521) | def test_composite_curve_translate(self) -> None: method test_composite_curve_roll (line 1568) | def test_composite_curve_roll(self) -> None: method test_composite_curve_precheck_cache (line 1630) | def test_composite_curve_precheck_cache(self, method, args) -> None: method test_isinstance_raises (line 1642) | def test_isinstance_raises(self) -> None: method test_attribute_error_raises (line 1656) | def test_attribute_error_raises(self, attribute, val) -> None: method test_line_based (line 1662) | def test_line_based(self) -> None: method test_initial_node_raises (line 1673) | def test_initial_node_raises(self) -> None: method test_index_curves_take_first_value (line 1682) | def test_index_curves_take_first_value(self, lag, base) -> None: method test_index_curves_attributes_warns (line 1697) | def test_index_curves_attributes_warns(self): method test_index_curves_attributes (line 1707) | def test_index_curves_attributes(self) -> None: method test_index_curves_interp_raises (line 1722) | def test_index_curves_interp_raises(self) -> None: method test_composite_curve_proxies (line 1729) | def test_composite_curve_proxies(self) -> None: method test_composite_curve_no_index_value_raises (line 1755) | def test_composite_curve_no_index_value_raises(self, curve) -> None: method test_historic_rate_is_none (line 1760) | def test_historic_rate_is_none(self) -> None: method test_repr (line 1784) | def test_repr(self): method test_typing_as_base_curve (line 1825) | def test_typing_as_base_curve(self): method test_cache (line 1864) | def test_cache(self): method test_composite_curve_of_composite_curve (line 1889) | def test_composite_curve_of_composite_curve(self): method test_composite_curve_of_composite_line_curve (line 1907) | def test_composite_curve_of_composite_line_curve(self): method test_ad_order_is_max (line 1925) | def test_ad_order_is_max(self): method test_initial_df (line 1933) | def test_initial_df(self): method test_update_meta_raises (line 1941) | def test_update_meta_raises(self): method test_update_meta (line 1948) | def test_update_meta(self): class TestMultiCsaCurve (line 1959) | class TestMultiCsaCurve: method test_historic_rate_is_none (line 1960) | def test_historic_rate_is_none(self) -> None: method test_multi_raises (line 1984) | def test_multi_raises(self, line_curve, curve) -> None: method test_multi_csa_shift (line 1988) | def test_multi_csa_shift(self) -> None: method test_multi_csa (line 2033) | def test_multi_csa(self, caching) -> None: method test_multi_csa_granularity (line 2077) | def test_multi_csa_granularity(self) -> None: method test_repr (line 2088) | def test_repr(self): method test_typing_as_base_curve (line 2124) | def test_typing_as_base_curve(self): method test_multi_csa_curve_precheck_cache (line 2168) | def test_multi_csa_curve_precheck_cache(self, method, args) -> None: method test_multi_csa_curve_add_to_cache (line 2180) | def test_multi_csa_curve_add_to_cache(self): class TestProxyCurve (line 2188) | class TestProxyCurve: method test_repr (line 2189) | def test_repr(self) -> None: method test_typing_as_basecurve (line 2207) | def test_typing_as_basecurve(self): method test_cache_is_validated_on_getitem_and_lookup (line 2223) | def test_cache_is_validated_on_getitem_and_lookup(self): method test_update (line 2253) | def test_update(self): class TestPlotCurve (line 2275) | class TestPlotCurve: method test_plot_curve (line 2276) | def test_plot_curve(self, curve) -> None: method test_plot_linecurve (line 2283) | def test_plot_linecurve(self, line_curve) -> None: method test_plot_curve_left (line 2291) | def test_plot_curve_left(self, curve, left) -> None: method test_plot_curve_left_raise (line 2298) | def test_plot_curve_left_raise(self, curve) -> None: method test_plot_curve_right (line 2304) | def test_plot_curve_right(self, curve, right) -> None: method test_plot_curve_right_raise (line 2311) | def test_plot_curve_right_raise(self, curve) -> None: method test_plot_comparators (line 2316) | def test_plot_comparators(self, curve) -> None: method test_plot_diff (line 2325) | def test_plot_diff(self, curve) -> None: method test_plot_index (line 2335) | def test_plot_index(self, left, right) -> None: method test_plot_index_comparators (line 2343) | def test_plot_index_comparators(self) -> None: method test_plot_index_diff (line 2354) | def test_plot_index_diff(self) -> None: method test_plot_index_raises (line 2364) | def test_plot_index_raises(self) -> None: method test_composite_curve_plot (line 2371) | def test_composite_curve_plot(self) -> None: method test_plot_a_rolled_spline_curve (line 2377) | def test_plot_a_rolled_spline_curve(self) -> None: class TestStateAndCache (line 2427) | class TestStateAndCache: method test_method_does_not_change_state (line 2443) | def test_method_does_not_change_state(self, curve, method, args): method test_method_changes_state (line 2472) | def test_method_changes_state(self, curve, method, args): method test_populate_cache (line 2492) | def test_populate_cache(self, curve): method test_method_clears_cache (line 2521) | def test_method_clears_cache(self, curve, method, args): method test_composite_curve_validation_cache_clearing_and_state (line 2528) | def test_composite_curve_validation_cache_clearing_and_state(self, Kla... method test_max_cache_size (line 2554) | def test_max_cache_size(self): class TestIndexValue (line 2573) | class TestIndexValue: method test_dict_raise (line 2574) | def test_dict_raise(self): method test_return_index_fixings_directly (line 2580) | def test_return_index_fixings_directly(self): method test_forecast_from_curve_no_fixings (line 2587) | def test_forecast_from_curve_no_fixings(self, method): method test_forecast_from_curve_no_fixings_methods_identical (line 2600) | def test_forecast_from_curve_no_fixings_methods_identical(self): method test_forecast_from_curve_no_fixings_monthly (line 2612) | def test_forecast_from_curve_no_fixings_monthly(self, date): method test_no_input_return_result_err (line 2625) | def test_no_input_return_result_err(self, method): method test_fixings_type_raises (line 2629) | def test_fixings_type_raises(self, method): method test_no_index_date_raises (line 2633) | def test_no_index_date_raises(self): method test_non_zero_index_lag_with_curve_method_raises (line 2637) | def test_non_zero_index_lag_with_curve_method_raises(self): method test_documentation_uk_dmo_replication (line 2650) | def test_documentation_uk_dmo_replication(self): method test_no_input_return_if_future_based (line 2662) | def test_no_input_return_if_future_based(self): method test_mixed_forecast_value_fixings_with_curve (line 2671) | def test_mixed_forecast_value_fixings_with_curve(self): method test_mixed_forecast_value_fixings_with_curve2 (line 2680) | def test_mixed_forecast_value_fixings_with_curve2(self): method test_keyerror_for_series_using_curve_method (line 2692) | def test_keyerror_for_series_using_curve_method(self): method test_daily_method_returns_directly_if_date_som (line 2697) | def test_daily_method_returns_directly_if_date_som(self): method test_daily_method_returns_err_if_data_unavailable (line 2701) | def test_daily_method_returns_err_if_data_unavailable(self): method test_curve_method_from_curve_with_non_zero_index_lag (line 2706) | def test_curve_method_from_curve_with_non_zero_index_lag(self): method test_series_len_zero (line 2726) | def test_series_len_zero(self, curve, exp): method test_series_and_curve_aligns_with_som_date (line 2731) | def test_series_and_curve_aligns_with_som_date(self): method test_mixed_series_and_curve (line 2738) | def test_mixed_series_and_curve(self): method test_mixed_series_and_curve_inside_range_raises (line 2747) | def test_mixed_series_and_curve_inside_range_raises(self): method test_mixed_series_and_curve_inside_range_reverts_to_curve_due_to_lag (line 2755) | def test_mixed_series_and_curve_inside_range_reverts_to_curve_due_to_l... method test_mixed_series_and_curve_outside_range (line 2764) | def test_mixed_series_and_curve_outside_range(self): method test_mixed_series_and_curve_raises_on_lag (line 2772) | def test_mixed_series_and_curve_raises_on_lag(self): class TestCurveSpline (line 2783) | class TestCurveSpline: method test_equality (line 2786) | def test_equality(self, endpoints, c): method test_inequality (line 2805) | def test_inequality(self, differ): class Test_CreditImpliedCurve (line 2843) | class Test_CreditImpliedCurve: method test_credit_implied_rates (line 2844) | def test_credit_implied_rates(self): method test_risk_free_rates (line 2860) | def test_risk_free_rates(self): method test_hazard_rates (line 2875) | def test_hazard_rates(self): method test_round_trip_hazard (line 2890) | def test_round_trip_hazard(self): method test_round_trip_credit (line 2904) | def test_round_trip_credit(self): method test_meta_dynacism (line 2918) | def test_meta_dynacism(self): method test_meta_dynacism2 (line 2933) | def test_meta_dynacism2(self): class TestMeta (line 2945) | class TestMeta: method test_meta_mutation (line 2946) | def test_meta_mutation(self, curve, line_curve): FILE: python/tests/curves/test_curvesrs.py function curve (line 35) | def curve(): function curvers (line 51) | def curvers(): function indexcurvers (line 64) | def indexcurvers(): function test_get_interpolator (line 90) | def test_get_interpolator(name, expected) -> None: function test_pickle_interpolator (line 105) | def test_pickle_interpolator(name) -> None: function test_get_interpolation (line 113) | def test_get_interpolation(curve) -> None: function test_get_modifier (line 118) | def test_get_modifier(curvers) -> None: function test_get_convention (line 123) | def test_get_convention(curvers) -> None: function test_get_ad (line 128) | def test_get_ad(curvers) -> None: function test_get_interpolator_raises (line 133) | def test_get_interpolator_raises() -> None: function test_get_item (line 138) | def test_get_item(curve, curvers) -> None: function test_json_round_trip (line 148) | def test_json_round_trip(curvers) -> None: function test_interp_constructs (line 164) | def test_interp_constructs(kind) -> None: function test_index_value (line 177) | def test_index_value(indexcurvers) -> None: function test_set_ad_order (line 182) | def test_set_ad_order(curvers) -> None: function test_pickle (line 190) | def test_pickle(curvers) -> None: FILE: python/tests/curves/test_ns.py function test_init (line 21) | def test_init(): function test_cache (line 32) | def test_cache(): function test_special_domain (line 46) | def test_special_domain(): function test_getters (line 55) | def test_getters(): function test_set_ad_order (line 65) | def test_set_ad_order(): FILE: python/tests/curves/test_nss.py function test_init (line 21) | def test_init(): function test_cache (line 32) | def test_cache(): function test_special_domain (line 46) | def test_special_domain(): function test_getters (line 55) | def test_getters(): function test_set_ad_order (line 65) | def test_set_ad_order(): FILE: python/tests/curves/test_sw.py function test_init (line 23) | def test_init(): function test_cache (line 34) | def test_cache(): function test_special_domain (line 48) | def test_special_domain(): function test_getters (line 57) | def test_getters(): function test_set_ad_order (line 76) | def test_set_ad_order(): function test_eiopa_example (line 91) | def test_eiopa_example(): function test_2357_example (line 317) | def test_2357_example(): FILE: python/tests/instruments/test_instruments_bonds_legacy.py function curve (line 41) | def curve(): function curve2 (line 53) | def curve2(): class TestBondCalcMode (line 63) | class TestBondCalcMode: method test_custom_function (line 64) | def test_custom_function(self): method test_custom_function_affects_ytm (line 95) | def test_custom_function_affects_ytm(self): method test_custom_ytm_disc_funcs (line 119) | def test_custom_ytm_disc_funcs(self): class TestFixedRateBond (line 151) | class TestFixedRateBond: method test_metric_ytm_no_fx (line 152) | def test_metric_ytm_no_fx(self) -> None: method test_accrued_in_text (line 171) | def test_accrued_in_text(self) -> None: method test_ex_div (line 199) | def test_ex_div(self, settlement, exp) -> None: method test_fixed_rate_bond_price_ukg (line 212) | def test_fixed_rate_bond_price_ukg(self) -> None: method test_fixed_rate_bond_price_ukg_back_stub (line 244) | def test_fixed_rate_bond_price_ukg_back_stub(self) -> None: method test_fixed_rate_bond_yield_ukg (line 262) | def test_fixed_rate_bond_yield_ukg(self) -> None: method test_fixed_rate_bond_accrual (line 294) | def test_fixed_rate_bond_accrual(self) -> None: method test_fixed_rate_bond_stub_ytm (line 316) | def test_fixed_rate_bond_stub_ytm(self) -> None: method test_fixed_rate_bond_price_ust (line 410) | def test_fixed_rate_bond_price_ust(self, e, t, s, fr, ec, ed, y, se) -... method test_ust_price_street (line 438) | def test_ust_price_street(self, s, exp, acc) -> None: method test_long_stub_first_cashflow (line 450) | def test_long_stub_first_cashflow(self): method test_calc_mode_ytm (line 462) | def test_calc_mode_ytm(self): method test_street_convention_simple_first_period (line 476) | def test_street_convention_simple_first_period(self): method test_sgb_1060s_price_and_accrued (line 501) | def test_sgb_1060s_price_and_accrued(self, settlement, exp_accrued, ex... method test_sgb_ultra_short_ytm (line 518) | def test_sgb_ultra_short_ytm(self): method test_fixed_rate_bond_price_sgb_back_stub (line 529) | def test_fixed_rate_bond_price_sgb_back_stub(self) -> None: method test_settlement_accrued (line 557) | def test_settlement_accrued(self, settlement, exp) -> None: method test_cadgb_price (line 580) | def test_cadgb_price(self, s, exp, acc) -> None: method test_cadgb_price2 (line 607) | def test_cadgb_price2(self, s, exp, acc) -> None: method test_cadgb_price3 (line 625) | def test_cadgb_price3(self) -> None: method test_cadgb_ytm_dirty_calc (line 645) | def test_cadgb_ytm_dirty_calc(self) -> None: method test_cadgb_ytm_indexed_dirty_calc (line 666) | def test_cadgb_ytm_indexed_dirty_calc(self) -> None: method test_de_gb (line 722) | def test_de_gb(self, sett, price, exp_ytm, exp_acc) -> None: method test_de_gb_mm (line 747) | def test_de_gb_mm(self, sett, price, exp_ytm, exp_acc) -> None: method test_long_stub (line 761) | def test_long_stub(self): method test_de_long_front_split_accrued_no_leap (line 766) | def test_de_long_front_split_accrued_no_leap(self): method test_de_long_front_split_accrued_leap (line 777) | def test_de_long_front_split_accrued_leap(self): method test_fr_gb (line 800) | def test_fr_gb(self, sett, price, exp_ytm, exp_acc) -> None: method test_regular_it_gb (line 822) | def test_regular_it_gb(self, sett, price, exp_ytm, exp_acc) -> None: method test_regular_it_gb_final_simple_vs_excel (line 845) | def test_regular_it_gb_final_simple_vs_excel(self, sett, ytm, exp_pric... method test_regular_it_gb_final_simple (line 872) | def test_regular_it_gb_final_simple(self, sett, ytm, exp_price, exp_ac... method test_regular_it_gb_final_simple_vs_excel2 (line 893) | def test_regular_it_gb_final_simple_vs_excel2(self, sett, ytm, exp_pri... method test_no_gb (line 924) | def test_no_gb(self, set_, price, exp_ytm, exp_acc) -> None: method test_nl_gb (line 949) | def test_nl_gb(self, set_, price, exp_ytm, exp_acc) -> None: method test_bny_mellon (line 971) | def test_bny_mellon(self, settlement, price, exp_ytm, exp_acc) -> None: method test_bny_mellon_spec (line 995) | def test_bny_mellon_spec(self, settlement, price, exp_ytm, exp_acc) ->... method test_cali_state_school (line 1021) | def test_cali_state_school(self, settlement, price, exp_ytm, exp_acc) ... method test_new_jersey_transport (line 1045) | def test_new_jersey_transport(self, settlement, price, exp_ytm, exp_ac... method test_thai_example_a3 (line 1060) | def test_thai_example_a3(self): method test_thai_example_a3_exdiv (line 1102) | def test_thai_example_a3_exdiv(self): method test_ch_gb (line 1160) | def test_ch_gb(self, ytm, sett, exp): method test_nz_gb (line 1184) | def test_nz_gb(self, ytm, sett, maturity, coupon, exp): method test_au_gb (line 1208) | def test_au_gb(self, ytm, sett, maturity, coupon, exp): method test_au_gb_docs_basic_formula_worked_example (line 1216) | def test_au_gb_docs_basic_formula_worked_example(self): method test_au_gb_docs_ex_interest_formula_worked_example (line 1222) | def test_au_gb_docs_ex_interest_formula_worked_example(self): method test_au_gb_docs_near_maturing_worked_example (line 1228) | def test_au_gb_docs_near_maturing_worked_example(self): method test_au_gb_docs_near_maturing_ex_interest_worked_example (line 1234) | def test_au_gb_docs_near_maturing_ex_interest_worked_example(self): method test_au_gb_record_date_examples (line 1240) | def test_au_gb_record_date_examples(self): method test_cn_gb (line 1260) | def test_cn_gb(self, ytm, maturity, coupon, exp): method test_fixed_rate_bond_yield_domains (line 1269) | def test_fixed_rate_bond_yield_domains(self) -> None: method test_fixed_rate_bond_ytm_duals (line 1285) | def test_fixed_rate_bond_ytm_duals(self) -> None: method test_fixed_rate_bond_zero_frequency_raises (line 1316) | def test_fixed_rate_bond_zero_frequency_raises(self) -> None: method test_fixed_rate_bond_duration (line 1321) | def test_fixed_rate_bond_duration(self, metric) -> None: method test_fixed_rate_bond_convexity (line 1344) | def test_fixed_rate_bond_convexity(self) -> None: method test_convexity_traditional (line 1363) | def test_convexity_traditional(self): method test_fixed_rate_bond_rate (line 1369) | def test_fixed_rate_bond_rate(self) -> None: method test_initialisation_rate_metric (line 1398) | def test_initialisation_rate_metric(self) -> None: method test_fixed_rate_bond_npv (line 1417) | def test_fixed_rate_bond_npv(self) -> None: method test_fixed_rate_bond_npv_private (line 1443) | def test_fixed_rate_bond_npv_private(self) -> None: method test_fixed_rate_bond_analytic_delta (line 1462) | def test_fixed_rate_bond_analytic_delta(self) -> None: method test_fixed_rate_bond_cashflows (line 1485) | def test_fixed_rate_bond_cashflows(self) -> None: method test_fixed_rate_bond_rate_raises (line 1511) | def test_fixed_rate_bond_rate_raises(self) -> None: method test_fixed_rate_bond_no_amortization (line 1527) | def test_fixed_rate_bond_no_amortization(self) -> None: method test_fixed_rate_bond_forward_price_analogue (line 1549) | def test_fixed_rate_bond_forward_price_analogue(self, f_s, exp) -> None: method test_fixed_rate_bond_forward_price_analogue_dirty (line 1572) | def test_fixed_rate_bond_forward_price_analogue_dirty(self, f_s, exp) ... method test_fixed_rate_bond_forward_price_analogue_ex_div (line 1597) | def test_fixed_rate_bond_forward_price_analogue_ex_div(self, s, f_s, e... method test_fixed_rate_bond_implied_repo (line 1620) | def test_fixed_rate_bond_implied_repo(self, f_s, f_p) -> None: method test_fixed_rate_bond_implied_repo_analogue_dirty (line 1643) | def test_fixed_rate_bond_implied_repo_analogue_dirty(self, f_s, f_p) -... method test_oaspread (line 1663) | def test_oaspread(self, price, tol) -> None: method test_oaspread_low_price (line 1694) | def test_oaspread_low_price(self, price, tol) -> None: method test_oas_spread_with_solver (line 1714) | def test_oas_spread_with_solver(self): method test_oaspread_ift_fwddiff (line 1741) | def test_oaspread_ift_fwddiff(self): method test_oas_spread_metric (line 1753) | def test_oas_spread_metric(self): method test_cashflows_no_curve (line 1764) | def test_cashflows_no_curve(self) -> None: method test_schedule_start_non_business (line 1771) | def test_schedule_start_non_business(self) -> None: method test_random_ytm_collection (line 1781) | def test_random_ytm_collection(self): method test_custom_calc_mode (line 1804) | def test_custom_calc_mode(self): method test_must_have_fixed_rate (line 1830) | def test_must_have_fixed_rate(self): method test_ytm_domains2 (line 1842) | def test_ytm_domains2(self): method test_oas_coupon_on_non_bus_day (line 1856) | def test_oas_coupon_on_non_bus_day(self): method test_dirty_price_on_non_bus_day (line 1875) | def test_dirty_price_on_non_bus_day(self): method test_npv_and_oas_with_adjusted_accrual_on_non_bus_day (line 1906) | def test_npv_and_oas_with_adjusted_accrual_on_non_bus_day(self, bond): method test_fwd_from_repo_ex_div_and_holidays (line 1930) | def test_fwd_from_repo_ex_div_and_holidays(self, settlement, forward_s... method test_repo_from_fwd_ex_div_and_holidays (line 1952) | def test_repo_from_fwd_ex_div_and_holidays(self, settlement, forward_s... method test_183d_ytm (line 1963) | def test_183d_ytm(self): method test_long_back_stub_split_accrued (line 1972) | def test_long_back_stub_split_accrued(self): method test_long_back_front_stubs_split_accrued (line 1980) | def test_long_back_front_stubs_split_accrued(self): method test_coupon_setter (line 1996) | def test_coupon_setter(self): class TestIndexFixedRateBond (line 2003) | class TestIndexFixedRateBond: method test_fixed_rate_bond_price (line 2004) | def test_fixed_rate_bond_price(self) -> None: method test_fixed_rate_bond_zero_frequency_raises (line 2038) | def test_fixed_rate_bond_zero_frequency_raises(self) -> None: method test_fixed_rate_bond_no_amortization (line 2048) | def test_fixed_rate_bond_no_amortization(self) -> None: method test_fixed_rate_bond_rate_raises (line 2064) | def test_fixed_rate_bond_rate_raises(self) -> None: method test_initialisation_rate_metric (line 2087) | def test_initialisation_rate_metric(self) -> None: method test_index_ratio (line 2118) | def test_index_ratio(self, i_fixings, expected) -> None: method test_index_ratio_raises_float_index_fixings (line 2150) | def test_index_ratio_raises_float_index_fixings(self) -> None: method test_fixed_rate_bond_npv_private (line 2172) | def test_fixed_rate_bond_npv_private(self) -> None: method test_index_base_forecast (line 2202) | def test_index_base_forecast(self, curve) -> None: method test_fixed_rate_bond_fwd_rate (line 2231) | def test_fixed_rate_bond_fwd_rate(self) -> None: method test_base_setting_and_index_ratio (line 2291) | def test_base_setting_and_index_ratio(self): method test_accrued_and_indexed_accrued (line 2332) | def test_accrued_and_indexed_accrued(self): method test_fwd_from_repo (line 2385) | def test_fwd_from_repo(self, price, indexed, dirty, expected): method test_repo_from_fwd (line 2432) | def test_repo_from_fwd(self, price, indexed, dirty, fwd_price): method test_duration_index_linked_finite_diff (line 2474) | def test_duration_index_linked_finite_diff(self, indexed_price, indexe... method test_latest_fixing (line 2560) | def test_latest_fixing(self) -> None: method test_rate_with_fx_is_same (line 2585) | def test_rate_with_fx_is_same(self) -> None: method test_spec_kwargs (line 2614) | def test_spec_kwargs(self) -> None: method test_custom_calc_mode (line 2632) | def test_custom_calc_mode(self): method test_fixed_rate_getter_and_setter (line 2661) | def test_fixed_rate_getter_and_setter(self): method test_no_fixed_rate_raises (line 2672) | def test_no_fixed_rate_raises(self): method test_parse_curves (line 2680) | def test_parse_curves(self, curve): method test_rate_docs (line 2704) | def test_rate_docs(self): method test_index_ytm (line 2749) | def test_index_ytm(self): method test_index_ytm2 (line 2802) | def test_index_ytm2(self): method test_index_price (line 2841) | def test_index_price(self): class TestBill (line 2885) | class TestBill: method test_bill_discount_rate (line 2886) | def test_bill_discount_rate(self) -> None: method test_bill_ytm (line 2900) | def test_bill_ytm(self) -> None: method test_bill_ytm2 (line 2915) | def test_bill_ytm2(self) -> None: method test_bill_simple_rate (line 2927) | def test_bill_simple_rate(self) -> None: method test_bill_initialised_rate_metric (line 2942) | def test_bill_initialised_rate_metric(self) -> None: method test_bill_rate (line 2960) | def test_bill_rate(self) -> None: method test_bill_default_calc_mode (line 3007) | def test_bill_default_calc_mode(self) -> None: method test_bill_rate_raises (line 3018) | def test_bill_rate_raises(self) -> None: method test_sgbb (line 3032) | def test_sgbb(self) -> None: method test_nogbb (line 3055) | def test_nogbb(self, e, t, price, y) -> None: method test_text_example (line 3061) | def test_text_example(self) -> None: method test_oaspread (line 3077) | def test_oaspread(self, price, tol) -> None: method test_with_fx_supplied (line 3090) | def test_with_fx_supplied(self) -> None: method test_duration (line 3105) | def test_duration(self) -> None: method test_custom_calc_mode (line 3118) | def test_custom_calc_mode(self): method test_us_gbb_eom (line 3134) | def test_us_gbb_eom(self): method test_se_gbb_eom (line 3138) | def test_se_gbb_eom(self): method test_act_act_icma (line 3142) | def test_act_act_icma(self): method test_ex_div (line 3176) | def test_ex_div(self): method test_bill_roll (line 3185) | def test_bill_roll(self): method test_bill_eom (line 3191) | def test_bill_eom(self): class TestFloatRateNote (line 3198) | class TestFloatRateNote: method test_float_rate_bond_rate_spread (line 3218) | def test_float_rate_bond_rate_spread(self, curve_spd, method, float_sp... method test_float_rate_bond_rate_spread_fx (line 3252) | def test_float_rate_bond_rate_spread_fx(self, curve_spd, method, float... method test_float_rate_bond_accrued (line 3277) | def test_float_rate_bond_accrued(self) -> None: method test_float_rate_bond_rate_metric (line 3305) | def test_float_rate_bond_rate_metric(self, metric, spd, exp) -> None: method test_initialised_rate_metric (line 3334) | def test_initialised_rate_metric(self, metric, spd, exp) -> None: method test_float_rate_bond_accrued_ibor (line 3364) | def test_float_rate_bond_accrued_ibor(self, settlement, expected) -> N... method test_float_rate_bond_raise_frequency (line 3382) | def test_float_rate_bond_raise_frequency(self) -> None: method test_negative_accrued_needs_forecasting (line 3396) | def test_negative_accrued_needs_forecasting(self) -> None: method test_negative_accrued_raises (line 3429) | def test_negative_accrued_raises(self, rate_fixings) -> None: method test_bad_accrued_parameter_combo_raises (line 3451) | def test_bad_accrued_parameter_combo_raises(self, rate_fixings) -> None: method test_accrued_no_fixings_in_period (line 3461) | def test_accrued_no_fixings_in_period(self) -> None: method test_float_rate_bond_analytic_delta (line 3477) | def test_float_rate_bond_analytic_delta(self) -> None: method test_float_rate_bond_forward_prices (line 3511) | def test_float_rate_bond_forward_prices(self, metric, spd, exp) -> None: method test_float_rate_bond_forward_accrued (line 3548) | def test_float_rate_bond_forward_accrued(self) -> None: method test_rate_raises (line 3566) | def test_rate_raises(self, curve) -> None: method test_forecast_ibor (line 3583) | def test_forecast_ibor(self, curve) -> None: method test_oaspread (line 3598) | def test_oaspread(self, price, tol) -> None: method test_settle_method_param_combinations (line 3613) | def test_settle_method_param_combinations(self) -> None: method test_ibor_fixings_table_historical_before_curve (line 3713) | def test_ibor_fixings_table_historical_before_curve(self, curve): method test_ibor_fixings_table_with_fixing (line 3726) | def test_ibor_fixings_table_with_fixing(self, curve): method test_ibor_ytm_rate (line 3742) | def test_ibor_ytm_rate(self, curve): method test_ytm_rate_fixings_provided (line 3776) | def test_ytm_rate_fixings_provided(self, curve): method test_cashflows_known_fixings (line 3807) | def test_cashflows_known_fixings(self): class TestBondFuture (line 3828) | class TestBondFuture: method test_repr (line 3829) | def test_repr(self): method test_conversion_factors_eurex_bund_ytm (line 3855) | def test_conversion_factors_eurex_bund_ytm(self, delivery, mat, coupon... method test_conversion_factors_eurex_bund_method (line 3885) | def test_conversion_factors_eurex_bund_method(self, delivery, issue, m... method test_conversion_factors_eurex_chf_method_jun25 (line 3913) | def test_conversion_factors_eurex_chf_method_jun25( method test_conversion_factors_eurex_chf_method_mar25 (line 3934) | def test_conversion_factors_eurex_chf_method_mar25( method test_conversion_factors_ice_gilt (line 3955) | def test_conversion_factors_ice_gilt(self, mat, coupon, exp) -> None: method test_conversion_factors_ice_gilt_default_spec (line 3974) | def test_conversion_factors_ice_gilt_default_spec(self) -> None: method test_conversion_factors_ice_gilt_default_spec2 (line 4002) | def test_conversion_factors_ice_gilt_default_spec2(self) -> None: method test_conversion_factors_cme_treasury (line 4031) | def test_conversion_factors_cme_treasury(self, mat, coupon, calc_mode,... method test_dlv_screen_print (line 4050) | def test_dlv_screen_print(self) -> None: method test_notional (line 4094) | def test_notional(self) -> None: method test_dirty_in_methods (line 4104) | def test_dirty_in_methods(self) -> None: method test_delivery_in_methods (line 4122) | def test_delivery_in_methods(self) -> None: method test_ctd_index (line 4148) | def test_ctd_index(self) -> None: method test_futures_rates (line 4162) | def test_futures_rates(self, metric, expected, delivery) -> None: method test_future_rate_raises (line 4215) | def test_future_rate_raises(self) -> None: method test_futures_npv (line 4238) | def test_futures_npv(self) -> None: method test_futures_duration_and_convexity (line 4297) | def test_futures_duration_and_convexity(self, delivery) -> None: method test_cms (line 4333) | def test_cms(self): method test_curves_on_individual_bonds (line 4433) | def test_curves_on_individual_bonds(self): method test_curves_supplied_to_rate_method (line 4454) | def test_curves_supplied_to_rate_method(self): method test_curves_supplied_as_future_meta (line 4476) | def test_curves_supplied_as_future_meta(self): FILE: python/tests/instruments/test_instruments_legacy.py function curve (line 88) | def curve(): function curve2 (line 100) | def curve2(): function usdusd (line 111) | def usdusd(): function eureur (line 117) | def eureur(): function usdeur (line 123) | def usdeur(): function simple_solver (line 129) | def simple_solver(): function test_instrument_repr (line 197) | def test_instrument_repr(inst): class TestCurvesandSolver (line 203) | class TestCurvesandSolver: method test_get_curve_from_solver (line 204) | def test_get_curve_from_solver(self) -> None: method test_get_proxy_curve_from_solver (line 379) | def test_get_proxy_curve_from_solver(self, usdusd, usdeur, eureur) -> ... method test_ambiguous_curve_in_out_id_solver_raises (line 394) | def test_ambiguous_curve_in_out_id_solver_raises(self) -> None: method test_get_multicsa_curve_from_solver (line 406) | def test_get_multicsa_curve_from_solver(self, usdusd, usdeur, eureur) ... class TestSolverFXandBase (line 422) | class TestSolverFXandBase: method setup_class (line 428) | def setup_class(cls): method teardown_class (line 455) | def teardown_class(cls): method test_base_and_fx (line 463) | def test_base_and_fx(self) -> None: method test_base_and_solverfx (line 480) | def test_base_and_solverfx(self) -> None: method test_base_and_fx_and_solverfx (line 489) | def test_base_and_fx_and_solverfx(self) -> None: method test_base_only (line 508) | def test_base_only(self) -> None: method test_base_solvernofx (line 518) | def test_base_solvernofx(self) -> None: method test_no_args (line 530) | def test_no_args(self) -> None: method test_fx (line 536) | def test_fx(self) -> None: method test_fx_solverfx (line 542) | def test_fx_solverfx(self) -> None: method test_solverfx (line 561) | def test_solverfx(self) -> None: class TestNullPricing (line 574) | class TestNullPricing: method test_null_priced_delta (line 681) | def test_null_priced_delta(self, inst) -> None: method test_instruments_that_cannot_be_set_to_mid_market_if_null_priced (line 742) | def test_instruments_that_cannot_be_set_to_mid_market_if_null_priced(s... method test_null_priced_delta_xcs_float_spread (line 814) | def test_null_priced_delta_xcs_float_spread(self, inst) -> None: method test_null_priced_delta2 (line 867) | def test_null_priced_delta2(self, inst) -> None: method test_null_priced_gamma2 (line 918) | def test_null_priced_gamma2(self, inst) -> None: method test_null_priced_delta_round_trip_one_pricing_param (line 978) | def test_null_priced_delta_round_trip_one_pricing_param(self, inst, pa... method test_null_priced_delta_round_trip_one_pricing_param_fx_fix (line 1029) | def test_null_priced_delta_round_trip_one_pricing_param_fx_fix(self, i... method test_set_pricing_does_not_overwrite_unpriced_status (line 1178) | def test_set_pricing_does_not_overwrite_unpriced_status(self, inst): method test_set_pricing_does_not_overwrite_unpriced_status_single_currency_inst (line 1256) | def test_set_pricing_does_not_overwrite_unpriced_status_single_currenc... class TestIRS (line 1322) | class TestIRS: method test_irs_rate (line 1331) | def test_irs_rate(self, curve, float_spread, fixed_rate, expected) -> ... method test_irs_spread_none_simple (line 1356) | def test_irs_spread_none_simple(self, curve, float_spread, fixed_rate,... method test_irs_spread_isda_compound (line 1387) | def test_irs_spread_isda_compound(self, curve, float_spread, fixed_rat... method test_irs_spread_isda_flat_compound (line 1418) | def test_irs_spread_isda_flat_compound(self, curve, float_spread, fixe... method test_irs_npv (line 1440) | def test_irs_npv(self, curve) -> None: method test_irs_cashflows (line 1457) | def test_irs_cashflows(self, curve) -> None: method test_irs_npv_mid_mkt_zero (line 1473) | def test_irs_npv_mid_mkt_zero(self, curve) -> None: method test_sbs_float_spread_raises (line 1500) | def test_sbs_float_spread_raises(self, curve) -> None: method test_index_base_raises (line 1506) | def test_index_base_raises(self) -> None: method test_irs_interpolated_stubs (line 1514) | def test_irs_interpolated_stubs(self, curve) -> None: method test_irs_interpolated_stubs_solver (line 1532) | def test_irs_interpolated_stubs_solver(self) -> None: method test_no_rfr_fixings_raises (line 1556) | def test_no_rfr_fixings_raises(self) -> None: method test_no_rfr_fixings_raises2 (line 1579) | def test_no_rfr_fixings_raises2(self) -> None: method test_1b_tenor_swaps (line 1603) | def test_1b_tenor_swaps(self): method test_1d_tenor_swaps (line 1607) | def test_1d_tenor_swaps(self): method test_fixings_table (line 1611) | def test_fixings_table(self, curve): method test_1d_instruments (line 1616) | def test_1d_instruments(self): method test_custom_amortization_raises (line 1621) | def test_custom_amortization_raises(self): method test_custom_amortization (line 1625) | def test_custom_amortization(self): method test_custom_amortization_as_object (line 1632) | def test_custom_amortization_as_object(self): method test_irs_attributes (line 1642) | def test_irs_attributes(self): method test_irs_parse_curves (line 1651) | def test_irs_parse_curves(self, curve): method test_modifier_as_adjuster (line 1657) | def test_modifier_as_adjuster(self): method test_cny_zero_periods (line 1662) | def test_cny_zero_periods(self): method test_cny_golden_week_npv (line 1712) | def test_cny_golden_week_npv(self): class TestNDIRS (line 1761) | class TestNDIRS: method test_irs_analytic_dv01 (line 1762) | def test_irs_analytic_dv01(self, eureur, usdeur, usdusd) -> None: method test_irs_rate (line 1799) | def test_irs_rate(self, float_spread, fixed_rate, expected, eureur, us... method test_irs_spread_none_simple (line 1830) | def test_irs_spread_none_simple( method test_irs_spread_isda_compound (line 1869) | def test_irs_spread_isda_compound( method test_irs_spread_isda_flat_compound (line 1908) | def test_irs_spread_isda_flat_compound( method test_irs_npv (line 1938) | def test_irs_npv(self, eureur, usdeur, usdusd) -> None: method test_irs_cashflows (line 1964) | def test_irs_cashflows(self, eureur, usdeur, usdusd) -> None: method test_irs_npv_mid_mkt_zero (line 1991) | def test_irs_npv_mid_mkt_zero(self, eureur, usdeur, usdusd) -> None: method test_fixings_table (line 2024) | def test_fixings_table(self, eureur, usdeur, usdusd): method test_irs_parse_curves (line 2049) | def test_irs_parse_curves(self, curve): method test_spec_ndset (line 2055) | def test_spec_ndset(self): method test_real_mkt_example (line 2061) | def test_real_mkt_example(self): class TestIIRS (line 2091) | class TestIIRS: method test_index_base_none_populated (line 2093) | def test_index_base_none_populated(self, curve) -> None: method test_iirs_npv_mid_mkt_zero (line 2113) | def test_iirs_npv_mid_mkt_zero(self, curve) -> None: method test_cashflows (line 2147) | def test_cashflows(self, curve) -> None: method test_npv_no_index_base (line 2182) | def test_npv_no_index_base(self, curve) -> None: method test_cashflows_no_index_base (line 2201) | def test_cashflows_no_index_base(self, curve) -> None: method test_fixings_table (line 2220) | def test_fixings_table(self, curve): method test_fixing_in_the_past (line 2231) | def test_fixing_in_the_past(self): class TestYoYIS (line 2252) | class TestYoYIS: method test_index_fixings (line 2253) | def test_index_fixings(self, curve) -> None: method test_cashflows_no_index_base (line 2307) | def test_cashflows_no_index_base(self, curve) -> None: method test_yoyis_npv_mid_mkt_zero (line 2332) | def test_yoyis_npv_mid_mkt_zero(self, curve) -> None: method test_fixings_table (line 2365) | def test_fixings_table(self, curve): class TestSBS (line 2377) | class TestSBS: method test_sbs_npv (line 2378) | def test_sbs_npv(self, curve) -> None: method test_sbs_rate (line 2388) | def test_sbs_rate(self, curve) -> None: method test_sbs_cashflows (line 2400) | def test_sbs_cashflows(self, curve) -> None: method test_sbs_fixed_rate_raises (line 2417) | def test_sbs_fixed_rate_raises(self, curve) -> None: method test_fixings_table (line 2425) | def test_fixings_table(self, curve): method test_fixings_table_3s1s (line 2430) | def test_fixings_table_3s1s(self, curve, curve2): class TestFRA (line 2446) | class TestFRA: method test_fra_rate (line 2447) | def test_fra_rate(self, curve) -> None: method test_fra_rate_with_spec (line 2461) | def test_fra_rate_with_spec(self): method test_negated_notional (line 2476) | def test_negated_notional(self): method test_fra_npv (line 2483) | def test_fra_npv(self, curve) -> None: method test_fra_cashflows (line 2499) | def test_fra_cashflows(self, curve) -> None: method test_fra_cashflows_with_rate_fixing (line 2513) | def test_fra_cashflows_with_rate_fixing(self) -> None: method test_irs_npv_mid_mkt_zero (line 2535) | def test_irs_npv_mid_mkt_zero(self, curve) -> None: method test_fra_roll_inferral (line 2554) | def test_fra_roll_inferral(self, eom, exp) -> None: method test_imm_dated (line 2564) | def test_imm_dated(self): method test_fra_fixings_table (line 2567) | def test_fra_fixings_table(self, curve) -> None: method test_imm_dated_fixings_table (line 2582) | def test_imm_dated_fixings_table(self, curve): method test_fra_ex_div_and_payment (line 2597) | def test_fra_ex_div_and_payment(self): method test_fra_cashflows_no_curve (line 2612) | def test_fra_cashflows_no_curve(self): class TestZCS (line 2622) | class TestZCS: method test_zcs_rate (line 2624) | def test_zcs_rate(self, freq, exp) -> None: method test_zcs_analytic_delta (line 2646) | def test_zcs_analytic_delta(self) -> None: method test_zcs_raise_frequency (line 2667) | def test_zcs_raise_frequency(self) -> None: method test_fixings_table (line 2677) | def test_fixings_table(self, curve): class TestZCIS (line 2695) | class TestZCIS: method test_leg2_index_base (line 2696) | def test_leg2_index_base(self, curve) -> None: method test_solver_failure_unspecified_index_base (line 2719) | def test_solver_failure_unspecified_index_base(self, curve) -> None: method test_fixing_in_the_past (line 2744) | def test_fixing_in_the_past(self): class TestValue (line 2763) | class TestValue: method test_npv_adelta_cashflows_raises (line 2764) | def test_npv_adelta_cashflows_raises(self) -> None: method test_cc_zero_rate (line 2775) | def test_cc_zero_rate(self, curve) -> None: method test_on_rate (line 2782) | def test_on_rate(self, curve) -> None: method test_index_value (line 2789) | def test_index_value(self) -> None: method test_value_raise (line 2801) | def test_value_raise(self, curve) -> None: class TestFXForward (line 2806) | class TestFXForward: method test_cashflows (line 2807) | def test_cashflows(self) -> None: method test_npv_at_mid_market (line 2836) | def test_npv_at_mid_market(self, curve, curve2, base, fx) -> None: method test_rate (line 2850) | def test_rate(self, curve, curve2) -> None: method test_npv_fx_numeric (line 2862) | def test_npv_fx_numeric(self, curve) -> None: method test_npv_no_fx_raises (line 2878) | def test_npv_no_fx_raises(self, curve) -> None: method test_notional_direction (line 2890) | def test_notional_direction(self, curve, curve2) -> None: method test_analytic_delta_is_zero (line 2902) | def test_analytic_delta_is_zero(self, curve, curve2) -> None: method test_error_msg_for_no_fx (line 2910) | def test_error_msg_for_no_fx(self) -> None: method test_leg2_notional (line 2929) | def test_leg2_notional(self, curve, curve2) -> None: class TestNDF (line 2944) | class TestNDF: method test_2ccy_constructions (line 2945) | def test_2ccy_constructions(self): method test_construction (line 3014) | def test_construction(self) -> None: method test_construction_opposite (line 3037) | def test_construction_opposite(self) -> None: method test_construction_reversed (line 3060) | def test_construction_reversed(self) -> None: method test_construction_reversed_opposite (line 3083) | def test_construction_reversed_opposite(self) -> None: method test_3ccy_constructions (line 3106) | def test_3ccy_constructions(self): method test_dates (line 3153) | def test_dates(self, lag, eval1, exp2): method test_roll (line 3169) | def test_roll(self, eom, exp): method test_zero_analytic_delta (line 3179) | def test_zero_analytic_delta(self): method test_bad_currency_raises (line 3194) | def test_bad_currency_raises(self): method test_cashflows (line 3203) | def test_cashflows(self, usdusd, usdeur, eureur): method test_npv (line 3226) | def test_npv(self, usdusd, usdeur, eureur, base, expected): method test_npv_leg2_notional (line 3248) | def test_npv_leg2_notional(self, usdusd, usdeur, eureur, base, expected): method test_npv_direction (line 3272) | def test_npv_direction(self, usdusd, usdeur, eureur, pair, rate): method test_npv_unpriced (line 3290) | def test_npv_unpriced(self, usdusd, usdeur, eureur, base, expected): method test_npv_unpriced_leg2_notional (line 3310) | def test_npv_unpriced_leg2_notional(self, usdusd, usdeur, eureur, base... method test_rate (line 3330) | def test_rate(self, usdusd, usdeur, eureur): method test_raising (line 3345) | def test_raising(self): class TestNonMtmXCS (line 3402) | class TestNonMtmXCS: method test_nonmtmxcs_npv (line 3403) | def test_nonmtmxcs_npv(self, curve, curve2) -> None: method test_nonmtmxcs_fx_notional (line 3442) | def test_nonmtmxcs_fx_notional(self) -> None: method test_nonmtmxcs_spread (line 3469) | def test_nonmtmxcs_spread(self, curve, curve2, float_spd, compound, ex... method test_no_fx_raises (line 3521) | def test_no_fx_raises(self, curve, curve2) -> None: method test_nonmtmxcs_cashflows (line 3550) | def test_nonmtmxcs_cashflows(self, curve, curve2) -> None: method test_nonmtm_fx_fixing (line 3595) | def test_nonmtm_fx_fixing(self, curve, curve2, fix) -> None: method test_nonmtm_fx_fixing_raises_type_crossing (line 3619) | def test_nonmtm_fx_fixing_raises_type_crossing(self, curve, curve2): method test_is_priced (line 3640) | def test_is_priced(self, curve, curve2) -> None: method test_no_fx_warns (line 3664) | def test_no_fx_warns(self, curve, curve2) -> None: method test_npv_fx_as_float_raises (line 3682) | def test_npv_fx_as_float_raises(self) -> None: method test_npv_fx_as_rates_valid (line 3701) | def test_npv_fx_as_rates_valid(self) -> None: method test_setting_fx_fixing_no_input (line 3719) | def test_setting_fx_fixing_no_input(self): class TestNonMtmFixedFloatXCS (line 3751) | class TestNonMtmFixedFloatXCS: method test_nonmtmfixxcs_rate_npv (line 3759) | def test_nonmtmfixxcs_rate_npv(self, curve, curve2, float_spd, compoun... method test_nonmtmfixxcs_fx_notional (line 3800) | def test_nonmtmfixxcs_fx_notional(self) -> None: method test_nonmtmfixxcs_no_fx_raises (line 3818) | def test_nonmtmfixxcs_no_fx_raises(self, curve, curve2) -> None: method test_nonmtmfixxcs_cashflows (line 3841) | def test_nonmtmfixxcs_cashflows(self, curve, curve2) -> None: method test_nonmtmfixxcs_fx_fixing (line 3882) | def test_nonmtmfixxcs_fx_fixing(self, curve, curve2, fix) -> None: method test_nonmtmfixxcs_fx_fixing_raises_type_crossing (line 3907) | def test_nonmtmfixxcs_fx_fixing_raises_type_crossing(self, curve, curv... method test_nonmtmfixxcs_raises (line 3928) | def test_nonmtmfixxcs_raises(self, curve, curve2) -> None: class TestNonMtmFixedFixedXCS (line 3952) | class TestNonMtmFixedFixedXCS: method test_nonmtmfixxcs_fx_fixing (line 4023) | def test_nonmtmfixxcs_fx_fixing(self, curve, curve2, fix) -> None: method test_nonmtmfixxcs_fx_fixing_type_crossing_raises (line 4048) | def test_nonmtmfixxcs_fx_fixing_type_crossing_raises(self, curve, curv... method test_nonmtmfixfixxcs_raises (line 4068) | def test_nonmtmfixfixxcs_raises(self, curve, curve2) -> None: function isda_credit_curves_40rr_20quote (line 4096) | def isda_credit_curves_40rr_20quote(): class TestCDS (line 4158) | class TestCDS: method okane_curve (line 4159) | def okane_curve(self): method test_okane_values (line 4250) | def test_okane_values(self): method test_unpriced_npv (line 4274) | def test_unpriced_npv(self, curve, curve2) -> None: method test_rate (line 4286) | def test_rate(self, curve, curve2) -> None: method test_npv (line 4302) | def test_npv(self, curve, curve2) -> None: method test_analytic_delta (line 4319) | def test_analytic_delta(self, curve, curve2) -> None: method test_cds_cashflows (line 4339) | def test_cds_cashflows(self, curve, curve2) -> None: method test_solver (line 4354) | def test_solver(self, curve2): method test_okane_paper (line 4371) | def test_okane_paper(self): method test_accrued (line 4444) | def test_accrued(self): method test_accrued_raises (line 4451) | def test_accrued_raises(self): method test_standard_model_test_grid (line 4473) | def test_standard_model_test_grid(self, cash, tenor, quote, isda_credi... method test_cds_attributes (line 4493) | def test_cds_attributes(self): method test_cds_parse_curves (line 4501) | def test_cds_parse_curves(self, curve, curve2): method test_analytic_rec_risk (line 4512) | def test_analytic_rec_risk(self): class TestXCS (line 4602) | class TestXCS: method test_mtmxcs_npv (line 4603) | def test_mtmxcs_npv(self, curve, curve2) -> None: method test_mtmxcs_cashflows (line 4623) | def test_mtmxcs_cashflows(self, curve, curve2) -> None: method test_mtmxcs_fx_fixings_raises (line 4665) | def test_mtmxcs_fx_fixings_raises(self) -> None: method test_mtmxcs_rate (line 4724) | def test_mtmxcs_rate(self, float_spd, compound, expected, curve, curve... method test_fx_fixings_2_tuple (line 4755) | def test_fx_fixings_2_tuple(self) -> None: method test_initialisation_nonmtm_xcs_notional_raises (line 4773) | def test_initialisation_nonmtm_xcs_notional_raises(self) -> None: method test_fixings_table (line 4790) | def test_fixings_table(self, curve, curve2, fixed1, fixed2, mtm): method test_initialisation_bug (line 4815) | def test_initialisation_bug(self): method test_fixing_doc (line 4828) | def test_fixing_doc(self): method test_notional_on_mtm_leg_raises (line 4850) | def test_notional_on_mtm_leg_raises(self): method test_attributes_get (line 4863) | def test_attributes_get(self): method test_attributes_get_float (line 4872) | def test_attributes_get_float(self): method test_attributes_set (line 4881) | def test_attributes_set(self): method test_attributes_set_float (line 4890) | def test_attributes_set_float(self): method test_mtm_dual_validation_raises (line 4899) | def test_mtm_dual_validation_raises(self): method test_notional_fixings_mismatch_raises (line 4910) | def test_notional_fixings_mismatch_raises(self): method test_parse_curves_failures (line 4928) | def test_parse_curves_failures(self, curves): method test_must_set_one_fixed_rate (line 4941) | def test_must_set_one_fixed_rate(self): method test_bad_metric_raises (line 4955) | def test_bad_metric_raises(self): method test_leg1_mtm (line 4969) | def test_leg1_mtm(self): class TestNDXCS (line 4982) | class TestNDXCS: method test_2c_ndxcs_npv (line 4990) | def test_2c_ndxcs_npv(self, curve, curve2, leg1, curves) -> None: method test_3c_ndxcs_npv (line 5018) | def test_3c_ndxcs_npv(self, curve, curve2) -> None: method test_init_default_ccy (line 5067) | def test_init_default_ccy(self): class TestFixedFloatXCS (line 5076) | class TestFixedFloatXCS: method test_mtmfixxcs_rate (line 5077) | def test_mtmfixxcs_rate(self, curve, curve2) -> None: method test_mtmfixxcs_rate_reversed (line 5104) | def test_mtmfixxcs_rate_reversed(self, curve, curve2) -> None: class TestFixedFixedXCS (line 5133) | class TestFixedFixedXCS: method test_mtmfixfixxcs_rate (line 5134) | def test_mtmfixfixxcs_rate(self, curve, curve2) -> None: class TestFXSwap (line 5173) | class TestFXSwap: method test_fxswap_rate (line 5174) | def test_fxswap_rate(self, curve, curve2) -> None: method test_fxswap_pair_arg (line 5190) | def test_fxswap_pair_arg(self, curve, curve2) -> None: method test_currency_arg_pair_overlap (line 5206) | def test_currency_arg_pair_overlap(self) -> None: method test_fxswap_npv (line 5215) | def test_fxswap_npv(self, curve, curve2) -> None: method test_fxswap_points_raises (line 5233) | def test_fxswap_points_raises(self) -> None: method test_fxswap_points_warns (line 5244) | def test_fxswap_points_warns(self) -> None: method test_fxswap_parameter_combinations_off_mids_given (line 5291) | def test_fxswap_parameter_combinations_off_mids_given( method test_direction_fx_swap_notional (line 5333) | def test_direction_fx_swap_notional(self, curve, curve2): method test_notional_directions_with_split_notional (line 5359) | def test_notional_directions_with_split_notional(self, leg): method test_rate_with_fixed_parameters (line 5377) | def test_rate_with_fixed_parameters(self, curve, curve2) -> None: method test_transition_from_dual_to_dual2 (line 5411) | def test_transition_from_dual_to_dual2(self, curve, curve2) -> None: method test_transition_from_dual_to_dual2_rate (line 5434) | def test_transition_from_dual_to_dual2_rate(self, curve, curve2) -> None: method test_split_notional_raises (line 5458) | def test_split_notional_raises(self): method test_eom_dates (line 5473) | def test_eom_dates(self, eom, expected): method test_roll_dates (line 5491) | def test_roll_dates(self, roll, expected): class TestSTIRFuture (line 5503) | class TestSTIRFuture: method test_stir_rate (line 5504) | def test_stir_rate(self, curve, curve2) -> None: method test_stir_no_gamma (line 5515) | def test_stir_no_gamma(self, curve) -> None: method test_stir_npv (line 5539) | def test_stir_npv(self) -> None: method test_stir_npv_currency_bug (line 5553) | def test_stir_npv_currency_bug(self) -> None: method test_stir_npv_fx (line 5571) | def test_stir_npv_fx(self) -> None: method test_stir_raises (line 5588) | def test_stir_raises(self) -> None: method test_analytic_delta (line 5601) | def test_analytic_delta(self) -> None: method test_analytic_delta_fx (line 5615) | def test_analytic_delta_fx(self) -> None: method test_fixings_table (line 5630) | def test_fixings_table(self, curve): method test_3m_spec_contracts (line 5652) | def test_3m_spec_contracts(self, spec, expected, curve): method test_1m_spec_contracts (line 5665) | def test_1m_spec_contracts(self, spec, expected, curve): method test_cashflows (line 5671) | def test_cashflows(self, curve): method test_edsp_check (line 5685) | def test_edsp_check(self): method test_edsp_check2 (line 5877) | def test_edsp_check2(self): class TestPricingMechanism (line 6030) | class TestPricingMechanism: method test_value (line 6031) | def test_value(self, curve) -> None: method test_irs (line 6035) | def test_irs(self, curve) -> None: method test_iirs (line 6042) | def test_iirs(self, curve) -> None: method test_sbs (line 6055) | def test_sbs(self, curve) -> None: method test_fra (line 6062) | def test_fra(self, curve) -> None: method test_allxcs (line 6080) | def test_allxcs(self, klass, kwargs, curve, curve2) -> None: method test_zcs (line 6098) | def test_zcs(self, curve) -> None: method test_zcis (line 6104) | def test_zcis(self, curve) -> None: class TestPortfolio (line 6119) | class TestPortfolio: method test_portfolio_npv (line 6120) | def test_portfolio_npv(self, curve) -> None: method test_portoflio_npv_pool (line 6129) | def test_portoflio_npv_pool(self, curve) -> None: method test_portfolio_npv_local (line 6136) | def test_portfolio_npv_local(self, curve) -> None: method test_portfolio_local_parallel (line 6149) | def test_portfolio_local_parallel(self, curve) -> None: method test_portfolio_mixed_currencies (line 6163) | def test_portfolio_mixed_currencies(self) -> None: method test_repr (line 6224) | def test_repr(self, curve) -> None: method test_fixings_table (line 6231) | def test_fixings_table(self, curve, curve2): method test_fixings_table_null_inst (line 6258) | def test_fixings_table_null_inst(self, curve): class TestFly (line 6266) | class TestFly: method test_fly_npv (line 6268) | def test_fly_npv(self, curve, mechanism) -> None: method test_fly_rate (line 6280) | def test_fly_rate(self, curve, mechanism) -> None: method test_fly_cashflows_executes (line 6292) | def test_fly_cashflows_executes(self, curve) -> None: method test_local_npv (line 6299) | def test_local_npv(self, curve) -> None: method test_delta (line 6312) | def test_delta(self, simple_solver) -> None: method test_gamma (line 6321) | def test_gamma(self, simple_solver) -> None: method test_repr (line 6330) | def test_repr(self): method test_fixings_table (line 6337) | def test_fixings_table(self, curve, curve2): method test_fixings_table_null_inst (line 6356) | def test_fixings_table_null_inst(self, curve): class TestSpread (line 6363) | class TestSpread: method test_spread_npv (line 6365) | def test_spread_npv(self, curve, mechanism) -> None: method test_spread_rate (line 6374) | def test_spread_rate(self, curve, mechanism) -> None: method test_spread_cashflows_executes (line 6385) | def test_spread_cashflows_executes(self, curve) -> None: method test_local_npv (line 6391) | def test_local_npv(self, curve) -> None: method test_repr (line 6402) | def test_repr(self): method test_fixings_table (line 6410) | def test_fixings_table(self, curve, curve2): method test_fixings_table_null_inst (line 6429) | def test_fixings_table_null_inst(self, curve): method test_cashflows_curve_strings (line 6436) | def test_cashflows_curve_strings(self): class TestSensitivities (line 6451) | class TestSensitivities: method test_sensitivity_raises (line 6452) | def test_sensitivity_raises(self) -> None: class TestSpec (line 6461) | class TestSpec: method test_spec_overwrites (line 6462) | def test_spec_overwrites(self) -> None: method test_irs (line 6539) | def test_irs(self) -> None: method test_stir (line 6552) | def test_stir(self) -> None: method test_sbs (line 6564) | def test_sbs(self) -> None: method test_zcis (line 6579) | def test_zcis(self) -> None: method test_zcs (line 6593) | def test_zcs(self) -> None: method test_iirs (line 6611) | def test_iirs(self) -> None: method test_fixedratebond (line 6627) | def test_fixedratebond(self) -> None: method test_indexfixedratebond (line 6643) | def test_indexfixedratebond(self) -> None: method test_bill (line 6658) | def test_bill(self) -> None: method test_fra (line 6672) | def test_fra(self) -> None: method test_frn (line 6691) | def test_frn(self) -> None: method test_xcs (line 6704) | def test_xcs(self) -> None: function test_fx_settlements_table (line 6849) | def test_fx_settlements_table(inst, expected) -> None: function test_fx_settlements_table_no_fxf (line 6892) | def test_fx_settlements_table_no_fxf() -> None: function fxfo (line 6915) | def fxfo(): class TestFXOptions (line 6934) | class TestFXOptions: method test_big_usd_pips (line 6947) | def test_big_usd_pips(self, fxfo, pay, k, exp_pts, exp_prem, dlty, exp... method test_premium_big_eur_pc (line 7010) | def test_premium_big_eur_pc(self, fxfo, pay, k, exp_pts, exp_prem, exp... method test_premium_big_eur_pc_spot (line 7057) | def test_premium_big_eur_pc_spot(self, fxfo, pay, k, exp_pts, exp_prem... method test_fx_call_npv_unpriced (line 7080) | def test_fx_call_npv_unpriced(self, fxfo) -> None: method test_fx_call_cashflows (line 7095) | def test_fx_call_cashflows(self, fxfo) -> None: method test_fx_call_cashflows_table (line 7111) | def test_fx_call_cashflows_table(self, fxfo) -> None: method test_fx_call_rate_delta_strike (line 7160) | def test_fx_call_rate_delta_strike(self, fxfo, ccy, exp_rate, exp_stri... method test_fx_call_rate_expiry_tenor (line 7178) | def test_fx_call_rate_expiry_tenor(self, fxfo) -> None: method test_fx_call_plot_payoff (line 7196) | def test_fx_call_plot_payoff(self, fxfo) -> None: method test_fx_put_rate (line 7215) | def test_fx_put_rate(self, fxfo) -> None: method test_str_tenor_raises (line 7231) | def test_str_tenor_raises(self) -> None: method test_premium_ccy_raises (line 7235) | def test_premium_ccy_raises(self) -> None: method test_call_put_parity_50d (line 7249) | def test_call_put_parity_50d(self, fxfo, dlty) -> None: method test_analytic_vega (line 7278) | def test_analytic_vega(self, fxfo) -> None: method test_rate_vol_raises (line 7302) | def test_rate_vol_raises(self, fxfo) -> None: method test_atm_rates (line 7327) | def test_atm_rates(self, fxfo, phi, prem_ccy, smile, dt_0, dt_1) -> None: method test_atm_rates_sabr (line 7358) | def test_atm_rates_sabr(self, fxfo, phi, prem_ccy, dt_0) -> None: method test_traded_option_rate_vol (line 7420) | def test_traded_option_rate_vol(self, fxfo, phi, vol_, expected) -> None: method test_option_strike_premium_validation (line 7441) | def test_option_strike_premium_validation(self) -> None: method test_greeks_delta_direction (line 7462) | def test_greeks_delta_direction(self, fxfo, notn, expected, phi) -> None: method test_metric_and_period_metric_compatible (line 7492) | def test_metric_and_period_metric_compatible(self) -> None: method test_expiry_delivery_tenor_eom (line 7567) | def test_expiry_delivery_tenor_eom(self, evald, eom, expected) -> None: method test_single_vol_not_no_input (line 7579) | def test_single_vol_not_no_input(self, fxfo): method test_hyper_parameter_setting_and_solver_interaction (line 7594) | def test_hyper_parameter_setting_and_solver_interaction(self): method test_pricing_with_interpolated_sabr_surface (line 7688) | def test_pricing_with_interpolated_sabr_surface(self, k, fxfo): method test_non_deliverable_fx_option_npv_vol_from_delta (line 7715) | def test_non_deliverable_fx_option_npv_vol_from_delta(self, ndpair): class TestRiskReversal (line 7763) | class TestRiskReversal: method test_risk_reversal_rate_metrics (line 7772) | def test_risk_reversal_rate_metrics(self, fxfo, metric, expected) -> N... method test_risk_reversal_npv (line 7802) | def test_risk_reversal_npv(self, fxfo, prem, prem_ccy, local, exp) -> ... method test_risk_reversal_component_npv (line 7824) | def test_risk_reversal_component_npv(self, fxfo, prem_ccy) -> None: method test_risk_reversal_plot (line 7841) | def test_risk_reversal_plot(self, fxfo) -> None: method test_rr_strike_premium_validation (line 7859) | def test_rr_strike_premium_validation(self) -> None: method test_greeks_delta_direction (line 7882) | def test_greeks_delta_direction(self, fxfo, notn, expected_grks, expec... method test_repr (line 7915) | def test_repr(self): method test_cashflows (line 7928) | def test_cashflows(self, fxfo) -> None: method test_populate_curves_on_init (line 7945) | def test_populate_curves_on_init(self, ccy): method test_populate_all_vols_on_init (line 7958) | def test_populate_all_vols_on_init(self): method test_populate_single_vols_on_init (line 7969) | def test_populate_single_vols_on_init(self): class TestFXStraddle (line 7981) | class TestFXStraddle: method test_straddle_strikes (line 8000) | def test_straddle_strikes(self, fxfo, dlty, strike, ccy, exp, smile) -... method test_straddle_rate_metrics (line 8034) | def test_straddle_rate_metrics(self, fxfo, metric, expected) -> None: method test_strad_strike_premium_validation (line 8049) | def test_strad_strike_premium_validation(self) -> None: method test_greeks_delta_direction (line 8072) | def test_greeks_delta_direction(self, fxfo, notn, expected_grks, expec... method test_repr (line 8105) | def test_repr(self): method test_populate_curves_on_init (line 8119) | def test_populate_curves_on_init(self, ccy): class TestFXStrangle (line 8133) | class TestFXStrangle: method test_strangle_rate_forward (line 8179) | def test_strangle_rate_forward(self, fxfo, strike, ccy, vol) -> None: method test_strangle_rate_strike_str (line 8240) | def test_strangle_rate_strike_str(self, fxfo, vol) -> None: method test_strangle_rate_ad (line 8303) | def test_strangle_rate_ad(self, fxfo, vol) -> None: method test_strangle_rate_ad2 (line 8361) | def test_strangle_rate_ad2(self, fxfo, vol) -> None: method test_strangle_rate_2vols (line 8399) | def test_strangle_rate_2vols(self, fxfo) -> None: method test_greeks_delta_direction (line 8441) | def test_greeks_delta_direction(self, fxfo, notn, expected_grks, expec... method test_strang_strike_premium_validation (line 8474) | def test_strang_strike_premium_validation(self) -> None: method test_repr (line 8492) | def test_repr(self): method test_populate_curves_on_init (line 8506) | def test_populate_curves_on_init(self, ccy): class TestFXBrokerFly (line 8520) | class TestFXBrokerFly: method test_fxbf_rate (line 8575) | def test_fxbf_rate(self, fxfo, strike, ccy, vol, expected) -> None: method test_fxbf_rate_pips (line 8603) | def test_fxbf_rate_pips(self, fxfo, strike, ccy, smile) -> None: method test_fxbf_rate_premium (line 8672) | def test_fxbf_rate_premium(self, fxfo, strike, ccy, vol, expected) -> ... method test_bf_rate_vols_list (line 8691) | def test_bf_rate_vols_list(self, fxfo) -> None: method test_greeks_delta_direction (line 8736) | def test_greeks_delta_direction(self, fxfo, notn, expected_grks, expec... method test_single_vol_definition (line 8769) | def test_single_vol_definition(self, fxfo) -> None: method test_repr (line 8796) | def test_repr(self): method test_populate_curves_on_init (line 8810) | def test_populate_curves_on_init(self, ccy): method test_populate_all_vols_on_init (line 8835) | def test_populate_all_vols_on_init(self): method test_populate_single_vol_on_init (line 8856) | def test_populate_single_vol_on_init(self): method test_str_vol_price_from_solver (line 8913) | def test_str_vol_price_from_solver(self, inst, fxfo): method test_vol_input_combinations (line 8953) | def test_vol_input_combinations(self, fxfo, inst, strike, exp, vol_met... class TestFXVolValue (line 8990) | class TestFXVolValue: method test_solver_passthrough (line 8991) | def test_solver_passthrough(self) -> None: method test_solver_passthrough_sabr (line 9009) | def test_solver_passthrough_sabr(self) -> None: method test_solver_surface_passthrough (line 9037) | def test_solver_surface_passthrough(self) -> None: method test_no_solver_vol_value (line 9054) | def test_no_solver_vol_value(self) -> None: method test_repr (line 9059) | def test_repr(self): method test_sabr_surface (line 9064) | def test_sabr_surface(self): function test_unpriced_cashflows_string_id (line 9102) | def test_unpriced_cashflows_string_id(inst): function test_forward_npv_argument (line 9138) | def test_forward_npv_argument(curve, curve2, inst, curves): function test_forward_npv_argument_with_fx (line 9277) | def test_forward_npv_argument_with_fx(curve, curve2, inst, curves): class TestFixings (line 9290) | class TestFixings: method test_local_fixings_rate_and_fx (line 9291) | def test_local_fixings_rate_and_fx(self): function test_wmr_crosses_not_allowed_standard_instruments (line 9357) | def test_wmr_crosses_not_allowed_standard_instruments(): class TestSwaptions (line 9394) | class TestSwaptions: method test_npv_no_set_premium (line 9395) | def test_npv_no_set_premium(self): method test_npv_with_set_premium (line 9409) | def test_npv_with_set_premium(self): method test_npv_local (line 9424) | def test_npv_local(self): method test_default_payment_date (line 9439) | def test_default_payment_date(self): method test_rate (line 9461) | def test_rate(self, metric, expected): method test_rate_unconventional_payment_date (line 9486) | def test_rate_unconventional_payment_date(self, metric, expected, date): method test_cashflows (line 9509) | def test_cashflows(self): method test_straddle_rate (line 9545) | def test_straddle_rate(self, metric, weights): method test_straddle_npv (line 9587) | def test_straddle_npv(self): method test_delta_rate_scalar (line 9626) | def test_delta_rate_scalar(self): method test_npv_from_normal_vol_object (line 9673) | def test_npv_from_normal_vol_object(self, strike, expected, curve): class TestIRVolValue (line 9696) | class TestIRVolValue: method test_solver_passthrough (line 9726) | def test_solver_passthrough(self, vol) -> None: method test_no_solver_vol_value (line 9779) | def test_no_solver_vol_value(self) -> None: method test_repr (line 9791) | def test_repr(self): method test_sabr_param (line 9831) | def test_sabr_param(self, vol, metric): class TestFee (line 9849) | class TestFee: method test_date_and_attributes (line 9852) | def test_date_and_attributes(self): method test_npv (line 9861) | def test_npv(self, curve): method test_rate (line 9867) | def test_rate(self, curve, metric, exp): method test_analytic_delta (line 9872) | def test_analytic_delta(self, curve): method test_cashflows (line 9877) | def test_cashflows(self, curve): method test_fixings (line 9882) | def test_fixings(self, curve): method test_non_deliverable (line 9887) | def test_non_deliverable(self, curve): method test_indexation (line 9897) | def test_indexation(self, curve): class TestLoan (line 9913) | class TestLoan: method test_date_and_attributes (line 9916) | def test_date_and_attributes(self): method test_npv (line 9935) | def test_npv(self, curve): method test_rate (line 9951) | def test_rate(self, curve, metric, exp): method test_analytic_delta (line 9966) | def test_analytic_delta(self, curve): method test_cashflows (line 9980) | def test_cashflows(self, curve): method test_fixings (line 9995) | def test_fixings(self, curve): method test_non_deliverable (line 10010) | def test_non_deliverable(self, curve): method test_indexation (line 10032) | def test_indexation(self, curve): method test_metric_fixed_rate (line 10059) | def test_metric_fixed_rate(self, settlement, exp, curve): method test_metric_float_spread (line 10081) | def test_metric_float_spread(self, settlement, exp, curve): FILE: python/tests/legs/test_analytic_delta.py function curve (line 21) | def curve(): function test_analytic_delta_protocol_local (line 31) | def test_analytic_delta_protocol_local(curve): function test_forward_settlement (line 45) | def test_forward_settlement(curve): function test_forward (line 62) | def test_forward(curve): FILE: python/tests/legs/test_init.py class TestFixedLeg (line 19) | class TestFixedLeg: method test_init (line 20) | def test_init(self): FILE: python/tests/legs/test_leg_fixings.py class TestFixedLeg (line 24) | class TestFixedLeg: method test_populated_resets (line 25) | def test_populated_resets(self): method test_populated_at_init_no_reset (line 62) | def test_populated_at_init_no_reset(self): method test_populated_resets_notional_exchanges (line 99) | def test_populated_resets_notional_exchanges(self): class TestFloatLeg (line 138) | class TestFloatLeg: method test_populated_resets_ibor (line 139) | def test_populated_resets_ibor(self): method test_populated_at_init_no_reset (line 208) | def test_populated_at_init_no_reset(self): FILE: python/tests/legs/test_legs_legacy.py function curve (line 53) | def curve(): function hazard_curve (line 64) | def hazard_curve(): function test_repr (line 83) | def test_repr(Leg): function test_repr_mtm (line 91) | def test_repr_mtm(Leg): function test_repr_custom (line 104) | def test_repr_custom(): class TestFloatLeg (line 115) | class TestFloatLeg: method test_float_leg_analytic_delta_with_npv (line 154) | def test_float_leg_analytic_delta_with_npv(self, curve, obj) -> None: method test_float_leg_analytic_delta_with_npv_mtm_exchange (line 162) | def test_float_leg_analytic_delta_with_npv_mtm_exchange(self, curve) -... method test_float_leg_analytic_delta (line 192) | def test_float_leg_analytic_delta(self, curve) -> None: method test_float_leg_cashflows (line 206) | def test_float_leg_cashflows(self, curve) -> None: method test_float_leg_npv (line 224) | def test_float_leg_npv(self, curve) -> None: method test_float_leg_fixings (line 239) | def test_float_leg_fixings(self, curve) -> None: method test_float_leg_fixings2 (line 253) | def test_float_leg_fixings2(self, curve) -> None: method test_float_leg_fixings_series (line 270) | def test_float_leg_fixings_series(self, curve) -> None: method test_float_leg_fixings_scalar (line 280) | def test_float_leg_fixings_scalar(self, curve) -> None: method test_float_leg_rfr_fixings_table (line 296) | def test_float_leg_rfr_fixings_table(self, method, curve) -> None: method test_rfr_with_fixings_fixings_table_issue (line 328) | def test_rfr_with_fixings_fixings_table_issue(self) -> None: method test_float_leg_set_float_spread (line 408) | def test_float_leg_set_float_spread(self, curve) -> None: method test_is_linear (line 435) | def test_is_linear(self, method, spread_method, expected) -> None: method test_float_leg_spread_calculation (line 462) | def test_float_leg_spread_calculation( method test_fixing_method_raises (line 500) | def test_fixing_method_raises(self) -> None: method test_leg_periods_unadj_dates (line 537) | def test_leg_periods_unadj_dates(self, eff, term, freq, stub, expected... method test_leg_periods_adj_dates (line 576) | def test_leg_periods_adj_dates(self, eff, term, freq, stub, expected) ... method test_leg_periods_adj_dates2 (line 615) | def test_leg_periods_adj_dates2(self, eff, term, freq, stub, expected)... method test_spread_compound_method_raises (line 630) | def test_spread_compound_method_raises(self) -> None: method test_leg_fixings_as_2_tuple (line 641) | def test_leg_fixings_as_2_tuple(self) -> None: method test_ex_div (line 661) | def test_ex_div(self): method test_mtm_xcs_type_type_sets_fx_fixing_start_initially (line 667) | def test_mtm_xcs_type_type_sets_fx_fixing_start_initially(self): method test_non_mtm_xcs_type (line 702) | def test_non_mtm_xcs_type(self, fx_fixings, expected): method test_irs_nd_type (line 739) | def test_irs_nd_type(self, fx_fixings, expected): method test_mtm_xcs_nd_type (line 790) | def test_mtm_xcs_nd_type(self, fx_fixings, expected): method test_non_mtm_xcs_nd_type (line 847) | def test_non_mtm_xcs_nd_type(self, fx_fixings, expected): method test_sub_zero (line 888) | def test_sub_zero(self): method test_sub_zero_bjs_calendar (line 934) | def test_sub_zero_bjs_calendar(self): method test_sub_zero_equivalence_with_rfr_type_rate (line 992) | def test_sub_zero_equivalence_with_rfr_type_rate(self): method test_sub_zero_equivalence_with_rfr_type_rate_with_fixings (line 1050) | def test_sub_zero_equivalence_with_rfr_type_rate_with_fixings(self): method test_sub_zero_index_dates (line 1117) | def test_sub_zero_index_dates(self): method test_sub_zero_spread_compounding (line 1138) | def test_sub_zero_spread_compounding(self): method test_leg_index_base_period_on_period (line 1163) | def test_leg_index_base_period_on_period(self): method test_index_only_all_periods (line 1178) | def test_index_only_all_periods(self, curve): method test_period_on_period_zero_periods (line 1206) | def test_period_on_period_zero_periods(self): class TestZeroFloatLeg (line 1223) | class TestZeroFloatLeg: method test_zero_float_leg_set_float_spread (line 1224) | def test_zero_float_leg_set_float_spread(self, curve) -> None: method test_with_fixings (line 1242) | def test_with_fixings(self): method test_zero_float_leg_dcf (line 1276) | def test_zero_float_leg_dcf(self) -> None: method test_zero_float_leg_cashflow (line 1292) | def test_zero_float_leg_cashflow(self, curve) -> None: method test_zero_float_leg_cashflows (line 1321) | def test_zero_float_leg_cashflows(self, curve) -> None: method test_zero_float_leg_npv (line 1345) | def test_zero_float_leg_npv(self, curve) -> None: method test_cashflows_none (line 1362) | def test_cashflows_none(self) -> None: method test_amortization_raises (line 1377) | def test_amortization_raises(self) -> None: method test_rfr_fixings_table (line 1391) | def test_rfr_fixings_table(self, curve) -> None: method test_ibor_fixings_table (line 1416) | def test_ibor_fixings_table(self, curve) -> None: method test_ibor_stub_fixings_table (line 1433) | def test_ibor_stub_fixings_table(self, curve) -> None: method test_ibor_fixings_table_after_known_fixings (line 1459) | def test_ibor_fixings_table_after_known_fixings(self, curve, fixings) ... method test_frequency_raises (line 1485) | def test_frequency_raises(self) -> None: method test_zero_float_leg_analytic_delta (line 1498) | def test_zero_float_leg_analytic_delta(self, curve) -> None: method test_zero_float_spread_calc (line 1530) | def test_zero_float_spread_calc(self, settlement, forward, exp, curve)... class TestZeroFixedLeg (line 1563) | class TestZeroFixedLeg: method test_zero_fixed_leg_cashflows (line 1572) | def test_zero_fixed_leg_cashflows(self, freq, cash, rate, curve) -> None: method test_zero_fixed_leg_cashflows_cal (line 1601) | def test_zero_fixed_leg_cashflows_cal(self, curve) -> None: method test_zero_fixed_leg_npv (line 1633) | def test_zero_fixed_leg_npv(self, curve) -> None: method test_zero_fixed_leg_analytic_delta (line 1651) | def test_zero_fixed_leg_analytic_delta(self, curve) -> None: method test_zero_fixed_spread (line 1674) | def test_zero_fixed_spread(self, settlement, forward, exp, curve) -> N... method test_zero_fixed_spread_exchanges (line 1696) | def test_zero_fixed_spread_exchanges(self, curve, final_exchange) -> N... method test_zero_fixed_spread_raises_settlement (line 1719) | def test_zero_fixed_spread_raises_settlement(self, curve) -> None: method test_zero_fixed_spread_indexed (line 1741) | def test_zero_fixed_spread_indexed(self, curve, final_exchange) -> None: method test_zero_fixed_spread_non_deliverable (line 1769) | def test_zero_fixed_spread_non_deliverable(self, curve, final_exchange... method test_amortization_raises (line 1797) | def test_amortization_raises(self) -> None: method test_frequency_raises (line 1812) | def test_frequency_raises(self) -> None: method test_analytic_delta_no_fixed_rate (line 1826) | def test_analytic_delta_no_fixed_rate(self, curve) -> None: class TestZeroIndexLeg (line 1842) | class TestZeroIndexLeg: method test_zero_index_cashflow (line 1855) | def test_zero_index_cashflow(self, index_base, index_fixings, meth, ex... method test_set_index_leg_after_init (line 1883) | def test_set_index_leg_after_init(self) -> None: method test_cashflows (line 1919) | def test_cashflows(self) -> None: method test_three_ways (line 1974) | def test_three_ways(self, only): method test_attributes (line 2048) | def test_attributes(self, ini, final, mtm, lenn, nd_dt, cf) -> None: class TestFloatLegExchange (line 2078) | class TestFloatLegExchange: method test_float_leg_exchange_notional_setter (line 2080) | def test_float_leg_exchange_notional_setter(self) -> None: method test_float_leg_exchange_amortization_setter (line 2097) | def test_float_leg_exchange_amortization_setter(self) -> None: method test_float_leg_exchange_set_float_spread (line 2122) | def test_float_leg_exchange_set_float_spread(self) -> None: method test_float_leg_exchange_amortization (line 2142) | def test_float_leg_exchange_amortization(self, curve) -> None: method test_float_leg_exchange_npv (line 2165) | def test_float_leg_exchange_npv(self, curve) -> None: method test_float_leg_exchange_fixings_table (line 2179) | def test_float_leg_exchange_fixings_table(self, curve) -> None: class TestFixedLeg (line 2202) | class TestFixedLeg: method test_fixed_leg_analytic_delta (line 2203) | def test_fixed_leg_analytic_delta(self, curve) -> None: method test_fixed_leg_npv (line 2217) | def test_fixed_leg_npv(self, curve) -> None: method test_fixed_leg_cashflows (line 2232) | def test_fixed_leg_cashflows(self, curve) -> None: method test_fixed_leg_set_fixed (line 2250) | def test_fixed_leg_set_fixed(self, curve) -> None: method test_fixed_leg_final_exchange_custom_amort (line 2268) | def test_fixed_leg_final_exchange_custom_amort(self): method test_non_deliverable (line 2278) | def test_non_deliverable(self, curve): method test_fixed_leg_spread (line 2315) | def test_fixed_leg_spread(self, settlement, forward, exp, curve) -> None: method test_construction_of_relevant_periods (line 2342) | def test_construction_of_relevant_periods(self, initial, final, amorti... method test_construction_of_relevant_periods_non_deliverable (line 2376) | def test_construction_of_relevant_periods_non_deliverable(self, initia... method test_construction_index_fixings (line 2425) | def test_construction_index_fixings(self): method test_construction_of_relevant_periods_non_deliverable_mtm (line 2463) | def test_construction_of_relevant_periods_non_deliverable_mtm(self, am... method test_construction_of_relevant_periods_non_deliverable_mtm_exchange (line 2510) | def test_construction_of_relevant_periods_non_deliverable_mtm_exchange... method test_construction_of_relevant_periods_non_deliverable_mtm_exchange_amortization (line 2564) | def test_construction_of_relevant_periods_non_deliverable_mtm_exchange... method test_ex_div (line 2625) | def test_ex_div(self): method test_mtm_xcs_type_type_sets_fx_fixing_start_initially (line 2631) | def test_mtm_xcs_type_type_sets_fx_fixing_start_initially(self): method test_non_mtm_xcs_type (line 2667) | def test_non_mtm_xcs_type(self, fx_fixings, expected): method test_irs_nd_type (line 2704) | def test_irs_nd_type(self, fx_fixings, expected): method test_mtm_xcs_nd_type (line 2755) | def test_mtm_xcs_nd_type(self, fx_fixings, expected): method test_non_mtm_xcs_nd_type (line 2812) | def test_non_mtm_xcs_nd_type(self, fx_fixings, expected): method test_leg_index_base (line 2853) | def test_leg_index_base(self): class TestCreditPremiumLeg (line 2869) | class TestCreditPremiumLeg: method test_premium_leg_analytic_delta (line 2873) | def test_premium_leg_analytic_delta(self, hazard_curve, curve, premium... method test_premium_leg_npv (line 2889) | def test_premium_leg_npv(self, hazard_curve, curve, premium_accrued) -... method test_premium_leg_cashflows (line 2907) | def test_premium_leg_cashflows(self, hazard_curve, curve) -> None: method test_premium_leg_set_fixed_rate (line 2925) | def test_premium_leg_set_fixed_rate(self, curve) -> None: method test_premium_leg_accrued (line 2951) | def test_premium_leg_accrued(self, date, exp): method test_exchanges_raises (line 2967) | def test_exchanges_raises(self, final): method test_fixed_leg_spread (line 2991) | def test_fixed_leg_spread(self, settlement, forward, exp, curve) -> None: method test_ex_div (line 3015) | def test_ex_div(self): class TestCreditProtectionLeg (line 3022) | class TestCreditProtectionLeg: method test_leg_analytic_delta (line 3023) | def test_leg_analytic_delta(self, hazard_curve, curve) -> None: method test_leg_analytic_rec_risk (line 3036) | def test_leg_analytic_rec_risk(self, hazard_curve, curve) -> None: method test_leg_npv (line 3055) | def test_leg_npv(self, hazard_curve, curve, premium_accrued) -> None: method test_leg_cashflows (line 3069) | def test_leg_cashflows(self, hazard_curve, curve) -> None: method test_leg_zero_sched (line 3085) | def test_leg_zero_sched(self): class TestIndexFixedLegExchange (line 3099) | class TestIndexFixedLegExchange: method test_idx_leg_cashflows (line 3112) | def test_idx_leg_cashflows(self, i_fixings) -> None: method test_args_raises (line 3176) | def test_args_raises(self) -> None: method test_set_index_leg_after_init (line 3191) | def test_set_index_leg_after_init(self) -> None: method test_npv (line 3212) | def test_npv(self) -> None: method test_index_lag_on_periods (line 3240) | def test_index_lag_on_periods(self): class TestIndexFixedLeg (line 3258) | class TestIndexFixedLeg: method test_idx_leg_cashflows (line 3288) | def test_idx_leg_cashflows(self, i_fixings, meth) -> None: method test_missing_fixings (line 3339) | def test_missing_fixings(self, meth, exp) -> None: method test_set_index_leg_after_init (line 3375) | def test_set_index_leg_after_init(self) -> None: method test_set_index_base (line 3402) | def test_set_index_base(self, curve, i_base) -> None: method test_initialise_index_base (line 3427) | def test_initialise_index_base(self, i_base, exp) -> None: method test_initialise_index_base2 (line 3449) | def test_initialise_index_base2(self, i_base, exp) -> None: method test_index_fixings_as_list (line 3465) | def test_index_fixings_as_list(self) -> None: method test_index_fixings_as_list_final_exchange (line 3484) | def test_index_fixings_as_list_final_exchange(self) -> None: method test_index_as_series_invalid (line 3512) | def test_index_as_series_invalid(self, index_fixings): method test_index_reverse_monotonic_decreasing_series (line 3525) | def test_index_reverse_monotonic_decreasing_series(self): class TestFloatLegExchangeMtm (line 3540) | class TestFloatLegExchangeMtm: method test_float_leg_exchange_mtm (line 3552) | def test_float_leg_exchange_mtm(self, fx_fixings, exp) -> None: method test_float_leg_exchange_fixings_table (line 3619) | def test_float_leg_exchange_fixings_table(self) -> None: method test_float_leg_exchange_fixings_table_rfr (line 3653) | def test_float_leg_exchange_fixings_table_rfr(self) -> None: method test_mtm_leg_exchange_spread (line 3685) | def test_mtm_leg_exchange_spread(self) -> None: method test_mtm_leg_fx_fixings_warn_raise (line 3737) | def test_mtm_leg_fx_fixings_warn_raise(self, curve, fx_fixings, exp) -... method test_mtm_leg_fx_fixings_series_raises (line 3756) | def test_mtm_leg_fx_fixings_series_raises(self, curve) -> None: method test_mtm_raises_alt (line 3777) | def test_mtm_raises_alt(self) -> None: class TestCustomLeg (line 3793) | class TestCustomLeg: method test_init (line 3838) | def test_init(self, curve, period) -> None: method test_npv (line 3841) | def test_npv(self, curve) -> None: method test_cashflows (line 3864) | def test_cashflows(self, curve) -> None: method test_analytic_delta (line 3887) | def test_analytic_delta(self, curve) -> None: class TestNonDeliverableFixedLeg (line 3911) | class TestNonDeliverableFixedLeg: method test_set_periods (line 3912) | def test_set_periods(self): method test_npv (line 3921) | def test_npv(self): method test_set_fixings (line 3948) | def test_set_fixings(self, fixings): class TestAmortization (line 3962) | class TestAmortization: method test_percent (line 3963) | def test_percent(self): method test_to_zero (line 3969) | def test_to_zero(self): method test_custom (line 3975) | def test_custom(self): function test_leg_amortization (line 3982) | def test_leg_amortization() -> None: function test_custom_leg_raises (line 4042) | def test_custom_leg_raises() -> None: function test_custom_leg (line 4047) | def test_custom_leg() -> None: function test_fixed_leg_exchange_mtm (line 4065) | def test_fixed_leg_exchange_mtm(fx_fixings, exp) -> None: function test_mtm_leg_exchange_metrics (line 4134) | def test_mtm_leg_exchange_metrics(type_, expected, kw) -> None: function test_set_index_fixings_series_leg_types (line 4188) | def test_set_index_fixings_series_leg_types(klass, kwargs, expected) -> ... function test_set_index_fixings_list_leg_types (line 4228) | def test_set_index_fixings_list_leg_types(klass, kwargs, expected) -> None: function test_set_index_fixings_float_leg_types (line 4259) | def test_set_index_fixings_float_leg_types(klass, kwargs, expected) -> N... FILE: python/tests/periods/test_fixings_exposure.py function curve (line 31) | def curve(): class TestFloatPeriod (line 41) | class TestFloatPeriod: method test_baseline_versus_solver_fixings_sensitivity (line 66) | def test_baseline_versus_solver_fixings_sensitivity(self, method, scm,... method test_ibor_curve_example_book (line 221) | def test_ibor_curve_example_book(self, curve): method test_ibor_stub_curve_example_book (line 238) | def test_ibor_stub_curve_example_book(self, curve): method test_ibor_fixing_set (line 259) | def test_ibor_fixing_set(self, curve): method test_ibor_stub_curve_fixings_set (line 277) | def test_ibor_stub_curve_fixings_set(self, curve): method test_rfr_curve_book (line 307) | def test_rfr_curve_book(self, method, expected, curve): method test_doc_reset (line 339) | def test_doc_reset(self): class TestFixedPeriod (line 364) | class TestFixedPeriod: method test_immediate_fixing_sensitivity (line 365) | def test_immediate_fixing_sensitivity(self, curve): class TestMtmCashflow (line 381) | class TestMtmCashflow: method test_local_fixings (line 382) | def test_local_fixings(self): class TestFXCallPeriod (line 421) | class TestFXCallPeriod: method test_itm_otm_fixing (line 423) | def test_itm_otm_fixing(self, fixing, itm): class TestZeroFloatPeriod (line 450) | class TestZeroFloatPeriod: method test_multiple_sub_periods (line 451) | def test_multiple_sub_periods(self): function test_local_fixings_raises_scalars (line 483) | def test_local_fixings_raises_scalars(): FILE: python/tests/periods/test_fixings_load.py class TestIndexParams (line 37) | class TestIndexParams: method test_index_lookup_and_populate_from_str_fixings (line 38) | def test_index_lookup_and_populate_from_str_fixings(self): method test_lookup_and_populate_from_series_fixings (line 54) | def test_lookup_and_populate_from_series_fixings(self): method test_immutable_index_fixings (line 68) | def test_immutable_index_fixings(self): method test_index_fixings_determined_once (line 80) | def test_index_fixings_determined_once(self): method test_index_fixings_as_scalar (line 102) | def test_index_fixings_as_scalar(self, int_or_float): method test_index_base_as_str_raises (line 115) | def test_index_base_as_str_raises(self): method test_index_realtime_updates (line 128) | def test_index_realtime_updates(self): class TestSettlementParams (line 150) | class TestSettlementParams: method test_fx_fixings_no_input (line 151) | def test_fx_fixings_no_input( method test_fx_fixings_scalar_input (line 158) | def test_fx_fixings_scalar_input(self): method test_fx_fixings_series_input (line 165) | def test_fx_fixings_series_input(self): method test_fx_fixings_str_input (line 173) | def test_fx_fixings_str_input(self): method test_fx_fixings_str_state_cache (line 185) | def test_fx_fixings_str_state_cache(self): method test_fx_fixing_cashflow (line 205) | def test_fx_fixing_cashflow(self): method test_immutable_fx_fixing (line 222) | def test_immutable_fx_fixing(self): method test_fx_missing_data_raises (line 233) | def test_fx_missing_data_raises(self): method test_fx_missing_data_raises_cross (line 248) | def test_fx_missing_data_raises_cross(self): class TestRateParams (line 267) | class TestRateParams: method test_rate_fixings_input_as_str_out_of_range (line 268) | def test_rate_fixings_input_as_str_out_of_range( method test_rate_fixings_no_input (line 289) | def test_rate_fixings_no_input( method test_rate_fixings_scalar (line 306) | def test_rate_fixings_scalar( method test_ibor_fixing_load (line 323) | def test_ibor_fixing_load(self): method test_stub_ibor_fixing_load (line 337) | def test_stub_ibor_fixing_load(self): method test_rfr_fixings_load (line 355) | def test_rfr_fixings_load(self): method test_rfr_fixing_identifier (line 411) | def test_rfr_fixing_identifier(self): method test_ibor_fixing_identifier (line 423) | def test_ibor_fixing_identifier(self): method test_ibor12M_fixing_identifier (line 435) | def test_ibor12M_fixing_identifier(self): method test_ibor_stub_fixing_identifier (line 447) | def test_ibor_stub_fixing_identifier(self): FILE: python/tests/periods/test_float_rate.py function curve (line 30) | def curve(): function curve2 (line 42) | def curve2(): function line_curve (line 54) | def line_curve(): function line_curve2 (line 66) | def line_curve2(): class TestFloatRateIndex (line 80) | class TestFloatRateIndex: method test_init_attributes (line 81) | def test_init_attributes(self): method test_init_index_attrbutes (line 96) | def test_init_index_attrbutes(self): class TestIBORRate (line 110) | class TestIBORRate: method test_tenor_rate_from_curve (line 111) | def test_tenor_rate_from_curve(self, curve, line_curve): method test_tenor_rate_from_curve_fail_from_history (line 126) | def test_tenor_rate_from_curve_fail_from_history(self, curve, line_cur... method test_tenor_rate_from_dict_curve (line 141) | def test_tenor_rate_from_dict_curve(self, curve, curve2, line_curve, l... method test_tenor_rate_from_scalar_fixing (line 156) | def test_tenor_rate_from_scalar_fixing(self, curve, curve2, line_curve... method test_tenor_rate_from_fixing_str (line 176) | def test_tenor_rate_from_fixing_str(self, curve, line_curve, curve2, l... method test_tenor_rate_from_fixing_str_fallback (line 198) | def test_tenor_rate_from_fixing_str_fallback(self, curve, line_curve, ... method test_stub_rate_from_fixing_dict (line 222) | def test_stub_rate_from_fixing_dict(self, curve, line_curve, curve2, l... method test_stub_rate_from_fixing_dict_missing_data (line 247) | def test_stub_rate_from_fixing_dict_missing_data(self, curve, line_cur... method test_stub_rate_from_fixing_dict_1tenor (line 272) | def test_stub_rate_from_fixing_dict_1tenor(self, curve, line_curve, cu... method test_stub_rate_from_scalar_fixing (line 295) | def test_stub_rate_from_scalar_fixing(self, curve, line_curve, curve2,... method test_stub_rate_from_dict_curve (line 316) | def test_stub_rate_from_dict_curve(self, curve, curve2, line_curve, li... method test_stub_rate_from_dict_curve_long_curves (line 332) | def test_stub_rate_from_dict_curve_long_curves(self, curve, curve2, li... method test_stub_rate_from_dict_curve_short_curves (line 349) | def test_stub_rate_from_dict_curve_short_curves(self, curve, curve2, l... method test_stub_rate_from_single_curve (line 366) | def test_stub_rate_from_single_curve(self, curve, curve2, line_curve, ... method test_stub_rate_from_dict_curve_on_fixing_fail (line 382) | def test_stub_rate_from_dict_curve_on_fixing_fail(self, curve, curve2,... class TestRFRRate (line 399) | class TestRFRRate: method test_pandas_series_update_mechanism (line 400) | def test_pandas_series_update_mechanism(self): method test_populate_rates_from_rate_fixings (line 408) | def test_populate_rates_from_rate_fixings(self): method test_populate_rates_from_rate_fixings_all_filled (line 428) | def test_populate_rates_from_rate_fixings_all_filled(self): method test_populate_rates_from_rate_fixings_none_filled (line 456) | def test_populate_rates_from_rate_fixings_none_filled(self): method test_populate_rates_from_rate_fixings_missing_fixing (line 471) | def test_populate_rates_from_rate_fixings_missing_fixing(self): method test_populate_rates_from_rate_fixings_extra_fixing (line 483) | def test_populate_rates_from_rate_fixings_extra_fixing(self): method test_populate_rates_from_rate_fixings_extra_fixing2 (line 498) | def test_populate_rates_from_rate_fixings_extra_fixing2(self): method test_efficient_calc (line 529) | def test_efficient_calc(self, curve, fixing_method, spread_compound_me... method test_semi_inefficient_calc_with_populated_fixings (line 555) | def test_semi_inefficient_calc_with_populated_fixings(self, curve): method test_inefficient_calc_with_populated_fixings_no_curve_raises (line 574) | def test_inefficient_calc_with_populated_fixings_no_curve_raises(self,... method test_inefficient_calc_with_lockout_too_long_raises (line 590) | def test_inefficient_calc_with_lockout_too_long_raises(self, curve): method test_inefficient_calc_with_populated_fixings (line 603) | def test_inefficient_calc_with_populated_fixings(self, curve_type, cur... method test_inefficient_calc_with_non_overlapping_fixings (line 624) | def test_inefficient_calc_with_non_overlapping_fixings(self, curve): method test_fixing_methods (line 682) | def test_fixing_methods(self, fixing_method, expected): method test_bus252_convention (line 709) | def test_bus252_convention(self, fixing_method): FILE: python/tests/periods/test_periods_init.py class TestCashflow (line 37) | class TestCashflow: method test_init (line 38) | def test_init(self): class TestFixedPeriod (line 43) | class TestFixedPeriod: method test_init (line 44) | def test_init(self): class TestFloatPeriod (line 59) | class TestFloatPeriod: method test_init (line 60) | def test_init(self): class TestMtmCashflow (line 241) | class TestMtmCashflow: method test_init (line 242) | def test_init(self): class TestCreditPremiumPeriod (line 444) | class TestCreditPremiumPeriod: method test_init (line 445) | def test_init(self): class TestCreditProtectionPeriod (line 456) | class TestCreditProtectionPeriod: method test_init (line 457) | def test_init(self): class TestZeroFixedPeriod (line 467) | class TestZeroFixedPeriod: method test_init (line 468) | def test_init(self): FILE: python/tests/periods/test_periods_legacy.py function curve (line 61) | def curve(): function hazard_curve (line 72) | def hazard_curve(): function fxr (line 83) | def fxr(): function rfr_curve (line 88) | def rfr_curve(): function line_curve (line 105) | def line_curve(): function test_repr (line 154) | def test_repr(obj): class TestFXandBase (line 160) | class TestFXandBase: method test_fx_and_base_raise (line 161) | def test_fx_and_base_raise(self) -> None: method test_fx_and_base_warn1 (line 174) | def test_fx_and_base_warn1(self) -> None: method test_fx_and_base_warn2 (line 188) | def test_fx_and_base_warn2(self) -> None: class TestFloatPeriod (line 203) | class TestFloatPeriod: method test_none_cashflow (line 204) | def test_none_cashflow(self) -> None: method test_float_period_analytic_delta (line 225) | def test_float_period_analytic_delta( method test_float_period_cashflows (line 255) | def test_float_period_cashflows(self, curve, fxr, spread, crv, fx) -> ... method test_spread_compound_raises (line 305) | def test_spread_compound_raises(self) -> None: method test_spread_compound_calc_raises (line 315) | def test_spread_compound_calc_raises(self) -> None: method test_spread_compound_with_fixing_method_allowed (line 341) | def test_spread_compound_with_fixing_method_allowed(self, scm, meth): method test_rfr_lockout_too_few_dates (line 352) | def test_rfr_lockout_too_few_dates(self, curve) -> None: method test_fixing_method_raises (line 363) | def test_fixing_method_raises(self) -> None: method test_float_period_npv (line 373) | def test_float_period_npv(self, curve) -> None: method test_rfr_avg_method_raises (line 399) | def test_rfr_avg_method_raises(self, scm, fm, curve) -> None: method test_rfr_payment_delay_method (line 412) | def test_rfr_payment_delay_method(self, curve_type, rfr_curve, line_cu... method test_rfr_payment_delay_method_with_fixings (line 433) | def test_rfr_payment_delay_method_with_fixings(self, curve_type, rfr_c... method test_rfr_payment_delay_avg_method (line 458) | def test_rfr_payment_delay_avg_method(self, curve_type, rfr_curve, lin... method test_rfr_payment_delay_avg_method_with_fixings (line 479) | def test_rfr_payment_delay_avg_method_with_fixings( method test_rfr_lockout_avg_method (line 509) | def test_rfr_lockout_avg_method(self, curve_type, rfr_curve, line_curv... method test_rfr_lockout_avg_method_with_fixings (line 549) | def test_rfr_lockout_avg_method_with_fixings(self, curve_type, rfr_cur... method test_rfr_lockout_method (line 593) | def test_rfr_lockout_method(self, curve_type, rfr_curve, line_curve) -... method test_rfr_lockout_method_with_fixings (line 633) | def test_rfr_lockout_method_with_fixings(self, curve_type, rfr_curve, ... method test_rfr_observation_shift_method (line 676) | def test_rfr_observation_shift_method(self, curve_type, rfr_curve, lin... method test_rfr_observation_shift_method_with_fixings (line 715) | def test_rfr_observation_shift_method_with_fixings( method test_rfr_observation_shift_method_with_fixings_and_float_spread (line 764) | def test_rfr_observation_shift_method_with_fixings_and_float_spread( method test_rfr_observation_shift_avg_method (line 796) | def test_rfr_observation_shift_avg_method(self, curve_type, rfr_curve,... method test_rfr_observation_shift_avg_method_with_fixings (line 835) | def test_rfr_observation_shift_avg_method_with_fixings( method test_dcf_obs_period_raises (line 882) | def test_dcf_obs_period_raises(self) -> None: method test_rfr_fixings_array (line 918) | def test_rfr_fixings_array(self, curve_type, method, expected, expecte... method test_rfr_fixings_array_substitute (line 1000) | def test_rfr_fixings_array_substitute( method test_rfr_fixings_array_raises2 (line 1070) | def test_rfr_fixings_array_raises2(self, line_curve, curve) -> None: method test_rfr_fixings_array_single_period (line 1104) | def test_rfr_fixings_array_single_period(self, method, expected) -> None: method test_rfr_fixings_array_single_period_substitute (line 1138) | def test_rfr_fixings_array_single_period_substitute(self, method, expe... method test_rfr_period_all_types_with_defined_fixings (line 1181) | def test_rfr_period_all_types_with_defined_fixings(self, method, expec... method test_rfr_compounding_float_spreads (line 1216) | def test_rfr_compounding_float_spreads(self, method, expected, rfr_cur... method test_ibor_rate_line_curve (line 1229) | def test_ibor_rate_line_curve(self, line_curve) -> None: method test_ibor_fixing_table (line 1248) | def test_ibor_fixing_table(self, line_curve, curve) -> None: method test_ibor_fixing_table_substitute (line 1286) | def test_ibor_fixing_table_substitute(self, line_curve, curve) -> None: method test_ibor_fixing_table_right (line 1306) | def test_ibor_fixing_table_right(self, line_curve, curve) -> None: method test_ibor_fixings (line 1378) | def test_ibor_fixings(self) -> None: method test_ibor_fixings_table_historical_before_curve (line 1405) | def test_ibor_fixings_table_historical_before_curve(self) -> None: method test_ibor_fixings_table_historical_before_curve_substitute (line 1438) | def test_ibor_fixings_table_historical_before_curve_substitute(self) -... method test_rfr_fixings_table_historical_before_curve (line 1468) | def test_rfr_fixings_table_historical_before_curve(self) -> None: method test_rfr_fixings_table_historical_before_curve_substitute (line 1512) | def test_rfr_fixings_table_historical_before_curve_substitute(self) ->... method test_ibor_fixing_unavailable (line 1556) | def test_ibor_fixing_unavailable(self) -> None: method test_ibor_fixings_exposure_with_fixing (line 1577) | def test_ibor_fixings_exposure_with_fixing(self) -> None: method test_ibor_rate_df_curve (line 1592) | def test_ibor_rate_df_curve(self, float_spread, curve) -> None: method test_ibor_rate_stub_df_curve (line 1606) | def test_ibor_rate_stub_df_curve(self, float_spread, curve) -> None: method test_single_fixing_override (line 1619) | def test_single_fixing_override(self, curve) -> None: method test_period_historic_fixings (line 1634) | def test_period_historic_fixings(self, curve_type, line_curve, rfr_cur... method test_period_historic_fixings_series (line 1654) | def test_period_historic_fixings_series(self, curve_type, line_curve, ... method test_period_historic_fixings_series_missing_warns (line 1679) | def test_period_historic_fixings_series_missing_warns( method test_more_fixings_than_expected_by_calendar_raises (line 1706) | def test_more_fixings_than_expected_by_calendar_raises(self): method test_fewer_fixings_than_expected_raises (line 1737) | def test_fewer_fixings_than_expected_raises(self): method test_fixing_with_float_spread_warning (line 1760) | def test_fixing_with_float_spread_warning(self, curve) -> None: method test_fixing_with_float_spread_complicated_compounding (line 1775) | def test_fixing_with_float_spread_complicated_compounding(self, curve)... method test_rfr_fixings_table (line 1870) | def test_rfr_fixings_table(self, curve, meth, exp) -> None: method test_rfr_fixings_table_right (line 1908) | def test_rfr_fixings_table_right(self, curve, right, exp) -> None: method test_rfr_fixings_table_right_non_bus_day (line 1931) | def test_rfr_fixings_table_right_non_bus_day(self) -> None: method test_float_spread_affects_fixing_exposure (line 2104) | def test_float_spread_affects_fixing_exposure(self, scm, exp) -> None: method test_custom_interp_rate_nan (line 2130) | def test_custom_interp_rate_nan(self) -> None: method test_method_param_raises (line 2153) | def test_method_param_raises(self) -> None: method test_analytic_delta_no_curve_raises (line 2175) | def test_analytic_delta_no_curve_raises(self) -> None: method test_more_series_fixings_than_calendar_from_curve_raises (line 2190) | def test_more_series_fixings_than_calendar_from_curve_raises(self) -> ... method test_series_fixings_not_applicable_to_period (line 2221) | def test_series_fixings_not_applicable_to_period(self) -> None: method test_norges_bank_nowa_calc_same (line 2247) | def test_norges_bank_nowa_calc_same(self, meth, exp) -> None: method test_interpolated_ibor_warns (line 2271) | def test_interpolated_ibor_warns(self) -> None: method test_interpolated_ibor_rate_line (line 2287) | def test_interpolated_ibor_rate_line(self) -> None: method test_interpolated_ibor_rate_df (line 2305) | def test_interpolated_ibor_rate_df(self) -> None: method test_rfr_period_curve_dict_raises (line 2324) | def test_rfr_period_curve_dict_raises(self, curve) -> None: method test_rfr_period_curve_dict_allowed (line 2337) | def test_rfr_period_curve_dict_allowed(self, curve) -> None: method test_ibor_stub_book2 (line 2352) | def test_ibor_stub_book2(self): method test_ibor_stub_book2_substitute (line 2385) | def test_ibor_stub_book2_substitute(self): method test_ibor_stub_fixings_table (line 2416) | def test_ibor_stub_fixings_table(self) -> None: method test_ibor_stub_fixings_table_substitute (line 2441) | def test_ibor_stub_fixings_table_substitute(self) -> None: method test_ibor_stub_fixings_rfr_in_dict_ignored (line 2465) | def test_ibor_stub_fixings_rfr_in_dict_ignored(self) -> None: method test_ibor_stub_fixings_rfr_in_dict_ignored_substitute (line 2491) | def test_ibor_stub_fixings_rfr_in_dict_ignored_substitute(self) -> None: method test_ibor_stub_fixings_table_right (line 2515) | def test_ibor_stub_fixings_table_right(self) -> None: method test_ibor_non_stub_fixings_table (line 2534) | def test_ibor_non_stub_fixings_table(self) -> None: method test_ibor_fixings_no_bad_curves_raises (line 2559) | def test_ibor_fixings_no_bad_curves_raises(self): method test_local_historical_pay_date_issue (line 2582) | def test_local_historical_pay_date_issue(self, curve) -> None: method test_rate_optional_curve (line 2597) | def test_rate_optional_curve(self, fixings, fixing_method, curve) -> N... method test_rate_optional_curve_rfr (line 2646) | def test_rate_optional_curve_rfr(self, curve, rate_fixings) -> None: method test_rfr_lockout_calculation_is_accurate (line 2674) | def test_rfr_lockout_calculation_is_accurate(self): method test_analytic_delta_raises (line 2728) | def test_analytic_delta_raises(self, curve): method test_ibor_param_mismatch (line 2745) | def test_ibor_param_mismatch(self): class TestFixedPeriod (line 2759) | class TestFixedPeriod: method test_frequency_as_str (line 2760) | def test_frequency_as_str(self): method test_fixed_period_analytic_delta (line 2770) | def test_fixed_period_analytic_delta(self, curve, fxr) -> None: method test_fixed_period_analytic_delta_raises (line 2787) | def test_fixed_period_analytic_delta_raises(self, curve, fxr) -> None: method test_fixed_period_analytic_delta_fxr_base (line 2800) | def test_fixed_period_analytic_delta_fxr_base(self, curve, fxr) -> None: method test_fixed_period_cashflows (line 2824) | def test_fixed_period_cashflows(self, curve, fxr, rate, crv, fx) -> None: method test_fixed_period_npv (line 2875) | def test_fixed_period_npv(self, curve, fxr) -> None: method test_fixed_period_npv_raises (line 2893) | def test_fixed_period_npv_raises(self, curve) -> None: method test_npv_no_fixed_rate (line 2911) | def test_npv_no_fixed_rate(self, curve): class TestCreditPremiumPeriod (line 2926) | class TestCreditPremiumPeriod: method test_period_npv (line 2930) | def test_period_npv(self, hazard_curve, curve, fxr, accrued, exp) -> N... method test_period_npv_raises (line 2949) | def test_period_npv_raises(self, curve, hazard_curve) -> None: method test_period_npv_no_spread_raises (line 2972) | def test_period_npv_no_spread_raises(self, curve, hazard_curve) -> None: method test_period_analytic_delta (line 2992) | def test_period_analytic_delta(self, hazard_curve, curve, fxr, accrued... method test_period_analytic_delta_fxr_base (line 3013) | def test_period_analytic_delta_fxr_base(self, hazard_curve, curve, fxr... method test_period_cashflows (line 3034) | def test_period_cashflows(self, hazard_curve, curve, fxr) -> None: method test_period_cashflows_no_curves (line 3076) | def test_period_cashflows_no_curves(self, fxr) -> None: method test_mid_period_accrued (line 3116) | def test_mid_period_accrued(self, hazard_curve, curve): method test_null_cashflow (line 3146) | def test_null_cashflow(self): method test_no_accrued (line 3160) | def test_no_accrued(self): method test_accrued_out_of_range (line 3173) | def test_accrued_out_of_range(self): method test_accrued (line 3188) | def test_accrued(self): method test_analytic_delta_bad_curve (line 3203) | def test_analytic_delta_bad_curve(self): class TestCreditProtectionPeriod (line 3219) | class TestCreditProtectionPeriod: method test_period_npv (line 3220) | def test_period_npv(self, hazard_curve, curve, fxr) -> None: method test_period_npv_raises (line 3246) | def test_period_npv_raises(self, curve, hazard_curve) -> None: method test_period_analytic_delta (line 3268) | def test_period_analytic_delta(self, hazard_curve, curve, fxr) -> None: method test_period_analytic_delta_fxr_base (line 3287) | def test_period_analytic_delta_fxr_base(self, hazard_curve, curve, fxr... method test_period_cashflows (line 3302) | def test_period_cashflows(self, hazard_curve, curve, fxr) -> None: method test_period_cashflows_no_curves (line 3341) | def test_period_cashflows_no_curves(self, fxr) -> None: method test_discretization_period (line 3377) | def test_discretization_period(self, hazard_curve, curve): method test_mid_period (line 3393) | def test_mid_period(self, hazard_curve, curve): method test_recovery_risk (line 3405) | def test_recovery_risk(self, hazard_curve, curve): method test_recovery_risk_raises (line 3421) | def test_recovery_risk_raises(self, hazard_curve, curve): class TestCashflow (line 3433) | class TestCashflow: method test_cashflow_analytic_delta (line 3434) | def test_cashflow_analytic_delta(self, curve) -> None: method test_cashflow_cashflows (line 3447) | def test_cashflow_cashflows(self, curve, fxr, crv, fx) -> None: method test_cashflow_npv_raises (line 3484) | def test_cashflow_npv_raises(self, curve) -> None: method test_cashflow_npv_local (line 3490) | def test_cashflow_npv_local(self, curve) -> None: class TestIndexFixedPeriod (line 3497) | class TestIndexFixedPeriod: method test_period_rate (line 3502) | def test_period_rate(self, method, expected) -> None: method test_period_cashflow (line 3525) | def test_period_cashflow(self) -> None: method test_period_curve_interp_method (line 3554) | def test_period_curve_interp_method(self, method) -> None: method test_period_analytic_delta (line 3586) | def test_period_analytic_delta(self, fxr, curve) -> None: method test_period_fixings_float (line 3613) | def test_period_fixings_float(self, fixings, method, curve) -> None: method test_period_fixings_series (line 3642) | def test_period_fixings_series(self, fixings, method, curve) -> None: method test_period_raises (line 3659) | def test_period_raises(self) -> None: method test_period_npv (line 3674) | def test_period_npv(self, curve) -> None: method test_period_npv_raises (line 3701) | def test_period_npv_raises(self, curve) -> None: method test_period_cashflows (line 3721) | def test_period_cashflows(self, curve, curve_) -> None: method test_cashflow_returns_err (line 3764) | def test_cashflow_returns_err(self) -> None: method test_cashflow_no_index_rate (line 3775) | def test_cashflow_no_index_rate(self) -> None: method test_bad_curve (line 3786) | def test_bad_curve(self) -> None: method test_index_fixings_linear_interp (line 3798) | def test_index_fixings_linear_interp(self) -> None: method test_composite_curve (line 3810) | def test_composite_curve(self) -> None: method test_composite_curve_raises (line 3831) | def test_composite_curve_raises(self) -> None: method test_index_lag_on_period_zero_curve (line 3855) | def test_index_lag_on_period_zero_curve(self, method, expected): method test_cashflows_available_with_series_fixings (line 3887) | def test_cashflows_available_with_series_fixings(self): class TestIndexCashflow (line 3925) | class TestIndexCashflow: method test_cashflow_analytic_delta (line 3926) | def test_cashflow_analytic_delta(self, curve) -> None: method test_index_cashflow (line 3930) | def test_index_cashflow(self) -> None: method test_index_cashflow_npv (line 3936) | def test_index_cashflow_npv(self, curve) -> None: method test_cashflow_no_index_rate (line 3940) | def test_cashflow_no_index_rate(self) -> None: method test_index_only (line 3949) | def test_index_only(self, curve) -> None: method test_index_cashflow_floats (line 3959) | def test_index_cashflow_floats(self, curve) -> None: class TestMtmCashflow (line 3977) | class TestMtmCashflow: method test_cashflow (line 3978) | def test_cashflow(self): method test_cashflow_reversed (line 3993) | def test_cashflow_reversed(self): class TestNonDeliverableCashflow (line 4009) | class TestNonDeliverableCashflow: method fxf_ndf (line 4011) | def fxf_ndf(self): method test_npv (line 4023) | def test_npv(self, fxf_ndf): method test_npv_reversed (line 4034) | def test_npv_reversed(self, fxf_ndf): method test_npv_fixing (line 4045) | def test_npv_fixing(self, fxf_ndf): method test_rate_as_fixing (line 4057) | def test_rate_as_fixing(self, fxf_ndf): method test_forecast_as_fixing (line 4069) | def test_forecast_as_fixing(self, fxf_ndf): method test_rate (line 4081) | def test_rate(self, fxf_ndf): method test_forecast_rate (line 4092) | def test_forecast_rate(self, fxf_ndf): method test_cashflows_priced (line 4103) | def test_cashflows_priced(self, fxf_ndf): method test_cashflows_no_args (line 4130) | def test_cashflows_no_args(self): method test_analytic_delta (line 4156) | def test_analytic_delta(self, curve): class TestNonDeliverableFixedPeriod (line 4167) | class TestNonDeliverableFixedPeriod: method fxf_ndf (line 4169) | def fxf_ndf(self): method test_cashflow_reversed (line 4182) | def test_cashflow_reversed(self, fx_fixing, fxf_ndf): method test_cashflow (line 4201) | def test_cashflow(self, fx_fixing, fxf_ndf): method test_cashflow_err (line 4220) | def test_cashflow_err(self, fx_fixing, fxf_ndf): method test_analytic_delta (line 4235) | def test_analytic_delta(self, fx_fixing, fxf_ndf): method test_analytic_delta_base (line 4255) | def test_analytic_delta_base(self, fx_conv, fxf_ndf): method test_npv_reversed (line 4275) | def test_npv_reversed(self, fx_fixing, fxf_ndf): method test_npv (line 4295) | def test_npv(self, fx_fixing, fxf_ndf): method test_cashflows (line 4316) | def test_cashflows(self, curve, fixed_rate, fxf_ndf): class TestZeroFixedPeriod (line 4357) | class TestZeroFixedPeriod: method test_cashflows (line 4358) | def test_cashflows(self): function test_base_period_dates_raise (line 4373) | def test_base_period_dates_raise() -> None: function fxfo (line 4384) | def fxfo(): function fxvs (line 4404) | def fxvs(): class TestFXOption (line 4418) | class TestFXOption: method test_premium_big_usd_pips (line 4431) | def test_premium_big_usd_pips( method test_premium_big_eur_pc (line 4495) | def test_premium_big_eur_pc(self, fxfo, pay, k, exp_pts, exp_prem, dlt... method test_npv (line 4542) | def test_npv(self, fxfo, smile) -> None: method test_npv_in_past (line 4572) | def test_npv_in_past(self, fxfo, smile) -> None: method test_npv_option_fixing (line 4599) | def test_npv_option_fixing(self, fxfo) -> None: method test_rate_metric_raises (line 4656) | def test_rate_metric_raises(self, fxfo) -> None: method test_premium_points (line 4675) | def test_premium_points(self, fxfo, smile) -> None: method test_implied_vol (line 4703) | def test_implied_vol(self, fxfo) -> None: method test_premium_put (line 4732) | def test_premium_put(self, fxfo, smile) -> None: method test_npv_put (line 4761) | def test_npv_put(self, fxfo, smile) -> None: method test_strike_from_delta (line 4808) | def test_strike_from_delta(self, fxfo, dlty, delta, exp_k, smile) -> N... method test_payoff_at_expiry (line 4859) | def test_payoff_at_expiry(self, fxfo) -> None: method test_payoff_at_expiry_put (line 4874) | def test_payoff_at_expiry_put(self, fxfo) -> None: method test_strike_and_delta_idx_multisolve_from_delta_put (line 4909) | def test_strike_and_delta_idx_multisolve_from_delta_put( method test_strike_and_delta_idx_multisolve_from_delta_call (line 4989) | def test_strike_and_delta_idx_multisolve_from_delta_call( method test_strike_and_delta_idx_multisolve_from_delta_call_out_of_bounds (line 5050) | def test_strike_and_delta_idx_multisolve_from_delta_call_out_of_bounds( method test_analytic_gamma_fwd_diff (line 5092) | def test_analytic_gamma_fwd_diff(self, delta_type, fxfo) -> None: method test_analytic_vega (line 5125) | def test_analytic_vega(self, fxfo) -> None: method test_analytic_vomma (line 5158) | def test_analytic_vomma(self, fxfo) -> None: method test_vega_and_vomma_example (line 5197) | def test_vega_and_vomma_example(self, fxfo, payment) -> None: method test_delta_and_gamma_example (line 5232) | def test_delta_and_gamma_example(self, fxfo, payment, delta_type) -> N... method test_all_5_greeks_example (line 5278) | def test_all_5_greeks_example(self, fxfo, payment, delta_type) -> None: method test_kega (line 5335) | def test_kega(self, fxfo) -> None: method test_bad_expiries_raises (line 5351) | def test_bad_expiries_raises(self, fxfo) -> None: method test_call_cashflows (line 5380) | def test_call_cashflows(self, fxfo, smile) -> None: method test_sticky_delta_delta_vol_smile_against_ad (line 5413) | def test_sticky_delta_delta_vol_smile_against_ad(self, fxfo, delta_typ... method test_sticky_delta_calculation (line 5495) | def test_sticky_delta_calculation(self, smile, expected) -> None: method test_sticky_delta_direct_from_ad (line 5551) | def test_sticky_delta_direct_from_ad(self, fxfo) -> None: method test_no_strike_raises (line 5587) | def test_no_strike_raises(self): method test_try_rate_with_metric (line 5600) | def test_try_rate_with_metric(self, fxfo): method test_try_rate_errs (line 5643) | def test_try_rate_errs(self, fxfo): method test_non_deliverable_fx_option_third_currency_raises (line 5672) | def test_non_deliverable_fx_option_third_currency_raises(self, fxfo): method test_non_deliverable_fx_option_npv_vol_given (line 5699) | def test_non_deliverable_fx_option_npv_vol_given(self, ndpair): method test_non_deliverable_fx_option_npv_vol_given_fx_fixing (line 5732) | def test_non_deliverable_fx_option_npv_vol_given_fx_fixing(self, ndpai... method test_cashflow_no_pricing_objects (line 5787) | def test_cashflow_no_pricing_objects(self): class TestIROption (line 5800) | class TestIROption: method test_cashflow_known_exercise (line 5805) | def test_cashflow_known_exercise(self, today, strike, fixing, klass): method test_cashflow_option_value (line 5822) | def test_cashflow_option_value(self): method test_option_npv_different_csa (line 5842) | def test_option_npv_different_csa(self): method test_option_rate (line 5891) | def test_option_rate(self, metric, expected): method test_ir_option_rate_from_sabr (line 5952) | def test_ir_option_rate_from_sabr(self, smile, expected): method test_cashflows (line 5972) | def test_cashflows(self): method test_analytic_greeks (line 6004) | def test_analytic_greeks(self): method test_analytic_greeks_bachelier (line 6060) | def test_analytic_greeks_bachelier(self): method test_analytic_sticky_delta (line 6246) | def test_analytic_sticky_delta(self, ir_vol, expected): method test_repr (line 6262) | def test_repr(self): method test_raise_on_no_strike (line 6272) | def test_raise_on_no_strike(self): method test_cash_collateralized_settlement_with_fixing (line 6285) | def test_cash_collateralized_settlement_with_fixing(self): method test_try_rate (line 6300) | def test_try_rate(self): method test_rate_bachelier_metric (line 6329) | def test_rate_bachelier_metric(self): FILE: python/tests/periods/test_static_npv.py class TestStaticNPV (line 19) | class TestStaticNPV: method test_settlement_forward (line 29) | def test_settlement_forward(self, settlement, forward, expected): FILE: python/tests/scheduling/test_calendars.py function cal_ (line 41) | def cal_(): function test_is_non_bus_day (line 55) | def test_is_non_bus_day(date, expected, cal_) -> None: function test_is_non_bus_day_raises (line 60) | def test_is_non_bus_day_raises() -> None: function test_cal_no_hols (line 79) | def test_cal_no_hols(date) -> None: function test_named_cal (line 84) | def test_named_cal() -> None: function test_multiple_named_cal (line 90) | def test_multiple_named_cal() -> None: function test_add_tenor_raises (line 105) | def test_add_tenor_raises() -> None: function test_add_tenor (line 123) | def test_add_tenor(tenor, expected) -> None: function test_add_negative_tenor (line 141) | def test_add_negative_tenor(tenor, expected, roll) -> None: function test_add_tenor_special_cases (line 158) | def test_add_tenor_special_cases(date, tenor, mod, roll, cal, expected) ... function test_adjust_date (line 178) | def test_adjust_date(date, modifier, cal_, expected) -> None: function test_adjust_date_cal (line 183) | def test_adjust_date_cal() -> None: function test_adjust_date_raises (line 188) | def test_adjust_date_raises() -> None: function test_modifiers_som (line 203) | def test_modifiers_som(cal_, modifier, expected) -> None: function test_modifiers_eom (line 218) | def test_modifiers_eom(cal_, modifier, expected) -> None: function test_dcf (line 246) | def test_dcf(start, end, conv, expected) -> None: function test_dcf_special (line 364) | def test_dcf_special(start, end, conv, expected, freq, term, stub) -> None: function test_dcf_raises (line 378) | def test_dcf_raises(conv, freq, term, stub) -> None: function test_dcf_30e360_isda_raises (line 390) | def test_dcf_30e360_isda_raises(): function test_dcf_30u360_raises (line 401) | def test_dcf_30u360_raises(): function test_dcf_actacticma_raises (line 411) | def test_dcf_actacticma_raises(): function test_dcf_actact_raises (line 425) | def test_dcf_actact_raises(): function test_bus252 (line 448) | def test_bus252(start, end, expected) -> None: function test_30u360 (line 483) | def test_30u360(start, end, roll, expected): function test_get_years_and_months (line 498) | def test_get_years_and_months(d1, d2, exp) -> None: function test_act_act_icma_z_freq (line 511) | def test_act_act_icma_z_freq(s, e, t, exp) -> None: function test_calendar_aligns_with_fixings_tyo (line 526) | def test_calendar_aligns_with_fixings_tyo() -> None: function test_calendar_aligns_with_fixings_syd (line 539) | def test_calendar_aligns_with_fixings_syd() -> None: function test_book_example (line 552) | def test_book_example() -> None: function test_book_example2 (line 561) | def test_book_example2() -> None: function test_pipe_vectors (line 577) | def test_pipe_vectors() -> None: function test_pipe_raises (line 581) | def test_pipe_raises() -> None: function test_add_and_get_custom_calendar (line 588) | def test_add_and_get_custom_calendar() -> None: function test_add_and_get_custom_calendar_combination (line 596) | def test_add_and_get_custom_calendar_combination() -> None: function test_add_fails_on_comma_or_pipe (line 608) | def test_add_fails_on_comma_or_pipe(name): function test_add_fails_on_existing (line 616) | def test_add_fails_on_existing(name): function test_calendar_pop_all_combinations (line 621) | def test_calendar_pop_all_combinations() -> None: function test_doc_union_cal (line 640) | def test_doc_union_cal() -> None: function test_expiries_delivery (line 667) | def test_expiries_delivery(evald, delivery, expiry, expected_expiry) -> ... function test_expiries_delivery_raises (line 674) | def test_expiries_delivery_raises() -> None: function test_get_imm_api (line 694) | def test_get_imm_api(val, exp): function test_get_imm_api_no_code (line 699) | def test_get_imm_api_no_code(): function test_is_day_type_tenor (line 705) | def test_is_day_type_tenor(tenor): function test_is_not_day_type_tenor (line 710) | def test_is_not_day_type_tenor(tenor): function test_next_imm (line 740) | def test_next_imm(start, method, expected): function test_next_imm_depr (line 745) | def test_next_imm_depr(): function test_get_imm_depr (line 750) | def test_get_imm_depr(): function test_fed_nyc_good_friday (line 755) | def test_fed_nyc_good_friday(): function test_fed_sunday_to_monday (line 760) | def test_fed_sunday_to_monday(): function test_syd_nsw_holidays (line 766) | def test_syd_nsw_holidays(): function test_wlg_changes (line 772) | def test_wlg_changes(): function test_busdayslag_reverse (line 779) | def test_busdayslag_reverse(): function test_mex_loads (line 789) | def test_mex_loads(): function test_bjs_loads (line 795) | def test_bjs_loads(): function test_replace_whitespace (line 801) | def test_replace_whitespace(): function test_print_month (line 807) | def test_print_month(): function test_print_calendar (line 824) | def test_print_calendar(): function test_print_compare_calendar (line 859) | def test_print_compare_calendar(): function test_union_cal_try_from_name (line 892) | def test_union_cal_try_from_name(): function test_add_bus_days_BusDaysLagSettle_equivalence (line 901) | def test_add_bus_days_BusDaysLagSettle_equivalence(number, start): FILE: python/tests/scheduling/test_calendarsrs.py class TestRollDay (line 22) | class TestRollDay: method test_equality (line 32) | def test_equality(self, left, right, expected): function test_modifier_pickle (line 47) | def test_modifier_pickle(modifier) -> None: function simple_cal (line 54) | def simple_cal(): function simple_union (line 59) | def simple_union(simple_cal): function multi_union (line 64) | def multi_union(simple_cal): class TestCal (line 69) | class TestCal: method test_cal_construct (line 70) | def test_cal_construct(self) -> None: method test_cal_from_name (line 74) | def test_cal_from_name(self): method test_is_business_day (line 80) | def test_is_business_day(self, simple_cal, simple_union) -> None: method test_add_cal_days (line 89) | def test_add_cal_days(self, simple_cal, simple_union, cal) -> None: method test_add_bus_days (line 110) | def test_add_bus_days(self, simple_cal, simple_union, cal, start, days... method test_add_bus_days_raises (line 116) | def test_add_bus_days_raises(self, simple_cal, simple_union) -> None: method test_add_months (line 128) | def test_add_months(self, cal, simple_cal, simple_union, start, months... method test_pickle_cal (line 133) | def test_pickle_cal(self, simple_cal) -> None: method test_pickle_union (line 139) | def test_pickle_union(self, simple_union) -> None: method test_holidays (line 152) | def test_holidays(self, cal, exp, simple_cal, multi_union) -> None: method test_tyo_cal (line 160) | def test_tyo_cal(self) -> None: method test_fed_cal (line 164) | def test_fed_cal(self) -> None: method test_wlg_cal (line 168) | def test_wlg_cal(self): method test_mum_cal (line 172) | def test_mum_cal(self): method test_json_round_trip (line 176) | def test_json_round_trip(self, simple_cal) -> None: method test_json_round_trip_union (line 181) | def test_json_round_trip_union(self, multi_union) -> None: method test_json_raises (line 186) | def test_json_raises(self) -> None: method test_equality (line 219) | def test_equality(self, left, right, expected) -> None: method test_attributes (line 223) | def test_attributes(self) -> None: method test_adjusts (line 233) | def test_adjusts(self, simple_cal): method test_roll (line 239) | def test_roll(self, simple_cal): class TestUnionCal (line 244) | class TestUnionCal: method test_week_mask (line 245) | def test_week_mask(self, multi_union) -> None: method test_adjusts (line 249) | def test_adjusts(self, simple_union): method test_roll (line 255) | def test_roll(self, simple_union): class TestNamedCal (line 260) | class TestNamedCal: method test_equality_named_cal (line 261) | def test_equality_named_cal(self) -> None: method test_adjusts (line 272) | def test_adjusts(self): method test_roll (line 279) | def test_roll(self): function test_calendar_against_historical_fixings (line 299) | def test_calendar_against_historical_fixings(datafile, calendar, known_e... class TestAdjuster (line 321) | class TestAdjuster: method test_adjusts (line 322) | def test_adjusts(self, simple_cal): class TestCalendarManager (line 329) | class TestCalendarManager: method test_add_and_pop (line 330) | def test_add_and_pop(self): method test_add_union_cal_raises (line 342) | def test_add_union_cal_raises(self): method test_add_and_get_composition (line 347) | def test_add_and_get_composition(self): method test_get_raises (line 354) | def test_get_raises(self): FILE: python/tests/scheduling/test_frequency.py function test_frequency_cal_days (line 34) | def test_frequency_cal_days(method, args, exp): function test_frequency_bus_days (line 56) | def test_frequency_bus_days(method, args, exp): function test_frequency_months (line 79) | def test_frequency_months(method, args, exp): function test_frequency_months_undefined (line 101) | def test_frequency_months_undefined(method, args, exp): function test_frequency_zero (line 114) | def test_frequency_zero(method, args, exp): function test_frequency_zero_raise (line 121) | def test_frequency_zero_raise(front): function test_equality (line 127) | def test_equality(): function test_rollday_equality (line 136) | def test_rollday_equality(): function test_string (line 143) | def test_string(): function test_adjuster_reverse (line 149) | def test_adjuster_reverse(): FILE: python/tests/scheduling/test_imm.py function test_is_imm (line 28) | def test_is_imm(date, expected) -> None: function test_is_imm_serial (line 33) | def test_is_imm_serial() -> None: function test_get_imm (line 47) | def test_get_imm(month, year, expected) -> None: function test_get_imm_namespace (line 52) | def test_get_imm_namespace(): function test_get_eom (line 66) | def test_get_eom(month, year, expected) -> None: function test_get_som (line 71) | def test_get_som() -> None: FILE: python/tests/scheduling/test_schedule.py function cal_ (line 27) | def cal_(): function test_is_divisible_months (line 42) | def test_is_divisible_months(dt1, dt2, fm, expected) -> None: function test_get_unspecified_roll (line 64) | def test_get_unspecified_roll(effective, termination, expected, expected... function test_infer_stub_date (line 91) | def test_infer_stub_date(e, t, stub, exp_roll, exp_stub, cal_) -> None: function test_infer_stub_date_no_inference_on_regular (line 117) | def test_infer_stub_date_no_inference_on_regular(e, t, stub, exp_roll, e... function test_infer_stub_date_no_inference_on_regular_dual (line 129) | def test_infer_stub_date_no_inference_on_regular_dual(cal_) -> None: function test_infer_stub_date_invalid_roll (line 164) | def test_infer_stub_date_invalid_roll(e, t, stub, cal_) -> None: function test_infer_stub_date_dual_sided (line 176) | def test_infer_stub_date_dual_sided(e, fs, t, stub, exp_roll, exp_stub, ... function test_infer_stub_date_dual_sided2 (line 191) | def test_infer_stub_date_dual_sided2(e, bs, t, stub, exp_roll, exp_stub,... function test_infer_stub_date_dual_sided_invalid (line 200) | def test_infer_stub_date_dual_sided_invalid(cal_) -> None: function test_infer_stub_date_eom (line 212) | def test_infer_stub_date_eom(cal_) -> None: function test_repr (line 224) | def test_repr(): function test_schedule_str (line 234) | def test_schedule_str(cal_) -> None: function test_schedule_raises (line 251) | def test_schedule_raises(cal_) -> None: function test_unadjusted_regular_swap_dead_stubs (line 326) | def test_unadjusted_regular_swap_dead_stubs(eff, term, f, roll) -> None: function test_unadjusted_regular_swap_dead_stubs_corrections (line 380) | def test_unadjusted_regular_swap_dead_stubs_corrections(eff, term, f, ro... function test_unadjusted_regular_swap (line 402) | def test_unadjusted_regular_swap(eff, term, f, roll, exp) -> None: function test_check_regular_swap_mf (line 430) | def test_check_regular_swap_mf(eff, term, roll, e_ueff, e_uterm, e_roll,... function test_check_regular_swap_mf_failures (line 445) | def test_check_regular_swap_mf_failures(eff, term, roll, cal_) -> None: function test_generate_irregular_uschedule (line 487) | def test_generate_irregular_uschedule(effective, termination, uf, ub, ro... function test_generate_regular_uschedule (line 530) | def test_generate_regular_uschedule(effective, termination, roll, expect... function test_regular_n_periods (line 544) | def test_regular_n_periods(effective, termination, frequency, expected) ... function test_get_unadjusted_short_stub_date (line 565) | def test_get_unadjusted_short_stub_date(eff, term, freq, ss, eom, roll, ... function test_get_unadjusted_stub_date_long (line 590) | def test_get_unadjusted_stub_date_long(eff, term, freq, stub, eom, roll,... function test_schedule_eom (line 620) | def test_schedule_eom(e, t, r, exp_roll, exp_ue, exp_ut, cal_) -> None: function test_payment_lag_is_business_days (line 627) | def test_payment_lag_is_business_days() -> None: function test_schedule_bad_stub_combinations_raise (line 633) | def test_schedule_bad_stub_combinations_raise() -> None: function test_schedule_bad_stub_combinations_raise2 (line 644) | def test_schedule_bad_stub_combinations_raise2() -> None: function test_schedule_combinations_valid (line 668) | def test_schedule_combinations_valid(st, fs, bs) -> None: function test_schedule_combinations_invalid (line 691) | def test_schedule_combinations_invalid(st, fs, bs, roll) -> None: function test_schedule_n_periods (line 704) | def test_schedule_n_periods() -> None: function test_get_unadjusted_long_stub_imm (line 721) | def test_get_unadjusted_long_stub_imm(ue, ut, exp) -> None: function test_get_unadjusted_short_stub_imm (line 732) | def test_get_unadjusted_short_stub_imm(ue, ut) -> None: function test_dead_stubs (line 738) | def test_dead_stubs() -> None: function test_eval_mode (line 814) | def test_eval_mode(mode, end, roll) -> None: function test_eval_date_raises (line 827) | def test_eval_date_raises() -> None: function test_single_period_imm_roll (line 836) | def test_single_period_imm_roll(): function test_deviate_from_effective_in_inference (line 847) | def test_deviate_from_effective_in_inference() -> None: function test_roll_property (line 870) | def test_roll_property(f, expected) -> None: function test_day_type_tenor (line 876) | def test_day_type_tenor() -> None: function test_cds_standard_example (line 888) | def test_cds_standard_example() -> None: function test_all_frequency_as_str (line 934) | def test_all_frequency_as_str(frequency): function test_inference_busdays (line 945) | def test_inference_busdays(): function test_payment_adjuster_2_and_3 (line 957) | def test_payment_adjuster_2_and_3(): function test_schedule_when_stub_input_is_regular (line 989) | def test_schedule_when_stub_input_is_regular(eff, front, back, term): function test_schedule_when_one_front_stub_of_two_is_regular (line 1015) | def test_schedule_when_one_front_stub_of_two_is_regular(fs): function test_schedule_in_advance_payment (line 1036) | def test_schedule_in_advance_payment(): function test_single_period_from_str_matching_frequency (line 1054) | def test_single_period_from_str_matching_frequency(tenor): function test_dead_stub_failures (line 1062) | def test_dead_stub_failures(stub) -> None: FILE: python/tests/scheduling/test_schedulers.py function test_schedule (line 54) | def test_schedule(ueff, uterm, si, exp): function test_imm_schedule (line 71) | def test_imm_schedule(): function test_single_period_schedule (line 89) | def test_single_period_schedule(): function test_single_period_schedule2 (line 106) | def test_single_period_schedule2(): function test_adjuster_equality (line 122) | def test_adjuster_equality(a, b, expected): FILE: python/tests/serialization/test_json.py function test_json_round_trip (line 93) | def test_json_round_trip(obj) -> None: FILE: python/tests/serialization/test_pickle.py function test_pickle_round_trip_obj_via_equality (line 144) | def test_pickle_round_trip_obj_via_equality(obj): function test_enum_equality (line 181) | def test_enum_equality(a1, a2, b1): function test_complex_enum_isinstance (line 193) | def test_complex_enum_isinstance(enum, klass): function test_simple_enum_pickle (line 213) | def test_simple_enum_pickle(enum, method_filter): function test_complex_enum_pickle (line 257) | def test_complex_enum_pickle(enum): FILE: python/tests/serialization/test_repr.py function test_repr_strings (line 68) | def test_repr_strings(obj, expected) -> None: function test_unique_repr_simple_enum (line 73) | def test_unique_repr_simple_enum(): FILE: python/tests/test_default.py function test_version (line 28) | def test_version() -> None: function test_context_raises (line 32) | def test_context_raises() -> None: function test_reset_defaults (line 37) | def test_reset_defaults() -> None: function test_defaults_singleton (line 48) | def test_defaults_singleton() -> None: function test_fixings_singleton (line 55) | def test_fixings_singleton() -> None: function test_fx_index_change (line 62) | def test_fx_index_change() -> None: function test_float_series_change (line 79) | def test_float_series_change(): function collect_and_remove_licence (line 94) | def collect_and_remove_licence() -> tuple[str | None, str | None]: function replace_collected_licence (line 106) | def replace_collected_licence(env_licence, file_licence) -> None: class TestLicence (line 113) | class TestLicence: method test_valid_licence (line 114) | def test_valid_licence(self): method test_env_licence (line 121) | def test_env_licence(self): method test_licence_no_licence_warning (line 131) | def test_licence_no_licence_warning(self): method test_licence_warning_for_expired_as_file (line 138) | def test_licence_warning_for_expired_as_file(self): method test_licence_warning_for_expired_as_env_var (line 148) | def test_licence_warning_for_expired_as_env_var(self): method test_invalid_signature (line 158) | def test_invalid_signature(self): method test_add_invalid_licence (line 175) | def test_add_invalid_licence(self, licence_text): method test_licence_missing_keys (line 186) | def test_licence_missing_keys(self, licence_text): FILE: python/tests/test_dual.py function x_1 (line 38) | def x_1(): function x_2 (line 43) | def x_2(): function y_1 (line 48) | def y_1(): function y_2 (line 53) | def y_2(): function y_3 (line 58) | def y_3(): function A (line 63) | def A(): function A_sparse (line 68) | def A_sparse(): function b (line 85) | def b(): function test_zero_init (line 89) | def test_zero_init() -> None: function test_no_type_crossing_on_ops (line 108) | def test_no_type_crossing_on_ops(x_1, y_1, op) -> None: function test_functions_of_two_duals_analytic_formula (line 117) | def test_functions_of_two_duals_analytic_formula(): function test_dual_repr (line 151) | def test_dual_repr(x_1, y_2) -> None: function test_dual_str (line 160) | def test_dual_str(x_1, y_2) -> None: function test_gradient_method (line 182) | def test_gradient_method(vars_, expected, x_1, y_2) -> None: function test_gradient_on_float (line 190) | def test_gradient_on_float(): function test_gradient_method2 (line 205) | def test_gradient_method2(vars_, expected, y_2) -> None: function test_rdiv_raises (line 210) | def test_rdiv_raises(x_1, y_1) -> None: function test_neg (line 218) | def test_neg(x_1, y_2) -> None: function test_eq_ne (line 223) | def test_eq_ne(x_1, y_1, y_2) -> None: function test_lt (line 252) | def test_lt() -> None: function test_lt_raises (line 259) | def test_lt_raises() -> None: function test_gt (line 264) | def test_gt() -> None: function test_gt_raises (line 271) | def test_gt_raises() -> None: function test_dual2_abs_float (line 276) | def test_dual2_abs_float(x_1, y_1, y_2) -> None: function test_dual2_immutable (line 289) | def test_dual2_immutable(y_1, y_2, op) -> None: function test_dual_immutable (line 296) | def test_dual_immutable(x_1, op) -> None: function test_dual_raises (line 301) | def test_dual_raises(x_1) -> None: function test_dual_is_not_iterable (line 306) | def test_dual_is_not_iterable(x_1, y_1): function test_dual_has_no_len (line 312) | def test_dual_has_no_len(x_1, y_1): function test_ops (line 327) | def test_ops(x_1, x_2, op, expected) -> None: function test_op_inversions (line 332) | def test_op_inversions(x_1, x_2) -> None: function test_ops2 (line 354) | def test_ops2(y_2, y_3, op, expected) -> None: function test_op_inversions2 (line 359) | def test_op_inversions2(y_2, y_3) -> None: function test_inverse (line 364) | def test_inverse(x_1, y_2) -> None: function test_power_identity (line 369) | def test_power_identity(x_1, y_2) -> None: function test_left_op_with_float (line 386) | def test_left_op_with_float(x_1, op, expected) -> None: function test_left_op_with_float2 (line 406) | def test_left_op_with_float2(y_2, op, expected) -> None: function test_right_op_with_float (line 411) | def test_right_op_with_float(x_1) -> None: function test_right_op_with_float2 (line 418) | def test_right_op_with_float2(y_2) -> None: function test_dual2_second_derivatives (line 435) | def test_dual2_second_derivatives() -> None: function test_dual2_second_derivatives2 (line 469) | def test_dual2_second_derivatives2() -> None: function test_dual2_second_derivatives3 (line 500) | def test_dual2_second_derivatives3() -> None: function test_dual_power_1d (line 545) | def test_dual_power_1d(power, expected) -> None: function test_dual2_power2_1d (line 557) | def test_dual2_power2_1d() -> None: function test_dual2_power_2d (line 565) | def test_dual2_power_2d() -> None: function test_dual2_inv_specific (line 573) | def test_dual2_inv_specific() -> None: function test_dual_truediv (line 585) | def test_dual_truediv(x_1) -> None: function test_dual2_exp_1d (line 591) | def test_dual2_exp_1d() -> None: function test_dual2_log_1d (line 599) | def test_dual2_log_1d() -> None: function test_dual2_log_exp (line 607) | def test_dual2_log_exp() -> None: function test_combined_vars_sorted (line 614) | def test_combined_vars_sorted(y_3) -> None: function test_log (line 628) | def test_log(x) -> None: function test_dual_log_base (line 634) | def test_dual_log_base() -> None: function test_exp (line 650) | def test_exp(x) -> None: function test_norm_cdf (line 663) | def test_norm_cdf(x) -> None: function test_inv_norm_cdf (line 684) | def test_inv_norm_cdf(x) -> None: function test_norm_cdf_value (line 698) | def test_norm_cdf_value() -> None: function test_inv_norm_cdf_value (line 704) | def test_inv_norm_cdf_value() -> None: function test_downcast_vars (line 711) | def test_downcast_vars() -> None: function test_gradient_of_non_present_vars (line 725) | def test_gradient_of_non_present_vars(x_1) -> None: function test_powers_bad_type (line 731) | def test_powers_bad_type(base, exponent, x_1, y_1) -> None: function test_keep_manifold_gradient (line 738) | def test_keep_manifold_gradient() -> None: function test_dual_set_order (line 751) | def test_dual_set_order(x_1, y_1) -> None: function test_variable_set_order (line 760) | def test_variable_set_order() -> None: function test_perturbation_confusion (line 768) | def test_perturbation_confusion() -> None: function test_solve (line 789) | def test_solve(A, b) -> None: function test_solve_lsqrs (line 797) | def test_solve_lsqrs() -> None: function test_solve_dual (line 805) | def test_solve_dual() -> None: function test_solve_dual2 (line 816) | def test_solve_dual2() -> None: function test_sparse_solve (line 830) | def test_sparse_solve(A_sparse) -> None: function test_multi_dim_solve (line 843) | def test_multi_dim_solve() -> None: function test_numpy_isclose (line 860) | def test_numpy_isclose(y_2) -> None: function test_numpy_equality (line 868) | def test_numpy_equality(y_2) -> None: function test_numpy_broadcast_ops_types (line 900) | def test_numpy_broadcast_ops_types(z, arg, op_str) -> None: function test_numpy_broadcast_pow_types (line 925) | def test_numpy_broadcast_pow_types(z) -> None: function test_numpy_matmul (line 935) | def test_numpy_matmul(y_2, y_1) -> None: function test_numpy_einsum (line 946) | def test_numpy_einsum(y_2, y_1) -> None: function test_numpy_einsum_works (line 957) | def test_numpy_einsum_works(y_2, y_1) -> None: function test_numpy_dtypes (line 984) | def test_numpy_dtypes(z, dtype) -> None: class TestVariable (line 992) | class TestVariable: method test_variable_f64 (line 1006) | def test_variable_f64(self, op, exp): method test_variable_f64_reverse (line 1013) | def test_variable_f64_reverse(self): method test_rtruediv_global_ad (line 1020) | def test_rtruediv_global_ad(self): method test_variable_dual (line 1041) | def test_variable_dual(self, op, exp): method test_variable_dual_reverse (line 1047) | def test_variable_dual_reverse(self): method test_variable_dual2 (line 1068) | def test_variable_dual2(self, op, exp): method test_variable_dual2_reverse (line 1074) | def test_variable_dual2_reverse(self): method test_variable_variable_ad1 (line 1094) | def test_variable_variable_ad1(self, op, exp): method test_variable_variable_ad2 (line 1113) | def test_variable_variable_ad2(self, op, exp): method test_variable_funcs (line 1133) | def test_variable_funcs(self, op, ad, exp): method test_variable_pow (line 1146) | def test_variable_pow(self, op, ad, exp): method test_gradient (line 1153) | def test_gradient(self, order, exp): method test_eq (line 1158) | def test_eq(self): method test_standalone_funcs (line 1173) | def test_standalone_funcs(self, func, exp): method test_z_exogenous_example (line 1178) | def test_z_exogenous_example(self): function test_set_multiple_objects_order (line 1204) | def test_set_multiple_objects_order(): function test_set_multiple_objects_order_raises (line 1225) | def test_set_multiple_objects_order_raises(): FILE: python/tests/test_dualpy.py function x_1 (line 34) | def x_1(): function x_2 (line 39) | def x_2(): function y_1 (line 44) | def y_1(): function y_2 (line 49) | def y_2(): function y_3 (line 54) | def y_3(): function A (line 59) | def A(): function A_sparse (line 64) | def A_sparse(): function b (line 81) | def b(): function test_zero_init (line 85) | def test_zero_init() -> None: function test_no_type_crossing_on_ops (line 104) | def test_no_type_crossing_on_ops(x_1, y_1, op) -> None: function test_dual_repr (line 113) | def test_dual_repr(x_1, y_2) -> None: function test_dual_str (line 121) | def test_dual_str(x_1, y_2) -> None: function test_rdiv_raises (line 129) | def test_rdiv_raises(x_1, y_1) -> None: function test_dual_round (line 145) | def test_dual_round(input_, expected): function test_neg (line 150) | def test_neg(x_1, y_2) -> None: function test_eq_ne (line 155) | def test_eq_ne(x_1, y_1, y_2) -> None: function test_lt (line 184) | def test_lt() -> None: function test_lt_raises (line 191) | def test_lt_raises() -> None: function test_gt (line 196) | def test_gt() -> None: function test_gt_raises (line 203) | def test_gt_raises() -> None: function test_dual2_abs_float (line 208) | def test_dual2_abs_float(x_1, y_1, y_2) -> None: function test_dual2_immutable (line 218) | def test_dual2_immutable(y_1, y_2, op) -> None: function test_dual_immutable (line 225) | def test_dual_immutable(x_1, op) -> None: function test_dual_raises (line 230) | def test_dual_raises(x_1) -> None: function test_ops (line 244) | def test_ops(x_1, x_2, op, expected) -> None: function test_op_inversions (line 249) | def test_op_inversions(x_1, x_2) -> None: function test_ops2 (line 271) | def test_ops2(y_2, y_3, op, expected) -> None: function test_op_inversions2 (line 276) | def test_op_inversions2(y_2, y_3) -> None: function test_inverse (line 281) | def test_inverse(x_1, y_2) -> None: function test_power_identity (line 286) | def test_power_identity(x_1, y_2) -> None: function test_left_op_with_float (line 303) | def test_left_op_with_float(x_1, op, expected) -> None: function test_left_op_with_float2 (line 323) | def test_left_op_with_float2(y_2, op, expected) -> None: function test_right_op_with_float (line 328) | def test_right_op_with_float(x_1) -> None: function test_right_op_with_float2 (line 335) | def test_right_op_with_float2(y_2) -> None: function test_dual2_second_derivatives (line 352) | def test_dual2_second_derivatives() -> None: function test_dual2_second_derivatives2 (line 386) | def test_dual2_second_derivatives2() -> None: function test_dual2_second_derivatives3 (line 417) | def test_dual2_second_derivatives3() -> None: function test_dual_power_1d (line 462) | def test_dual_power_1d(power, expected) -> None: function test_dual2_power2_1d (line 474) | def test_dual2_power2_1d() -> None: function test_dual2_power_2d (line 482) | def test_dual2_power_2d() -> None: function test_dual2_inv_specific (line 490) | def test_dual2_inv_specific() -> None: function test_dual_truediv (line 502) | def test_dual_truediv(x_1) -> None: function test_dual2_exp_1d (line 508) | def test_dual2_exp_1d() -> None: function test_dual2_log_1d (line 516) | def test_dual2_log_1d() -> None: function test_dual2_log_exp (line 524) | def test_dual2_log_exp() -> None: function test_combined_vars_sorted (line 531) | def test_combined_vars_sorted(y_3) -> None: function test_log (line 545) | def test_log(x) -> None: function test_dual_log_base (line 551) | def test_dual_log_base() -> None: function test_exp (line 567) | def test_exp(x) -> None: function test_norm_cdf (line 580) | def test_norm_cdf(x) -> None: function test_inv_norm_cdf (line 593) | def test_inv_norm_cdf(x) -> None: function test_norm_cdf_value (line 599) | def test_norm_cdf_value() -> None: function test_inv_norm_cdf_value (line 605) | def test_inv_norm_cdf_value() -> None: function test_downcast_vars (line 612) | def test_downcast_vars() -> None: function test_solve (line 629) | def test_solve(A, b) -> None: function test_solve_lsqrs (line 637) | def test_solve_lsqrs() -> None: function test_sparse_solve (line 645) | def test_sparse_solve(A_sparse) -> None: function test_numpy_isclose (line 660) | def test_numpy_isclose(y_2) -> None: function test_numpy_equality (line 668) | def test_numpy_equality(y_2) -> None: function test_numpy_broadcast_ops_types (line 700) | def test_numpy_broadcast_ops_types(z, arg, op_str) -> None: function test_numpy_broadcast_pow_types (line 725) | def test_numpy_broadcast_pow_types(z) -> None: function test_numpy_matmul (line 735) | def test_numpy_matmul(y_2, y_1) -> None: function test_numpy_einsum (line 746) | def test_numpy_einsum(y_2, y_1) -> None: function test_numpy_einsum_works (line 757) | def test_numpy_einsum_works(y_2, y_1) -> None: function test_numpy_dtypes (line 784) | def test_numpy_dtypes(z, dtype) -> None: FILE: python/tests/test_dualrs.py function x_1 (line 24) | def x_1(): function x_2 (line 29) | def x_2(): function test_zero_init (line 33) | def test_zero_init() -> None: function test_dual_repr (line 38) | def test_dual_repr(x_1) -> None: function test_dual_repr_4vars (line 43) | def test_dual_repr_4vars() -> None: function test_dual_str (line 49) | def test_dual_str(x_1) -> None: function test_gradient_method (line 62) | def test_gradient_method(vars_, expected, x_1) -> None: function test_neg (line 67) | def test_neg(x_1) -> None: function test_eq_ne (line 73) | def test_eq_ne(x_1) -> None: function test_lt (line 87) | def test_lt() -> None: function test_le (line 93) | def test_le() -> None: function test_gt (line 99) | def test_gt() -> None: function test_ge (line 105) | def test_ge() -> None: function test_ops (line 120) | def test_ops(x_1, x_2, op, expected) -> None: function test_left_op_with_float (line 134) | def test_left_op_with_float(x_1, op, expected) -> None: function test_right_op_with_float (line 139) | def test_right_op_with_float(x_1) -> None: function test_op_inversions (line 146) | def test_op_inversions(x_1, x_2) -> None: function test_inverse (line 151) | def test_inverse(x_1) -> None: function test_power_identity (line 155) | def test_power_identity(x_1) -> None: function test_dual_power_1d (line 171) | def test_dual_power_1d(power, expected) -> None: function test_dual_truediv (line 178) | def test_dual_truediv(x_1) -> None: function test_combined_vars_sorted (line 184) | def test_combined_vars_sorted(x_1) -> None: function test_exp (line 195) | def test_exp(x_1) -> None: function test_log (line 201) | def test_log(x_1) -> None: function test_numpy_isclose (line 210) | def test_numpy_isclose(x_1) -> None: function test_numpy_equality (line 218) | def test_numpy_equality(x_1) -> None: function test_numpy_broadcast_ops_types (line 250) | def test_numpy_broadcast_ops_types(z, arg, op_str) -> None: function test_numpy_broadcast_pow_types (line 276) | def test_numpy_broadcast_pow_types(z) -> None: function test_numpy_matmul (line 286) | def test_numpy_matmul(x_1) -> None: function test_numpy_einsum_works (line 298) | def test_numpy_einsum_works(x_1) -> None: function test_numpy_dtypes (line 326) | def test_numpy_dtypes(z, dtype) -> None: function test_dual_solve (line 334) | def test_dual_solve() -> None: function test_pickle (line 349) | def test_pickle(obj) -> None: function test_dual_powers_finite_diff (line 359) | def test_dual_powers_finite_diff(z, p): function test_dual_powers_operators (line 376) | def test_dual_powers_operators() -> None: function test_dual2_powers_finite_diff_first_order (line 389) | def test_dual2_powers_finite_diff_first_order(z, p): function test_dual2_powers_finite_diff_second_order (line 408) | def test_dual2_powers_finite_diff_second_order(z, p): function test_dual2_powers_operators (line 436) | def test_dual2_powers_operators() -> None: FILE: python/tests/test_enums.py function test_method_param (line 15) | def test_method_param(): FILE: python/tests/test_fixings.py function test_fixings (line 35) | def test_fixings(name) -> None: function test_calendar_matches_fixings_corra (line 40) | def test_calendar_matches_fixings_corra() -> None: function test_fixings_raises_file_error (line 54) | def test_fixings_raises_file_error() -> None: function test_add_fixings_directly (line 59) | def test_add_fixings_directly() -> None: function test_add_fixings_directly_with_specific_state (line 71) | def test_add_fixings_directly_with_specific_state() -> None: function test_get_stub_ibor_fixings (line 81) | def test_get_stub_ibor_fixings() -> None: function test_get_stub_ibor_fixings_no_left (line 106) | def test_get_stub_ibor_fixings_no_left(fixing) -> None: function test_get_stub_ibor_fixings_no_right (line 130) | def test_get_stub_ibor_fixings_no_right(fixing) -> None: function test_get_stub_ibor_fixings_no_left_no_right (line 153) | def test_get_stub_ibor_fixings_no_left_no_right() -> None: function test_state_id (line 165) | def test_state_id(): function test_series_combine (line 177) | def test_series_combine(): function test_reset_doc (line 186) | def test_reset_doc(): class TestRFRFixing (line 207) | class TestRFRFixing: method test_rfr_lockout (line 208) | def test_rfr_lockout(self) -> None: class TestFXFixing (line 228) | class TestFXFixing: method test_direct (line 229) | def test_direct(self) -> None: method test_inverted (line 241) | def test_inverted(self) -> None: method test_cross1 (line 253) | def test_cross1(self) -> None: method test_cross2 (line 268) | def test_cross2(self) -> None: method test_reset (line 283) | def test_reset(self): method test_no_state_update (line 295) | def test_no_state_update(self): method test_construct_1_major_usd (line 318) | def test_construct_1_major_usd(self): method test_construct_1_major_eur (line 335) | def test_construct_1_major_eur(self): method test_construct_2_major_eur (line 344) | def test_construct_2_major_eur(self): method test_construct_2_major_usd (line 363) | def test_construct_2_major_usd(self): method test_construct_3_major (line 382) | def test_construct_3_major(self): class TestFXFixingMajor (line 400) | class TestFXFixingMajor: method test_direct (line 401) | def test_direct(self) -> None: method test_inverted (line 413) | def test_inverted(self) -> None: method test_cross1 (line 425) | def test_cross1(self) -> None: method test_reset (line 438) | def test_reset(self): method test_no_state_update (line 450) | def test_no_state_update(self): class TestIRSFixing (line 472) | class TestIRSFixing: method test_annuity (line 481) | def test_annuity(self, method, expected) -> None: FILE: python/tests/test_fx.py class TestStateAndCache (line 33) | class TestStateAndCache: method test_method_state_chg (line 34) | def test_method_state_chg(self): method test_method_does_not_chg_state (line 42) | def test_method_does_not_chg_state(self): method test_cached_property_fxarray (line 50) | def test_cached_property_fxarray(self): method test_fxforwards_cache_clearing (line 60) | def test_fxforwards_cache_clearing(self, meth, args): function test_ill_constrained (line 83) | def test_ill_constrained(fx_rates) -> None: function test_avoid_recursion_error (line 88) | def test_avoid_recursion_error() -> None: function test_rates (line 94) | def test_rates() -> None: function test_fxrates_multi_single_currency (line 108) | def test_fxrates_multi_single_currency() -> None: function test_fxrates_multi_chain (line 126) | def test_fxrates_multi_chain() -> None: function test_fxrates_pickle (line 144) | def test_fxrates_pickle(): function test_rates_repr (line 153) | def test_rates_repr(): function test_fx_update_blank (line 165) | def test_fx_update_blank() -> None: function test_convert_and_base (line 171) | def test_convert_and_base() -> None: function test_convert_none (line 182) | def test_convert_none() -> None: function test_convert_warn (line 187) | def test_convert_warn() -> None: function test_convert_error (line 193) | def test_convert_error() -> None: function test_positions_value (line 199) | def test_positions_value() -> None: function test_fxrates_set_order (line 205) | def test_fxrates_set_order() -> None: function test_update_raises (line 214) | def test_update_raises() -> None: function test_restate (line 223) | def test_restate() -> None: function test_restate_return_self (line 231) | def test_restate_return_self() -> None: function test_rates_table (line 237) | def test_rates_table() -> None: function test_fxrates_to_json (line 244) | def test_fxrates_to_json() -> None: function test_from_json_and_equality (line 266) | def test_from_json_and_equality() -> None: function test_copy (line 280) | def test_copy() -> None: function test_set_ad_order (line 287) | def test_set_ad_order() -> None: function test_set_ad_order_second_order_gradients (line 305) | def test_set_ad_order_second_order_gradients() -> None: function usdusd (line 334) | def usdusd(): function eureur (line 340) | def eureur(): function usdeur (line 346) | def usdeur(): function cadcad (line 352) | def cadcad(): function cadcol (line 358) | def cadcol(): function test_fxforwards_repr (line 363) | def test_fxforwards_repr(usdusd, eureur, usdeur) -> None: function test_fxforwards_rates_unequal (line 402) | def test_fxforwards_rates_unequal(usdusd, eureur, usdeur) -> None: function test_fxforwards_without_settlement_raise (line 423) | def test_fxforwards_without_settlement_raise() -> None: function test_fxforwards_set_order (line 430) | def test_fxforwards_set_order(usdusd, eureur, usdeur) -> None: function test_fxforwards_set_order_list (line 445) | def test_fxforwards_set_order_list(usdusd, eureur, usdeur) -> None: function test_fxforwards_and_swap (line 473) | def test_fxforwards_and_swap(usdusd, eureur, usdeur) -> None: function test_fxforwards2 (line 498) | def test_fxforwards2() -> None: function test_fxforwards_immediate (line 537) | def test_fxforwards_immediate() -> None: function test_fxforwards_immediate2 (line 560) | def test_fxforwards_immediate2() -> None: function test_fxforwards_bad_curves_raises (line 576) | def test_fxforwards_bad_curves_raises(usdusd, eureur, usdeur) -> None: function test_fxforwards_convert (line 604) | def test_fxforwards_convert(usdusd, eureur, usdeur) -> None: function test_fxforwards_convert_not_in_ccys (line 632) | def test_fxforwards_convert_not_in_ccys(usdusd, eureur, usdeur) -> None: function test_fxforwards_position_not_dual (line 670) | def test_fxforwards_position_not_dual(usdusd, eureur, usdeur) -> None: function test_fx_curves_locals_raises (line 691) | def test_fx_curves_locals_raises(): function test_multiple_currencies_number_raises (line 705) | def test_multiple_currencies_number_raises(usdusd) -> None: function test_forwards_unexpected_curve_raise (line 723) | def test_forwards_unexpected_curve_raise(usdusd) -> None: function test_forwards_codependent_curve_raise (line 737) | def test_forwards_codependent_curve_raise(usdusd) -> None: class TestFXForwardsBase (line 752) | class TestFXForwardsBase: method test_single_system (line 756) | def test_single_system(self, usdusd, eureur): method test_multi_currency_system (line 767) | def test_multi_currency_system(self, base, idx, usdusd, eureur, cadcad... method test_separable_system (line 800) | def test_separable_system( method test_dependent_acyclic_system (line 821) | def test_dependent_acyclic_system(self, usdusd, eureur, usdeur, cadcad... function test_multiple_settlement_forwards (line 844) | def test_multiple_settlement_forwards() -> None: function test_generate_proxy_curve (line 868) | def test_generate_proxy_curve() -> None: function test_generate_multi_csa_curve (line 896) | def test_generate_multi_csa_curve() -> None: function test_proxy_curves_update_with_underlying (line 914) | def test_proxy_curves_update_with_underlying() -> None: function test_full_curves (line 938) | def test_full_curves(usdusd, eureur, usdeur) -> None: function test_rate_dynamic_path_calculation (line 960) | def test_rate_dynamic_path_calculation() -> None: function test_no_rate_path_on_immediate (line 984) | def test_no_rate_path_on_immediate(settlement) -> None: function test_fx_plot (line 1023) | def test_fx_plot(left, right) -> None: function test_delta_risk_equivalence (line 1043) | def test_delta_risk_equivalence() -> None: function test_fx_immediate_rate_equivalence_to_forward (line 1085) | def test_fx_immediate_rate_equivalence_to_forward() -> None: function test_rates_update_empty_dict (line 1110) | def test_rates_update_empty_dict() -> None: function test_oo_update_rates_and_id (line 1118) | def test_oo_update_rates_and_id() -> None: function test_fx_forwards_update_list (line 1136) | def test_fx_forwards_update_list(fx_rates, err): function test_oo_update_forwards_rates (line 1152) | def test_oo_update_forwards_rates() -> None: function test_oo_update_forwards (line 1173) | def test_oo_update_forwards(curve_up, fxr_up) -> None: function test_oo_update_forwards_rates_list (line 1200) | def test_oo_update_forwards_rates_list() -> None: function test_oo_update_forwards_rates_equivalence (line 1222) | def test_oo_update_forwards_rates_equivalence() -> None: function test_fxforwards_to_json_round_trip (line 1253) | def test_fxforwards_to_json_round_trip(fxr, usdusd, eureur, usdeur) -> N... function test_bad_settlement_date (line 1266) | def test_bad_settlement_date(usdusd, usdeur, eureur) -> None: function test_fxforwards_separable_system (line 1275) | def test_fxforwards_separable_system() -> None: function test_fxforwards_acyclic_system (line 1293) | def test_fxforwards_acyclic_system() -> None: function test_fxforwards_cyclic_system_fails (line 1311) | def test_fxforwards_cyclic_system_fails() -> None: function test_fxforwards_cyclic_system_restructured (line 1329) | def test_fxforwards_cyclic_system_restructured() -> None: function test_fxforwards_cyclic_system_restructured2 (line 1352) | def test_fxforwards_cyclic_system_restructured2() -> None: function test_fxforwards_settlement_pairs (line 1373) | def test_fxforwards_settlement_pairs() -> None: function test_fxforwards_positions_when_immediate_aligns_with_settlement (line 1404) | def test_fxforwards_positions_when_immediate_aligns_with_settlement() ->... function test_fxforwards_positions_multiple_fx_rates (line 1427) | def test_fxforwards_positions_multiple_fx_rates() -> None: function test_forward_fx_immediate (line 1450) | def test_forward_fx_immediate() -> None: function test_forward_fx_spot_equivalent (line 1463) | def test_forward_fx_spot_equivalent() -> None: class TestFXForwards (line 1470) | class TestFXForwards: method test_hash_update_on_fxr_update (line 1482) | def test_hash_update_on_fxr_update(self, method, args): method test_hash_update_on_curve_update (line 1521) | def test_hash_update_on_curve_update(self, method, args): method test_update_does_nothing_with_same_hashes (line 1549) | def test_update_does_nothing_with_same_hashes(self): method test_cache_population (line 1569) | def test_cache_population(self): method test_proxy_curve_cache (line 1594) | def test_proxy_curve_cache(self): method test_creation_composite_curve (line 1609) | def test_creation_composite_curve(self): method test_creation_proxy_curve (line 1623) | def test_creation_proxy_curve(self): method test_creation_operations_curve (line 1642) | def test_creation_operations_curve(self): function test_recursive_pair_population1 (line 1658) | def test_recursive_pair_population1(): function test_recursive_pair_population2 (line 1678) | def test_recursive_pair_population2(): FILE: python/tests/test_fx_volatility.py function fxfo (line 45) | def fxfo(): class TestFXDeltaVolSmile (line 64) | class TestFXDeltaVolSmile: method test_get_from_strike (line 66) | def test_get_from_strike(self, fxfo, k) -> None: method test_get_from_strike_ad (line 96) | def test_get_from_strike_ad(self, fxfo, var, idx, val, k) -> None: method test_get_from_strike_ad_2 (line 134) | def test_get_from_strike_ad_2(self, fxfo, k, cross) -> None: method test_get_from_unsimilar_delta (line 177) | def test_get_from_unsimilar_delta(self) -> None: method test_get_from_similar_delta (line 190) | def test_get_from_similar_delta(self, delta_type, exp) -> None: method test_get_from_similar_delta_pa (line 204) | def test_get_from_similar_delta_pa(self, delta_type, exp) -> None: method test_get_from_unsimilar_delta2 (line 215) | def test_get_from_unsimilar_delta2(self): method test_set_same_ad_order (line 233) | def test_set_same_ad_order(self) -> None: method test_set_ad_order_raises (line 245) | def test_set_ad_order_raises(self) -> None: method test_iter_raises (line 257) | def test_iter_raises(self) -> None: method test_update_node (line 267) | def test_update_node(self): method test_delta_index_range_for_spot (line 283) | def test_delta_index_range_for_spot(self, nodes): method test_update_csolve (line 295) | def test_update_csolve(self): method test_flat_smile_with_zero_delta_index_input (line 323) | def test_flat_smile_with_zero_delta_index_input(self): class TestFXDeltaVolSurface (line 334) | class TestFXDeltaVolSurface: method test_expiry_before_eval (line 335) | def test_expiry_before_eval(self) -> None: method test_smile_0_no_interp (line 346) | def test_smile_0_no_interp(self) -> None: method test_smile_end_no_interp (line 366) | def test_smile_end_no_interp(self) -> None: method test_smile_tot_var_lin_interp (line 386) | def test_smile_tot_var_lin_interp(self) -> None: method test_smile_from_exact_expiry (line 408) | def test_smile_from_exact_expiry(self) -> None: method test_get_vol_from_strike (line 432) | def test_get_vol_from_strike(self) -> None: method test_get_vol_from_strike_raises (line 446) | def test_get_vol_from_strike_raises(self) -> None: method test_set_node_vector (line 458) | def test_set_node_vector(self) -> None: method test_expiries_unsorted (line 473) | def test_expiries_unsorted(self) -> None: method test_set_weights (line 483) | def test_set_weights(self) -> None: method test_weights_get_vol (line 510) | def test_weights_get_vol(self, scalar) -> None: method test_weights_get_vol_clark (line 536) | def test_weights_get_vol_clark(self) -> None: method test_cache_clear_and_defaults (line 592) | def test_cache_clear_and_defaults(self): method test_flat_surface_and_get_smile_one_expiry (line 612) | def test_flat_surface_and_get_smile_one_expiry(self, smile_expiry): class TestFXSabrSmile (line 629) | class TestFXSabrSmile: method test_sabr_vol (line 641) | def test_sabr_vol(self, strike, vol): method test_sabr_vol_finite_diff_first_order (line 659) | def test_sabr_vol_finite_diff_first_order(self, k, f): method test_sabr_vol_cross_finite_diff_second_order (line 713) | def test_sabr_vol_cross_finite_diff_second_order(self, k, f, pair): method test_sabr_vol_same_finite_diff_second_order (line 774) | def test_sabr_vol_same_finite_diff_second_order(self, k, f, var): method test_sabr_vol_root_multi_duals_neighbourhood (line 828) | def test_sabr_vol_root_multi_duals_neighbourhood(self): method test_missing_param_raises (line 856) | def test_missing_param_raises(self, param): method test_non_iterable (line 872) | def test_non_iterable(self): method test_update_node_raises (line 887) | def test_update_node_raises(self): method test_set_ad_order_raises (line 902) | def test_set_ad_order_raises(self): method test_get_node_vars_and_vector (line 917) | def test_get_node_vars_and_vector(self): method test_get_from_strike_expiry_raises (line 937) | def test_get_from_strike_expiry_raises(self): method test_get_from_strike_ad_2 (line 954) | def test_get_from_strike_ad_2(self, fxfo, k) -> None: method test_sabr_derivative (line 999) | def test_sabr_derivative(self, a, p, k_): method test_sabr_derivative_f (line 1015) | def test_sabr_derivative_f(self, a, p, f_): method test_sabr_derivative_finite_diff_first_order (line 1031) | def test_sabr_derivative_finite_diff_first_order(self, k, f): method test_sabr_derivative_cross_finite_diff_second_order (line 1084) | def test_sabr_derivative_cross_finite_diff_second_order(self, k, f, pa... method test_sabr_derivative_same_finite_diff_second_order (line 1145) | def test_sabr_derivative_same_finite_diff_second_order(self, k, f, var): method test_sabr_derivative_root_multi_duals_neighbourhood (line 1197) | def test_sabr_derivative_root_multi_duals_neighbourhood(self): method test_sabr_derivative_ad (line 1226) | def test_sabr_derivative_ad(self): method test_sabr_derivative_root (line 1252) | def test_sabr_derivative_root(self): method test_sabr_derivative_root_ad (line 1269) | def test_sabr_derivative_root_ad(self): method test_f_with_fxforwards (line 1295) | def test_f_with_fxforwards(self, fxfo): method test_f_with_fxrates_raises (line 1314) | def test_f_with_fxrates_raises(self, fxfo): method test_plot_domain (line 1332) | def test_plot_domain(self): method test_get_from_strike_raises_fx (line 1344) | def test_get_from_strike_raises_fx(self, fxfo): method test_solver_variable_numbers (line 1361) | def test_solver_variable_numbers(self): method test_sabr_function_values (line 1438) | def test_sabr_function_values(self, a, b, p, v, k): class TestFXSabrSurface (line 1489) | class TestFXSabrSurface: method test_unsorted_expiries (line 1497) | def test_unsorted_expiries(self, expiries): method test_z_eurusd_surface_cookbook (line 1509) | def test_z_eurusd_surface_cookbook(self): method test_k_derivative_interpolation (line 1846) | def test_k_derivative_interpolation(self, fxfo): method test_get_from_strike (line 1881) | def test_get_from_strike(self, fxfo, k, expiry, expected): method test_variables_on_extrapolated_sabr_smiles_before (line 1900) | def test_variables_on_extrapolated_sabr_smiles_before(self, fxfo): method test_variables_on_extrapolated_sabr_smiles_after (line 1915) | def test_variables_on_extrapolated_sabr_smiles_after(self, fxfo): method test_update_state (line 1930) | def test_update_state(self): method test_flat_surface_and_get_smile_one_expiry (line 1950) | def test_flat_surface_and_get_smile_one_expiry(self, smile_expiry): method test_flat_surface_option_strike_delta (line 1965) | def test_flat_surface_option_strike_delta(self, option_expiry): class TestStateAndCache (line 1985) | class TestStateAndCache: method test_method_does_not_change_state (line 2010) | def test_method_does_not_change_state(self, curve, method, args): method test_method_changes_state (line 2036) | def test_method_changes_state(self, curve, method, args): method test_method_changes_state_sabr (line 2065) | def test_method_changes_state_sabr(self, curve, method, args): method test_populate_cache (line 2071) | def test_populate_cache(self): method test_method_clears_cache (line 2075) | def test_method_clears_cache(self): method test_surface_clear_cache (line 2086) | def test_surface_clear_cache(self, method, args): method test_surface_populate_cache (line 2108) | def test_surface_populate_cache(self, method, args): method test_surface_change_state (line 2143) | def test_surface_change_state(self, method, args, surface): method test_surface_maintain_state (line 2171) | def test_surface_maintain_state(self, method, args, surface): method test_surface_validate_states (line 2176) | def test_surface_validate_states(self): method test_initialisation_state_smile (line 2214) | def test_initialisation_state_smile(self, smile): method test_initialisation_state_surface (line 2217) | def test_initialisation_state_surface(self): function test_validate_delta_type (line 2228) | def test_validate_delta_type() -> None: FILE: python/tests/test_fxrs.py function test_ccy_creation (line 20) | def test_ccy_creation() -> None: function test_fx_rate_creation (line 27) | def test_fx_rate_creation(val) -> None: function test_json_round_trip (line 34) | def test_json_round_trip() -> None: function test_equality (line 41) | def test_equality() -> None: FILE: python/tests/test_ir_volatility.py function test_bilinear_interp (line 50) | def test_bilinear_interp(h, v, expected): function test_numpy_ravel_for_dates_posix (line 55) | def test_numpy_ravel_for_dates_posix(): function curve (line 62) | def curve(): class TestIRSabrSmile (line 75) | class TestIRSabrSmile: method test_sabr_vol (line 87) | def test_sabr_vol(self, strike, vol): method test_sabr_vol_plot (line 105) | def test_sabr_vol_plot(self): method test_sabr_vol_plot_fail (line 126) | def test_sabr_vol_plot_fail(self): method test_sabr_vol_finite_diff_first_order (line 148) | def test_sabr_vol_finite_diff_first_order(self, k, f): method test_sabr_vol_cross_finite_diff_second_order (line 204) | def test_sabr_vol_cross_finite_diff_second_order(self, k, f, pair): method test_sabr_vol_same_finite_diff_second_order (line 267) | def test_sabr_vol_same_finite_diff_second_order(self, k, f, var): method test_sabr_vol_root_multi_duals_neighbourhood (line 323) | def test_sabr_vol_root_multi_duals_neighbourhood(self): method test_missing_param_raises (line 353) | def test_missing_param_raises(self, param): method test_non_iterable (line 372) | def test_non_iterable(self): method test_update_node_raises (line 390) | def test_update_node_raises(self): method test_set_ad_order_raises (line 408) | def test_set_ad_order_raises(self): method test_get_node_vars_and_vector (line 426) | def test_get_node_vars_and_vector(self): method test_get_from_strike_expiry_raises (line 448) | def test_get_from_strike_expiry_raises(self): method test_get_from_strike_ad_2 (line 468) | def test_get_from_strike_ad_2(self, k) -> None: method test_sabr_derivative_finite_diff_first_order (line 513) | def test_sabr_derivative_finite_diff_first_order(self, k, f): method test_sabr_derivative_cross_finite_diff_second_order (line 570) | def test_sabr_derivative_cross_finite_diff_second_order(self, k, f, pa... method test_sabr_derivative_same_finite_diff_second_order (line 633) | def test_sabr_derivative_same_finite_diff_second_order(self, k, f, var): method test_sabr_derivative_root_multi_duals_neighbourhood (line 687) | def test_sabr_derivative_root_multi_duals_neighbourhood(self): method test_sabr_function_values (line 810) | def test_sabr_function_values(self, a, b, p, v, k): method test_init_raises_key (line 868) | def test_init_raises_key(self): method test_attributes (line 887) | def test_attributes(self): method test_get_from_strike_with_curves (line 904) | def test_get_from_strike_with_curves(self): method test_set_node_vector (line 923) | def test_set_node_vector(self): method test_plot_normal_from_black_shift (line 944) | def test_plot_normal_from_black_shift(self): method test_plot_normal_from_black_shift2_with_IROption_Solving (line 1038) | def test_plot_normal_from_black_shift2_with_IROption_Solving(self, kla... method test_d_sigma_d_f (line 1148) | def test_d_sigma_d_f(self): method test_time_scalar (line 1163) | def test_time_scalar(self): class TestIRSabrCube (line 1177) | class TestIRSabrCube: method test_init (line 1178) | def test_init(self): method test_constructed_sabr_smile_vars (line 1193) | def test_constructed_sabr_smile_vars(self, ad, klass): method test_interpolation_boundaries (line 1269) | def test_interpolation_boundaries(self, expiry, tenor, expected): method test_interpolation_single_expiry (line 1324) | def test_interpolation_single_expiry(self, expiry, tenor, expected): method test_interpolation_single_tenor (line 1379) | def test_interpolation_single_tenor(self, expiry, tenor, expected): method test_alpha (line 1405) | def test_alpha(self): method test_cache (line 1440) | def test_cache(self): method test_get_node_vector (line 1455) | def test_get_node_vector(self): method test_get_node_vector_ad1 (line 1478) | def test_get_node_vector_ad1(self): method test_set_node_vector (line 1502) | def test_set_node_vector(self): method test_weights_implementation (line 1539) | def test_weights_implementation(self, weights, expiries): method test_weights (line 1555) | def test_weights(self): class TestIRSplineSmile (line 1587) | class TestIRSplineSmile: method test_spline_vol (line 1599) | def test_spline_vol(self, strike, vol): method test_spline_vol_flat (line 1622) | def test_spline_vol_flat(self, strike, vol, k): method test_spline_construction (line 1646) | def test_spline_construction(self, k, nodes, expected_k): method test_pricing_model (line 1665) | def test_pricing_model(self, model, metric): method test_d_sigma_d_f (line 1689) | def test_d_sigma_d_f(self, model, k): method test_time_scalar (line 1705) | def test_time_scalar(self): class TestIRSplineCube (line 1719) | class TestIRSplineCube: method test_init (line 1720) | def test_init(self): method test_constructed_spline_smile_vars (line 1733) | def test_constructed_spline_smile_vars(self, ad, klass): method test_interpolation_boundaries (line 1802) | def test_interpolation_boundaries(self, expiry, tenor, expected): method test_interpolation_single_expiry (line 1855) | def test_interpolation_single_expiry(self, expiry, tenor, expected): method test_interpolation_single_tenor (line 1908) | def test_interpolation_single_tenor(self, expiry, tenor, expected): method test_cache (line 1932) | def test_cache(self): method test_get_node_vector (line 1945) | def test_get_node_vector(self): method test_get_node_vector_ad1 (line 1967) | def test_get_node_vector_ad1(self): method test_set_node_vector (line 1989) | def test_set_node_vector(self): method test_update_single_key (line 2012) | def test_update_single_key(self): method test_pricing_model (line 2038) | def test_pricing_model(self, model, metric): method test_business_day_time_and_weights (line 2061) | def test_business_day_time_and_weights(self): class TestStateAndCache (line 2129) | class TestStateAndCache: method test_method_does_not_change_state (line 2161) | def test_method_does_not_change_state(self, obj, method, args): method test_method_changes_state (line 2193) | def test_method_changes_state(self, obj, method, args): method test_method_changes_state_sabr (line 2225) | def test_method_changes_state_sabr(self, curve, method, args): method test_method_changes_state_sabr_cube (line 2254) | def test_method_changes_state_sabr_cube(self, curve, method, args): method test_surface_clear_cache (line 2276) | def test_surface_clear_cache(self, method, args): class TestPricingModelConversion (line 2295) | class TestPricingModelConversion: class TestBachelier (line 2296) | class TestBachelier: method test_convert_to_black_no_shift (line 2311) | def test_convert_to_black_no_shift(self, vol, k, shift, expected): class TestBlack76 (line 2317) | class TestBlack76: method test_convert_to_bachelier (line 2332) | def test_convert_to_bachelier(self, vol, k, shift, expected): method test_convert_to_new_shift (line 2352) | def test_convert_to_new_shift(self, vol, k, shift, tgt, expected): class TestCookbokReplicators (line 2362) | class TestCookbokReplicators: method test_z_ir_vol_risks (line 2363) | def test_z_ir_vol_risks(self): FILE: python/tests/test_serialization.py function test_curvemeta_json_round_trip (line 41) | def test_curvemeta_json_round_trip(calendar, index_base, collateral): function test_curvespline_json_round_trip (line 65) | def test_curvespline_json_round_trip(obj): function test_curveinterpolator_json_round_trip (line 73) | def test_curveinterpolator_json_round_trip(local, t): function test_no_input_round_trip (line 93) | def test_no_input_round_trip(value): function curve (line 101) | def curve(): function line_curve (line 116) | def line_curve(): function index_curve (line 129) | def index_curve(): class TestCurve (line 143) | class TestCurve: method test_serialization (line 144) | def test_serialization(self, curve) -> None: method test_serialization_round_trip (line 164) | def test_serialization_round_trip(self, c, curve, line_curve, index_cu... method test_serialization_round_trip_spline (line 175) | def test_serialization_round_trip_spline(self) -> None: method test_serialization_curve_str_calendar (line 205) | def test_serialization_curve_str_calendar(self) -> None: method test_serialization_curve_custom_calendar (line 222) | def test_serialization_curve_custom_calendar(self) -> None: FILE: python/tests/test_solver.py class TestIFTSolver (line 44) | class TestIFTSolver: method test_failed_state (line 46) | def test_failed_state(self, args): method test_failed_state_raises (line 53) | def test_failed_state_raises(self): method test_solution_func_tol_state (line 60) | def test_solution_func_tol_state(self): method test_solution_conv_tol_state (line 69) | def test_solution_conv_tol_state(self): method test_solution_max_iter_state (line 79) | def test_solution_max_iter_state(self): method test_dual_returns (line 89) | def test_dual_returns(self): method test_dual2_returns (line 103) | def test_dual2_returns(self): class TestDekker (line 120) | class TestDekker: method test_simple_linear (line 121) | def test_simple_linear(self): method test_cubic_with_bracketed_intervals (line 131) | def test_cubic_with_bracketed_intervals(self): method test_root_in_bracket (line 155) | def test_root_in_bracket(self, bracket): method test_both_roots_in_bracket_takes_left_side (line 166) | def test_both_roots_in_bracket_takes_left_side(self): method test_horizontal_secant (line 179) | def test_horizontal_secant(self): method test_asymptote (line 192) | def test_asymptote(self): method test_dekker (line 204) | def test_dekker(self): method test_dekker_conv_tol (line 216) | def test_dekker_conv_tol(self): class TestBrent (line 224) | class TestBrent: method test_simple_linear (line 225) | def test_simple_linear(self): method test_cubic_with_bracketed_intervals (line 235) | def test_cubic_with_bracketed_intervals(self): method test_root_in_bracket (line 259) | def test_root_in_bracket(self, bracket): method test_both_roots_in_bracket_takes_left_side (line 270) | def test_both_roots_in_bracket_takes_left_side(self): method test_horizontal_secant (line 283) | def test_horizontal_secant(self): method test_asymptote (line 296) | def test_asymptote(self): method test_brent (line 308) | def test_brent(self): method test_brent_conv_tol (line 320) | def test_brent_conv_tol(self): method test_paper_replication (line 328) | def test_paper_replication(self): method test_another_func (line 340) | def test_another_func(self): class TestGradients (line 356) | class TestGradients: method setup_class (line 358) | def setup_class(cls): method test_J (line 395) | def test_J(self) -> None: method test_grad_v_rT (line 406) | def test_grad_v_rT(self) -> None: method test_J2 (line 409) | def test_J2(self) -> None: method test_grad_v_v_rT (line 428) | def test_grad_v_v_rT(self) -> None: method test_grad_s_vT (line 431) | def test_grad_s_vT(self) -> None: class TestDocs (line 442) | class TestDocs: method test_external_system_replicator (line 446) | def test_external_system_replicator(self): function test_basic_solver (line 559) | def test_basic_solver(algo) -> None: function test_solver_repr (line 588) | def test_solver_repr(): function test_solver_reiterate (line 611) | def test_solver_reiterate(algo) -> None: function test_basic_solver_line_curve (line 647) | def test_basic_solver_line_curve(algo) -> None: function test_basic_spline_solver (line 673) | def test_basic_spline_solver() -> None: function test_large_spline_solver (line 714) | def test_large_spline_solver() -> None: function test_solver_raises_len (line 749) | def test_solver_raises_len() -> None: function test_basic_solver_weights (line 772) | def test_basic_solver_weights() -> None: function test_solver_independent_curve (line 825) | def test_solver_independent_curve() -> None: class TestSolverCompositeCurve (line 864) | class TestSolverCompositeCurve: method test_solver_composite_curve (line 865) | def test_solver_composite_curve(self) -> None: function test_non_unique_curves (line 939) | def test_non_unique_curves() -> None: function test_max_iterations (line 964) | def test_max_iterations() -> None: function test_step_tol (line 995) | def test_step_tol() -> None: function test_grad_tol (line 1025) | def test_grad_tol() -> None: function test_solver_pre_solver_dependency_generates_same_delta (line 1055) | def test_solver_pre_solver_dependency_generates_same_delta() -> None: function test_delta_gamma_calculation (line 1136) | def test_delta_gamma_calculation() -> None: function test_solver_delta_fx_noinput (line 1184) | def test_solver_delta_fx_noinput() -> None: function test_solver_pre_solver_dependency_generates_same_gamma (line 1207) | def test_solver_pre_solver_dependency_generates_same_gamma() -> None: function test_nonmutable_presolver_defaults (line 1291) | def test_nonmutable_presolver_defaults() -> None: function test_solver_grad_s_vT_methods_equivalent (line 1310) | def test_solver_grad_s_vT_methods_equivalent() -> None: function test_solver_grad_s_vT_methods_equivalent_overspecified_curve (line 1348) | def test_solver_grad_s_vT_methods_equivalent_overspecified_curve() -> None: function test_solver_second_order_vars_raise_on_first_order (line 1386) | def test_solver_second_order_vars_raise_on_first_order() -> None: function test_solver_second_order_vars_raise_on_first_order_pre_solvers (line 1401) | def test_solver_second_order_vars_raise_on_first_order_pre_solvers() -> ... function test_bad_algo_raises (line 1423) | def test_bad_algo_raises() -> None: function test_solver_float_rate_bond (line 1434) | def test_solver_float_rate_bond() -> None: function test_solver_grad_s_s_vt_methods_equivalent (line 1490) | def test_solver_grad_s_s_vt_methods_equivalent() -> None: function test_gamma_raises (line 1526) | def test_gamma_raises() -> None: function test_delta_irs_guide (line 1551) | def test_delta_irs_guide() -> None: function test_delta_irs_guide_fx_base (line 1595) | def test_delta_irs_guide_fx_base() -> None: function test_mechanisms_guide_gamma (line 1675) | def test_mechanisms_guide_gamma() -> None: function test_solver_gamma_pnl_explain (line 1799) | def test_solver_gamma_pnl_explain() -> None: function test_gamma_with_fxrates_ad_order_1_raises (line 1950) | def test_gamma_with_fxrates_ad_order_1_raises() -> None: function test_error_labels (line 1956) | def test_error_labels() -> None: function test_solver_non_unique_id_raises (line 1979) | def test_solver_non_unique_id_raises() -> None: function test_solving_indirect_parameters_from_proxy_composite (line 1998) | def test_solving_indirect_parameters_from_proxy_composite() -> None: function test_solver_dimensions_of_matmul (line 2034) | def test_solver_dimensions_of_matmul() -> None: function test_pre_solver_single_fx_object (line 2085) | def test_pre_solver_single_fx_object() -> None: function test_pre_solver_set_ad_order (line 2162) | def test_pre_solver_set_ad_order() -> None: function test_solver_jacobians_in_text (line 2188) | def test_solver_jacobians_in_text() -> None: function test_solver_jacobians_pre (line 2241) | def test_solver_jacobians_pre() -> None: function test_newton_solver_1dim_dual (line 2329) | def test_newton_solver_1dim_dual() -> None: function test_newton_solver_1dim_dual2 (line 2342) | def test_newton_solver_1dim_dual2() -> None: function test_newton_solver_2dim_dual (line 2359) | def test_newton_solver_2dim_dual() -> None: function test_newton_solver_2dim_dual2 (line 2390) | def test_newton_solver_2dim_dual2() -> None: function test_newton_1d_failed_state (line 2426) | def test_newton_1d_failed_state() -> None: function test_newton_ndim_raises (line 2436) | def test_newton_ndim_raises() -> None: function test_newton_solver_object_args (line 2446) | def test_newton_solver_object_args(): function test_solver_with_vol_smile (line 2459) | def test_solver_with_vol_smile() -> None: function test_solver_with_surface (line 2514) | def test_solver_with_surface() -> None: class TestStateManagement (line 2589) | class TestStateManagement: method test_solver_state_storage (line 2590) | def test_solver_state_storage(self): method test_warning_on_fx_mutation (line 2646) | def test_warning_on_fx_mutation(self, method, obj, args): method test_raise_on_pre_curve_mutation (line 2696) | def test_raise_on_pre_curve_mutation(self, method): method test_raise_on_curve_mutation (line 2752) | def test_raise_on_curve_mutation(self, method): method test_raise_on_composite_curve_mutation (line 2808) | def test_raise_on_composite_curve_mutation(self, method): method test_solver_auto_updates_fx_before_state_setting (line 2828) | def test_solver_auto_updates_fx_before_state_setting(self): method test_solver_dual2_auto_updates_fx_before_state_setting (line 2881) | def test_solver_dual2_auto_updates_fx_before_state_setting(self): method test_pre_solvers_fx_is_updated_and_does_not_cause_validation_issue (line 2967) | def test_pre_solvers_fx_is_updated_and_does_not_cause_validation_issue... method test_set_ad_order_does_not_change_object_state (line 3089) | def test_set_ad_order_does_not_change_object_state(self, obj): method test_solver_validation_control (line 3095) | def test_solver_validation_control(self): function test_objects_ad_attribute (line 3180) | def test_objects_ad_attribute(obj): function test_curves_without_their_own_params (line 3186) | def test_curves_without_their_own_params(label): function test_from_other (line 3202) | def test_from_other() -> None: class TestContainerSolver (line 3255) | class TestContainerSolver: method test_combine_separate_solvers_for_delta (line 3259) | def test_combine_separate_solvers_for_delta(self): method test_combine_separate_solvers_for_exo_delta (line 3290) | def test_combine_separate_solvers_for_exo_delta(self): method test_combine_separate_solvers_for_gamma (line 3321) | def test_combine_separate_solvers_for_gamma(self): method test_combine_separate_solvers_error (line 3357) | def test_combine_separate_solvers_error(self): method test_error_empty (line 3378) | def test_error_empty(self): FILE: python/tests/test_splines.py function t (line 22) | def t(): function x (line 27) | def x(): function test_individual_bsplines (line 44) | def test_individual_bsplines(t, x, i, expected) -> None: function test_first_derivative_endpoint_support (line 63) | def test_first_derivative_endpoint_support(t, x, i, expected) -> None: function test_second_derivative_endpoint_support (line 82) | def test_second_derivative_endpoint_support(t, x, i, expected) -> None: function test_third_derivative_endpoint_support (line 101) | def test_third_derivative_endpoint_support(t, x, i, expected) -> None: function test_fourth_derivative_endpoint_support (line 107) | def test_fourth_derivative_endpoint_support(t, x) -> None: function test_ppdnev (line 115) | def test_ppdnev(t) -> None: function test_ppev (line 124) | def test_ppev(t) -> None: function test_csolve (line 133) | def test_csolve() -> None: function test_csolve_lsq (line 145) | def test_csolve_lsq() -> None: function test_csolve_raises (line 165) | def test_csolve_raises(tau, val, allow) -> None: function test_copy (line 174) | def test_copy() -> None: function test_spline_equality_type (line 180) | def test_spline_equality_type() -> None: function test_dual_AD (line 208) | def test_dual_AD(klass, order) -> None: function test_dual2_AD (line 227) | def test_dual2_AD(klass, order) -> None: function test_dual_AD_raises (line 250) | def test_dual_AD_raises() -> None: function test_dual2_AD_raises (line 266) | def test_dual2_AD_raises() -> None: function test_dual_float_raises (line 282) | def test_dual_float_raises() -> None: function test_bsplmatrix (line 294) | def test_bsplmatrix() -> None: function test_json_round_trip (line 302) | def test_json_round_trip() -> None: function test_should_raise_bad_solve (line 321) | def test_should_raise_bad_solve() -> None: function test_evaluate_with_Variable_x (line 344) | def test_evaluate_with_Variable_x(obj, val, exp): FILE: python/tests/test_to_fix.py function test_fxsmile_update_node (line 19) | def test_fxsmile_update_node(): FILE: rust/curves/curve.rs type CurveDF (line 26) | pub struct CurveDF { type Modifier (line 39) | pub enum Modifier { type CurveInterpolation (line 53) | pub trait CurveInterpolation { method interpolated_value (line 55) | fn interpolated_value(&self, nodes: &NodesTimestamp, date: &NaiveDateT... method node_index (line 58) | fn node_index(&self, nodes: &NodesTimestamp, date_timestamp: i64) -> u... function try_new (line 65) | pub fn try_new( function ad (line 88) | pub fn ad(&self) -> ADOrder { function interpolated_value (line 96) | pub fn interpolated_value(&self, date: &NaiveDateTime) -> Number { function node_index (line 100) | pub fn node_index(&self, date_timestamp: i64) -> usize { function set_ad_order (line 104) | pub fn set_ad_order(&mut self, ad: ADOrder) -> Result<(), PyErr> { function index_value (line 161) | pub fn index_value(&self, date: &NaiveDateTime) -> Result { function curve_fixture (line 182) | fn curve_fixture() -> CurveDF { function index_curve_fixture (line 195) | fn index_curve_fixture() -> CurveDF { function curve_dual_fixture (line 217) | fn curve_dual_fixture() -> CurveDF { function test_get_index (line 231) | fn test_get_index() { function test_get_value (line 238) | fn test_get_value() { function nodes_timestamp_fixture (line 244) | fn nodes_timestamp_fixture() -> NodesTimestamp { function test_log_linear (line 254) | fn test_log_linear() { function test_set_order (line 263) | fn test_set_order() { function test_set_order_no_change (line 275) | fn test_set_order_no_change() { function test_set_order_vars_remain (line 284) | fn test_set_order_vars_remain() { function test_index_value (line 296) | fn test_index_value() { function test_index_value_prior_to_first (line 303) | fn test_index_value_prior_to_first() { FILE: rust/curves/curve_py.rs type CurveInterpolator (line 36) | pub(crate) enum CurveInterpolator { method interpolated_value (line 66) | fn interpolated_value(&self, nodes: &NodesTimestamp, date: &NaiveDateTim... type Curve (line 80) | pub(crate) struct Curve { method new_py (line 88) | fn new_py( method id (line 112) | fn id(&self) -> String { method nodes (line 117) | fn nodes(&self) -> IndexMap { method ad (line 129) | fn ad(&self) -> ADOrder { method interpolation (line 134) | fn interpolation(&self) -> String { method convention (line 146) | fn convention(&self) -> Convention { method modifier (line 151) | fn modifier(&self) -> Modifier { method index_value_py (line 156) | fn index_value_py(&self, date: NaiveDateTime) -> PyResult { method set_ad_order (line 160) | fn set_ad_order(&mut self, ad: ADOrder) -> PyResult<()> { method __getitem__ (line 165) | fn __getitem__(&self, date: NaiveDateTime) -> Number { method __eq__ (line 169) | fn __eq__(&self, other: Curve) -> bool { method to_json_py (line 180) | fn to_json_py(&self) -> PyResult { method __setstate__ (line 190) | pub fn __setstate__(&mut self, state: Bound<'_, PyBytes>) -> PyResult<... method __getstate__ (line 194) | pub fn __getstate__<'py>(&self, py: Python<'py>) -> PyResult, ad: ADOr... method new_py (line 267) | fn new_py(ad: u8) -> PyResult { method __getnewargs__ (line 279) | pub fn __getnewargs__<'py>(&self) -> PyResult<(u8,)> { function _get_modifier_str (line 291) | pub(crate) fn _get_modifier_str(modifier: Modifier) -> String { FILE: rust/curves/interpolation/intp_flat_backward.rs type FlatBackwardInterpolator (line 28) | pub struct FlatBackwardInterpolator {} method new (line 33) | pub fn new() -> Self { method __setstate__ (line 38) | pub fn __setstate__(&mut self, state: Bound<'_, PyBytes>) -> PyResult<... method __getstate__ (line 42) | pub fn __getstate__<'py>(&self, py: Python<'py>) -> PyResult(&self, py: Python<'py>) -> PyResult NodesTimestamp { function test_flat_backward (line 90) | fn test_flat_backward() { function test_flat_backward_left_out_of_bounds (line 98) | fn test_flat_backward_left_out_of_bounds() { function test_flat_backward_right_out_of_bounds (line 106) | fn test_flat_backward_right_out_of_bounds() { function test_flat_backward_equals_interval_value (line 114) | fn test_flat_backward_equals_interval_value() { FILE: rust/curves/interpolation/intp_flat_forward.rs type FlatForwardInterpolator (line 28) | pub struct FlatForwardInterpolator {} method new (line 33) | pub fn new() -> Self { method __setstate__ (line 38) | pub fn __setstate__(&mut self, state: Bound<'_, PyBytes>) -> PyResult<... method __getstate__ (line 42) | pub fn __getstate__<'py>(&self, py: Python<'py>) -> PyResult(&self, py: Python<'py>) -> PyResult NodesTimestamp { function test_flat_forward (line 90) | fn test_flat_forward() { function test_flat_forward_left_out_of_bounds (line 98) | fn test_flat_forward_left_out_of_bounds() { function test_flat_forward_right_out_of_bounds (line 106) | fn test_flat_forward_right_out_of_bounds() { function test_flat_forward_equals_interval_value (line 114) | fn test_flat_forward_equals_interval_value() { FILE: rust/curves/interpolation/intp_linear.rs type LinearInterpolator (line 29) | pub struct LinearInterpolator {} method new (line 34) | pub fn new() -> Self { method __setstate__ (line 39) | pub fn __setstate__(&mut self, state: Bound<'_, PyBytes>) -> PyResult<... method __getstate__ (line 43) | pub fn __getstate__<'py>(&self, py: Python<'py>) -> PyResult(&self, py: Python<'py>) -> PyResult NodesTimestamp { function test_linear (line 88) | fn test_linear() { FILE: rust/curves/interpolation/intp_linear_zero_rate.rs type LinearZeroRateInterpolator (line 31) | pub struct LinearZeroRateInterpolator {} method new (line 37) | pub fn new() -> Self { method __setstate__ (line 42) | pub fn __setstate__(&mut self, state: Bound<'_, PyBytes>) -> PyResult<... method __getstate__ (line 46) | pub fn __getstate__<'py>(&self, py: Python<'py>) -> PyResult(&self, py: Python<'py>) -> PyResult NodesTimestamp { function test_log_linear (line 94) | fn test_log_linear() { function test_log_linear_first_period (line 105) | fn test_log_linear_first_period() { FILE: rust/curves/interpolation/intp_log_cubic.rs type LogCubicInterpolator (line 29) | pub struct LogCubicInterpolator { method new (line 40) | pub fn new(t: Vec, c: Option>) -> Self { method __setstate__ (line 48) | pub fn __setstate__(&mut self, state: Bound<'_, PyBytes>) -> PyResult<... method __getstate__ (line 52) | pub fn __getstate__<'py>(&self, py: Python<'py>) -> PyResult(&self, py: Python<'py>) -> PyResult<(Vec NodesTimestamp { function test_log_linear (line 97) | fn test_log_linear() { FILE: rust/curves/interpolation/intp_log_linear.rs type LogLinearInterpolator (line 29) | pub struct LogLinearInterpolator {} method new (line 34) | pub fn new() -> Self { method __setstate__ (line 39) | pub fn __setstate__(&mut self, state: Bound<'_, PyBytes>) -> PyResult<... method __getstate__ (line 43) | pub fn __getstate__<'py>(&self, py: Python<'py>) -> PyResult(&self, py: Python<'py>) -> PyResult NodesTimestamp { function test_log_linear (line 88) | fn test_log_linear() { FILE: rust/curves/interpolation/intp_null.rs type NullInterpolator (line 30) | pub struct NullInterpolator {} method new (line 35) | pub fn new() -> Self { method __setstate__ (line 40) | pub fn __setstate__(&mut self, state: Bound<'_, PyBytes>) -> PyResult<... method __getstate__ (line 44) | pub fn __getstate__<'py>(&self, py: Python<'py>) -> PyResult(&self, py: Python<'py>) -> PyResult NodesTimestamp { function test_null_interpolation (line 78) | fn test_null_interpolation() { FILE: rust/curves/interpolation/utils.rs function linear_interp (line 29) | pub(crate) fn linear_interp(x1: f64, y1: &T, x2: f64, y2: &T, x: f64)... function log_linear_interp (line 38) | pub(crate) fn log_linear_interp(x1: f64, y1: &T, x2: f64, y2: &T, x: ... function linear_zero_interp (line 49) | pub(crate) fn linear_zero_interp(x0: f64, x1: f64, y1: &T, x2: f64, y... function index_left (line 79) | pub(crate) fn index_left(list_input: &[T], value: &T, left_count: Opt... function index_left_ (line 107) | fn index_left_() { function test_linear_interp (line 118) | fn test_linear_interp() { function test_log_linear_interp (line 138) | fn test_log_linear_interp() { FILE: rust/curves/nodes.rs type Nodes (line 21) | pub enum Nodes { method from (line 61) | fn from(value: NodesTimestamp) -> Self { type NodesTimestamp (line 28) | pub enum NodesTimestamp { method first_key (line 35) | pub fn first_key(&self) -> i64 { method from (line 45) | fn from(value: Nodes) -> Self { method sort_keys (line 91) | pub(crate) fn sort_keys(&mut self) { method keys (line 99) | pub(crate) fn keys(&self) -> Vec { method index_map (line 107) | pub(crate) fn index_map(&self) -> IndexMap { FILE: rust/curves/serde.rs function curve_fixture (line 39) | fn curve_fixture(interpolator: T) -> CurveDF) -> Self { method try_new (line 437) | pub fn try_new(real: f64, vars: Vec, dual: Vec) -> Result... method new_from (line 476) | pub fn new_from(other: &T, real: f64, vars: Vec) -> S... method try_new_from (line 500) | pub fn try_new_from( method clone_from (line 512) | pub fn clone_from(other: &T, real: f64, dual: Array1) ->... method real (line 522) | pub fn real(&self) -> f64 { type Dual2 (line 36) | pub struct Dual2 { method new (line 543) | pub fn new(real: f64, vars: Vec) -> Self { method try_new (line 572) | pub fn try_new( method new_from (line 628) | pub fn new_from(other: &T, real: f64, vars: Vec) -> S... method try_new_from (line 652) | pub fn try_new_from( method clone_from (line 665) | pub fn clone_from( method real (line 683) | pub fn real(&self) -> f64 { type VarsRelationship (line 45) | pub enum VarsRelationship { type Vars (line 59) | pub trait Vars method vars (line 64) | fn vars(&self) -> &Arc>; method to_new_vars (line 71) | fn to_new_vars( method vars_cmp (line 78) | fn vars_cmp(&self, arc_vars: &Arc>) -> VarsRelationsh... method to_union_vars (line 115) | fn to_union_vars(&self, other: &Self, state: Option)... method to_combined_vars (line 140) | fn to_combined_vars(&self, other: &Self) -> (Self, Self) method ptr_eq (line 163) | fn ptr_eq(&self, other: &Self) -> bool { method vars (line 170) | fn vars(&self) -> &Arc> { method to_new_vars (line 185) | fn to_new_vars( method vars (line 213) | fn vars(&self) -> &Arc> { method to_new_vars (line 228) | fn to_new_vars( type Gradient1 (line 277) | pub trait Gradient1: Vars { method dual (line 279) | fn dual(&self) -> &Array1; method gradient1 (line 284) | fn gradient1(&self, vars: Vec) -> Array1 { method dual (line 309) | fn dual(&self) -> &Array1 { method dual (line 315) | fn dual(&self) -> &Array1 { type Gradient2 (line 321) | pub trait Gradient2: Gradient1 { method dual2 (line 323) | fn dual2(&self) -> &Array2; method gradient2 (line 328) | fn gradient2(&self, vars: Vec) -> Array2 { method gradient1_manifold (line 359) | fn gradient1_manifold(&self, vars: Vec) -> Array1 { method dual2 (line 390) | fn dual2(&self) -> &Array2 { function new (line 697) | fn new() { function new_with_dual (line 708) | fn new_with_dual() { function new_len_mismatch (line 719) | fn new_len_mismatch() { function ptr_eq (line 726) | fn ptr_eq() { function to_new_vars (line 733) | fn to_new_vars() { function new_from (line 745) | fn new_from() { function vars (line 760) | fn vars() { function vars_cmp (line 768) | fn vars_cmp() { function default (line 782) | fn default() { function unitialised_derivs_eq_1 (line 792) | fn unitialised_derivs_eq_1() { function gradient1_no_equiv (line 800) | fn gradient1_no_equiv() { function gradient1_equiv (line 809) | fn gradient1_equiv() { function vars_cmp_profile (line 820) | fn vars_cmp_profile() { function to_union_vars_profile (line 899) | fn to_union_vars_profile() { function std_ops_ref_profile (line 978) | fn std_ops_ref_profile() { function clone_arc2 (line 1051) | fn clone_arc2() { function default_dual2 (line 1058) | fn default_dual2() { function to_new_ordered_vars2 (line 1065) | fn to_new_ordered_vars2() { function new_dual2 (line 1077) | fn new_dual2() { function new_dual_error2 (line 1082) | fn new_dual_error2() { function new_dual2_error (line 1093) | fn new_dual2_error() { function try_new_from2 (line 1104) | fn try_new_from2() { function to_new_vars2 (line 1118) | fn to_new_vars2() { function gradient2_equivval (line 1128) | fn gradient2_equivval() { function gradient2_diffvars2 (line 1142) | fn gradient2_diffvars2() { function uninitialised_derivs_eq_one2 (line 1156) | fn uninitialised_derivs_eq_one2() { function ops_equiv2 (line 1164) | fn ops_equiv2() { function grad_manifold (line 1180) | fn grad_manifold() { FILE: rust/dual/dual_ops/add.rs function add_f64 (line 89) | fn add_f64() { function add (line 107) | fn add() { function add_f64_2 (line 131) | fn add_f64_2() { function add2 (line 151) | fn add2() { function test_enum (line 178) | fn test_enum() { function test_enum_panic (line 191) | fn test_enum_panic() { function test_enum_f64 (line 198) | fn test_enum_f64() { FILE: rust/dual/dual_ops/convert.rs function set_order (line 42) | pub fn set_order(value: Number, order: ADOrder, vars: Vec) -> Nu... function set_order_clone (line 59) | pub fn set_order_clone(value: &Number, order: ADOrder, vars: Vec... function test_set_order_with_conversion (line 78) | fn test_set_order_with_conversion() { function test_docstring (line 91) | fn test_docstring() { FILE: rust/dual/dual_ops/div.rs function div_f64 (line 73) | fn div_f64() { function f64_div (line 91) | fn f64_div() { function div (line 104) | fn div() { function div_f64_2 (line 128) | fn div_f64_2() { function f64_div2 (line 148) | fn f64_div2() { function div2 (line 162) | fn div2() { function test_enum (line 189) | fn test_enum() { function test_enum_panic (line 207) | fn test_enum_panic() { function test_enum_f64 (line 214) | fn test_enum_f64() { FILE: rust/dual/dual_ops/eq.rs method eq (line 23) | fn eq(&self, other: &Dual) -> bool { method eq (line 42) | fn eq(&self, other: &f64) -> bool { method eq (line 48) | fn eq(&self, other: &f64) -> bool { function eq (line 54) | fn eq(&self, other: &Dual) -> bool { function eq (line 60) | fn eq(&self, other: &Dual2) -> bool { method eq (line 66) | fn eq(&self, other: &Dual2) -> bool { method eq (line 86) | fn eq(&self, other: &Number) -> bool { method eq (line 106) | fn eq(&self, other: &f64) -> bool { function eq (line 116) | fn eq(&self, other: &Number) -> bool { function eq_ne (line 130) | fn eq_ne() { function eq_ne2 (line 154) | fn eq_ne2() { function test_enum_ne (line 217) | fn test_enum_ne() { function test_enum (line 224) | fn test_enum() { function test_cross_enum_eq (line 231) | fn test_cross_enum_eq() { function test_cross_enum_eq_error (line 239) | fn test_cross_enum_eq_error() { function test_enum_f64 (line 246) | fn test_enum_f64() { FILE: rust/dual/dual_ops/from.rs function from (line 18) | fn from(value: Dual) -> Self { function from (line 24) | fn from(value: Dual2) -> Self { function from (line 30) | fn from(value: &Dual) -> Self { function from (line 36) | fn from(value: &Dual2) -> Self { method from (line 42) | fn from(value: f64) -> Self { method from (line 54) | fn from(value: Dual2) -> Self { method from (line 64) | fn from(value: &Dual2) -> Self { method from (line 74) | fn from(value: f64) -> Self { method from (line 80) | fn from(value: Dual) -> Self { method from (line 92) | fn from(value: &Dual) -> Self { function from (line 104) | fn from(value: Number) -> Self { method from (line 114) | fn from(value: Number) -> Self { method from (line 124) | fn from(value: Number) -> Self { function from (line 134) | fn from(value: &Number) -> Self { method from (line 144) | fn from(value: &Number) -> Self { method from (line 154) | fn from(value: &Number) -> Self { method from (line 164) | fn from(value: &f64) -> Self { method from (line 170) | fn from(value: f64) -> Self { method from (line 176) | fn from(value: &Dual) -> Self { method from (line 182) | fn from(value: Dual) -> Self { method from (line 188) | fn from(value: &Dual2) -> Self { method from (line 194) | fn from(value: Dual2) -> Self { function from_dual_into_dual2 (line 204) | fn from_dual_into_dual2() { function from_dual_into_f64 (line 212) | fn from_dual_into_f64() { function from_f64_into_dual (line 227) | fn from_f64_into_dual() { function from_dual2_into_dual (line 233) | fn from_dual2_into_dual() { FILE: rust/dual/dual_ops/math_funcs.rs type MathFuncs (line 22) | pub trait MathFuncs { method exp (line 24) | fn exp(&self) -> Self; method log (line 26) | fn log(&self) -> Self; method norm_cdf (line 28) | fn norm_cdf(&self) -> Self; method inv_norm_cdf (line 30) | fn inv_norm_cdf(&self) -> Self; method exp (line 34) | fn exp(&self) -> Self { method log (line 42) | fn log(&self) -> Self { method norm_cdf (line 49) | fn norm_cdf(&self) -> Self { method inv_norm_cdf (line 59) | fn inv_norm_cdf(&self) -> Self { method exp (line 72) | fn exp(&self) -> Self { method log (line 81) | fn log(&self) -> Self { method norm_cdf (line 91) | fn norm_cdf(&self) -> Self { method inv_norm_cdf (line 104) | fn inv_norm_cdf(&self) -> Self { method inv_norm_cdf (line 120) | fn inv_norm_cdf(&self) -> Self { method norm_cdf (line 123) | fn norm_cdf(&self) -> Self { method exp (line 126) | fn exp(&self) -> Self { method log (line 129) | fn log(&self) -> Self { method inv_norm_cdf (line 145) | fn inv_norm_cdf(&self) -> Self { method norm_cdf (line 148) | fn norm_cdf(&self) -> Self { method exp (line 151) | fn exp(&self) -> Self { method log (line 154) | fn log(&self) -> Self { function exp (line 164) | fn exp() { function log (line 184) | fn log() { function exp2 (line 200) | fn exp2() { function log2 (line 227) | fn log2() { FILE: rust/dual/dual_ops/mul.rs function mul_f64 (line 120) | fn mul_f64() { function mul (line 138) | fn mul() { function mul_f64_2 (line 162) | fn mul_f64_2() { function mul2 (line 182) | fn mul2() { function test_enum (line 209) | fn test_enum() { function test_enum_panic (line 225) | fn test_enum_panic() { function test_enum_f64 (line 232) | fn test_enum_f64() { FILE: rust/dual/dual_ops/neg.rs function negate (line 75) | fn negate() { function neg_ref (line 90) | fn neg_ref() { function negate2 (line 99) | fn negate2() { function negate_ref2 (line 116) | fn negate_ref2() { function test_enum (line 133) | fn test_enum() { FILE: rust/dual/dual_ops/num.rs type FromStrRadixErr (line 19) | type FromStrRadixErr = String; method from_str_radix (line 20) | fn from_str_radix(_src: &str, _radix: u32) -> Result Result Result: function test_fieldops (line 35) | fn test_fieldops() { FILE: rust/dual/dual_ops/one.rs method one (line 18) | fn one() -> Dual { method one (line 24) | fn one() -> Dual2 { method one (line 30) | fn one() -> Number { function one (line 40) | fn one() { function one2 (line 46) | fn one2() { function one_enum (line 52) | fn one_enum() { FILE: rust/dual/dual_ops/ord.rs method partial_cmp (line 19) | fn partial_cmp(&self, other: &Dual) -> Option { method partial_cmp (line 25) | fn partial_cmp(&self, other: &f64) -> Option { method partial_cmp (line 31) | fn partial_cmp(&self, other: &f64) -> Option { method partial_cmp (line 37) | fn partial_cmp(&self, other: &Dual2) -> Option { function partial_cmp (line 43) | fn partial_cmp(&self, other: &Dual) -> Option { function partial_cmp (line 49) | fn partial_cmp(&self, other: &Dual2) -> Option { method partial_cmp (line 55) | fn partial_cmp(&self, other: &Number) -> Option { method partial_cmp (line 75) | fn partial_cmp(&self, other: &f64) -> Option { function partial_cmp (line 85) | fn partial_cmp(&self, other: &Number) -> Option { function ord (line 99) | fn ord() { function ord2 (line 128) | fn ord2() { function test_enum (line 159) | fn test_enum() { function test_cross_enum_eq (line 166) | fn test_cross_enum_eq() { function test_cross_enum_eq_error (line 174) | fn test_cross_enum_eq_error() { function test_cross_enum_f64 (line 181) | fn test_cross_enum_f64() { FILE: rust/dual/dual_ops/pow.rs type Output (line 20) | type Output = Dual; function pow (line 21) | fn pow(self, power: &Dual) -> Self::Output { type Output (line 31) | type Output = Dual; function pow (line 32) | fn pow(self, power: Dual) -> Self::Output { type Output (line 42) | type Output = Dual; function pow (line 43) | fn pow(self, power: &Dual) -> Self::Output { type Output (line 49) | type Output = Dual; function pow (line 50) | fn pow(self, power: Dual) -> Self::Output { type Output (line 56) | type Output = Dual2; function pow (line 57) | fn pow(self, power: &Dual2) -> Self::Output { type Output (line 71) | type Output = Dual2; function pow (line 72) | fn pow(self, power: Dual2) -> Self::Output { type Output (line 86) | type Output = Dual2; function pow (line 87) | fn pow(self, power: &Dual2) -> Self::Output { type Output (line 93) | type Output = Dual2; function pow (line 94) | fn pow(self, power: Dual2) -> Self::Output { type Output (line 100) | type Output = Dual; method pow (line 101) | fn pow(self, power: f64) -> Self::Output { type Output (line 111) | type Output = Dual; method pow (line 112) | fn pow(self, power: &f64) -> Self::Output { type Output (line 118) | type Output = Dual; function pow (line 119) | fn pow(self, power: f64) -> Self::Output { type Output (line 129) | type Output = Dual; function pow (line 130) | fn pow(self, power: &f64) -> Self::Output { type Output (line 136) | type Output = Dual; function pow (line 137) | fn pow(self, power: &Dual) -> Self::Output { type Output (line 160) | type Output = Dual; method pow (line 161) | fn pow(self, power: &Dual) -> Self::Output { type Output (line 167) | type Output = Dual; function pow (line 168) | fn pow(self, power: Dual) -> Self::Output { type Output (line 174) | type Output = Dual; method pow (line 175) | fn pow(self, power: Dual) -> Self::Output { type Output (line 181) | type Output = Dual2; method pow (line 182) | fn pow(self, power: f64) -> Self::Output { type Output (line 196) | type Output = Dual2; method pow (line 197) | fn pow(self, power: &f64) -> Self::Output { type Output (line 203) | type Output = Dual2; function pow (line 204) | fn pow(self, power: f64) -> Self::Output { type Output (line 218) | type Output = Dual2; function pow (line 219) | fn pow(self, power: &f64) -> Self::Output { type Output (line 225) | type Output = Dual2; function pow (line 226) | fn pow(self, power: &Dual2) -> Self::Output { type Output (line 272) | type Output = Dual2; method pow (line 273) | fn pow(self, power: &Dual2) -> Self::Output { type Output (line 279) | type Output = Dual2; function pow (line 280) | fn pow(self, power: Dual2) -> Self::Output { type Output (line 286) | type Output = Dual2; method pow (line 287) | fn pow(self, power: Dual2) -> Self::Output { type Output (line 293) | type Output = Number; method pow (line 294) | fn pow(self, power: f64) -> Self::Output { type Output (line 304) | type Output = Number; method pow (line 305) | fn pow(self, power: &f64) -> Self::Output { type Output (line 315) | type Output = Number; function pow (line 316) | fn pow(self, power: f64) -> Self::Output { type Output (line 326) | type Output = Number; function pow (line 327) | fn pow(self, power: &f64) -> Self::Output { type Output (line 337) | type Output = Number; method pow (line 338) | fn pow(self, power: Number) -> Self::Output { type Output (line 358) | type Output = Number; method pow (line 359) | fn pow(self, power: &Number) -> Self::Output { type Output (line 379) | type Output = Number; function pow (line 380) | fn pow(self, power: Number) -> Self::Output { type Output (line 400) | type Output = Number; function pow (line 401) | fn pow(self, power: &Number) -> Self::Output { function is_close (line 426) | fn is_close(a: &f64, b: &f64, abs_tol: Option) -> bool { function assert_is_close_vecs (line 431) | fn assert_is_close_vecs(v1: &Vec, v2: &Vec) { function inv (line 441) | fn inv() { function pow_ref (line 454) | fn pow_ref() { function pow_ref2 (line 462) | fn pow_ref2() { function inv2 (line 470) | fn inv2() { function test_enum (line 484) | fn test_enum() { function test_dual_dual (line 494) | fn test_dual_dual() { function test_f64_dual (line 517) | fn test_f64_dual() { function test_f64_dual2 (line 533) | fn test_f64_dual2() { function test_dual2_dual2 (line 555) | fn test_dual2_dual2() { function test_dual2_dual2_branch_equivalence (line 568) | fn test_dual2_dual2_branch_equivalence() { function test_dual2_dual2_op_equivalence (line 598) | fn test_dual2_dual2_op_equivalence() { function test_number_number (line 624) | fn test_number_number() { FILE: rust/dual/dual_ops/rem.rs function rem_ (line 77) | fn rem_() { function rem_f64_ (line 86) | fn rem_f64_() { function rem_2 (line 102) | fn rem_2() { function rem_f64_2 (line 111) | fn rem_f64_2() { function test_enum (line 127) | fn test_enum() { function test_enum_panic (line 143) | fn test_enum_panic() { function test_enum_f64 (line 150) | fn test_enum_f64() { FILE: rust/dual/dual_ops/signed.rs method abs (line 27) | fn abs(&self) -> Self { method abs_sub (line 43) | fn abs_sub(&self, other: &Self) -> Self { method signum (line 51) | fn signum(&self) -> Self { method is_positive (line 55) | fn is_positive(&self) -> bool { method is_negative (line 59) | fn is_negative(&self) -> bool { method abs (line 65) | fn abs(&self) -> Self { method abs_sub (line 83) | fn abs_sub(&self, other: &Self) -> Self { method signum (line 91) | fn signum(&self) -> Self { method is_positive (line 95) | fn is_positive(&self) -> bool { method is_negative (line 99) | fn is_negative(&self) -> bool { method abs (line 105) | fn abs(&self) -> Self { method abs_sub (line 113) | fn abs_sub(&self, other: &Self) -> Self { method signum (line 135) | fn signum(&self) -> Self { method is_positive (line 143) | fn is_positive(&self) -> bool { method is_negative (line 151) | fn is_negative(&self) -> bool { function signed (line 166) | fn signed() { function signed_2 (line 179) | fn signed_2() { function abs (line 192) | fn abs() { function abs2 (line 213) | fn abs2() { function test_enum (line 236) | fn test_enum() { FILE: rust/dual/dual_ops/sub.rs function sub_f64 (line 134) | fn sub_f64() { function sub (line 152) | fn sub() { function sub_f64_2 (line 175) | fn sub_f64_2() { function sub2 (line 195) | fn sub2() { function test_enum (line 222) | fn test_enum() { function test_enum_panic (line 238) | fn test_enum_panic() { function test_enum_f64 (line 245) | fn test_enum_f64() { FILE: rust/dual/dual_ops/sum.rs method sum (line 18) | fn sum(iter: I) -> Self method sum (line 27) | fn sum(iter: I) -> Self method sum (line 36) | fn sum(iter: I) -> Self function test_enum (line 49) | fn test_enum() { FILE: rust/dual/dual_ops/zero.rs method zero (line 18) | fn zero() -> Dual { method is_zero (line 22) | fn is_zero(&self) -> bool { method zero (line 28) | fn zero() -> Dual2 { method is_zero (line 32) | fn is_zero(&self) -> bool { method zero (line 38) | fn zero() -> Number { method is_zero (line 42) | fn is_zero(&self) -> bool { function is_zero_ (line 56) | fn is_zero_() { function is_zero2 (line 61) | fn is_zero2() { function is_zero_enum (line 67) | fn is_zero_enum() { FILE: rust/dual/dual_py.rs constant IS_COPY (line 27) | const IS_COPY: bool = false; method get_dtype (line 28) | fn get_dtype(py: Python<'_>) -> Bound<'_, PyArrayDescr> { method clone_ref (line 32) | fn clone_ref(&self, _py: Python<'_>) -> Self { constant IS_COPY (line 37) | const IS_COPY: bool = false; method get_dtype (line 38) | fn get_dtype(py: Python<'_>) -> Bound<'_, PyArrayDescr> { method clone_ref (line 42) | fn clone_ref(&self, _py: Python<'_>) -> Self { method new_py (line 59) | fn new_py(ad: u8) -> PyResult { method __getnewargs__ (line 67) | fn __getnewargs__<'py>(&self) -> PyResult<(u8,)> { method new_py (line 79) | fn new_py(real: f64, vars: Vec, dual: Vec) -> PyResult { method vars_from (line 122) | fn vars_from(other: &Dual, real: f64, vars: Vec, dual: Vec)... method real_py (line 129) | fn real_py(&self) -> PyResult { method vars_py (line 136) | fn vars_py(&self) -> PyResult> { method dual_py (line 143) | fn dual_py<'py>(&'py self, py: Python<'py>) -> PyResult(&'py self, _py: Python<'py>) -> PyResult( method grad2 (line 177) | fn grad2<'py>( method ptr_eq_py (line 198) | fn ptr_eq_py(&self, other: &Dual) -> PyResult { method __repr__ (line 202) | fn __repr__(&self) -> PyResult { method __eq__ (line 214) | fn __eq__(&self, other: Number) -> PyResult { method __lt__ (line 224) | fn __lt__(&self, other: Number) -> PyResult { method __le__ (line 234) | fn __le__(&self, other: Number) -> PyResult { method __gt__ (line 244) | fn __gt__(&self, other: Number) -> PyResult { method __ge__ (line 254) | fn __ge__(&self, other: Number) -> PyResult { method __neg__ (line 264) | fn __neg__(&self) -> Self { method __add__ (line 268) | fn __add__(&self, other: Number) -> PyResult { method __radd__ (line 278) | fn __radd__(&self, other: Number) -> PyResult { method __sub__ (line 288) | fn __sub__(&self, other: Number) -> PyResult { method __rsub__ (line 298) | fn __rsub__(&self, other: Number) -> PyResult { method __mul__ (line 308) | fn __mul__(&self, other: Number) -> PyResult { method __rmul__ (line 318) | fn __rmul__(&self, other: Number) -> PyResult { method __truediv__ (line 328) | fn __truediv__(&self, other: Number) -> PyResult { method __rtruediv__ (line 338) | fn __rtruediv__(&self, other: Number) -> PyResult { method __pow__ (line 348) | fn __pow__(&self, power: Number, modulo: Option) -> PyResult { method __rpow__ (line 361) | fn __rpow__(&self, other: Number, modulo: Option) -> PyResult { method __exp__ (line 374) | fn __exp__(&self) -> Self { method __abs__ (line 378) | fn __abs__(&self) -> Self { method __log__ (line 382) | fn __log__(&self) -> Self { method __norm_cdf__ (line 386) | fn __norm_cdf__(&self) -> Self { method __norm_inv_cdf__ (line 390) | fn __norm_inv_cdf__(&self) -> Self { method __float__ (line 394) | fn __float__(&self) -> f64 { method to_json_py (line 405) | fn to_json_py(&self) -> PyResult { method __getnewargs__ (line 413) | pub fn __getnewargs__(&self) -> PyResult<(f64, Vec, Vec)> { method to_dual2_py (line 423) | fn to_dual2_py(&self) -> Dual2 { method new_py (line 432) | pub fn new_py(real: f64, vars: Vec, dual: Vec, dual2: Vec PyResult { method vars_py (line 490) | fn vars_py(&self) -> PyResult> { method dual_py (line 497) | fn dual_py<'py>(&'py self, py: Python<'py>) -> PyResult(&'py self, py: Python<'py>) -> PyResult( method grad2_py (line 538) | fn grad2_py<'py>( method grad1_manifold_py (line 560) | fn grad1_manifold_py<'py>( method ptr_eq_py (line 572) | fn ptr_eq_py(&self, other: &Dual2) -> PyResult { method __repr__ (line 576) | fn __repr__(&self) -> PyResult { method __eq__ (line 591) | fn __eq__(&self, other: Number) -> PyResult { method __lt__ (line 601) | fn __lt__(&self, other: Number) -> PyResult { method __le__ (line 611) | fn __le__(&self, other: Number) -> PyResult { method __gt__ (line 621) | fn __gt__(&self, other: Number) -> PyResult { method __ge__ (line 631) | fn __ge__(&self, other: Number) -> PyResult { method __neg__ (line 641) | fn __neg__(&self) -> Self { method __add__ (line 645) | fn __add__(&self, other: Number) -> PyResult { method __radd__ (line 655) | fn __radd__(&self, other: Number) -> PyResult { method __sub__ (line 665) | fn __sub__(&self, other: Number) -> PyResult { method __rsub__ (line 675) | fn __rsub__(&self, other: Number) -> PyResult { method __mul__ (line 685) | fn __mul__(&self, other: Number) -> PyResult { method __rmul__ (line 695) | fn __rmul__(&self, other: Number) -> PyResult { method __truediv__ (line 705) | fn __truediv__(&self, other: Number) -> PyResult { method __rtruediv__ (line 715) | fn __rtruediv__(&self, other: Number) -> PyResult { method __pow__ (line 725) | fn __pow__(&self, power: Number, modulo: Option) -> PyResult { method __rpow__ (line 738) | fn __rpow__(&self, other: Number, modulo: Option) -> PyResult { method __exp__ (line 751) | fn __exp__(&self) -> Self { method __abs__ (line 755) | fn __abs__(&self) -> Self { method __log__ (line 759) | fn __log__(&self) -> Self { method __norm_cdf__ (line 763) | fn __norm_cdf__(&self) -> Self { method __norm_inv_cdf__ (line 767) | fn __norm_inv_cdf__(&self) -> Self { method __float__ (line 771) | fn __float__(&self) -> f64 { method to_json_py (line 782) | fn to_json_py(&self) -> PyResult { method __getnewargs__ (line 792) | fn __getnewargs__(&self) -> PyResult<(f64, Vec, Vec, Vec Dual { FILE: rust/dual/enums.rs type ADOrder (line 22) | pub enum ADOrder { type Number (line 33) | pub enum Number { type NumberVec (line 41) | pub enum NumberVec { type NumberArray1 (line 49) | pub enum NumberArray1 { type NumberArray2 (line 57) | pub enum NumberArray2 { type NumberPPSpline (line 65) | pub enum NumberPPSpline { type NumberMapping (line 76) | pub trait NumberMapping { method mapped_value (line 77) | fn mapped_value(&self, x: &Number) -> Result; FILE: rust/dual/linalg/linalg_dual.rs function douter11_ (line 27) | pub fn douter11_(a: &ArrayView1, b: &ArrayView1) -> Array2 function dmul11_ (line 43) | pub fn dmul11_(a: &ArrayView1, b: &ArrayView1) -> T function dmul21_ (line 53) | pub fn dmul21_(a: &ArrayView2, b: &ArrayView1) -> Array1 function dmul22_ (line 63) | pub fn dmul22_(a: &ArrayView2, b: &ArrayView2) -> Array2 function argabsmax (line 81) | pub(crate) fn argabsmax(a: ArrayView1) -> usize function row_swap (line 106) | pub(crate) fn row_swap(p: &mut Array2, j: &usize, kr: &usize) { function el_swap (line 119) | pub(crate) fn el_swap(p: &mut Array1, j: &usize, k: &usize) { function dsolve_upper21_ (line 294) | fn dsolve_upper21_(u: &ArrayView2, b: &ArrayView1) -> Array1 function dsolve21_ (line 308) | fn dsolve21_(a: &ArrayView2, b: &ArrayView1) -> Array1 function dsolve (line 371) | pub fn dsolve(a: &ArrayView2, b: &ArrayView1, allow_lsq: bool) ... function argabsmx_i32 (line 403) | fn argabsmx_i32() { function argabsmx_dual (line 419) | fn argabsmx_dual() { function upper_tri_dual (line 454) | fn upper_tri_dual() { function dsolve_dual (line 466) | fn dsolve_dual() { function dmul11_p (line 483) | fn dmul11_p() { function dmul22_p (line 489) | fn dmul22_p() { function dmul21_p (line 498) | fn dmul21_p() { FILE: rust/dual/linalg/linalg_f64.rs function fouter11_ (line 25) | pub fn fouter11_(a: &ArrayView1, b: &ArrayView1) -> Array2 { function fdmul11_ (line 41) | pub fn fdmul11_(a: &ArrayView1, b: &ArrayView1) -> T function fdmul21_ (line 53) | pub fn fdmul21_(a: &ArrayView2, b: &ArrayView1) -> Array1 function dfmul21_ (line 65) | pub fn dfmul21_(a: &ArrayView2, b: &ArrayView1) -> Array1 function fdmul22_ (line 77) | pub fn fdmul22_(a: &ArrayView2, b: &ArrayView2) -> Array2 function dfmul22_ (line 96) | pub fn dfmul22_(a: &ArrayView2, b: &ArrayView2) -> Array2 function fdsolve_upper21_ (line 112) | fn fdsolve_upper21_(u: &ArrayView2, b: &ArrayView1) -> Array1 function fdsolve21_ (line 127) | fn fdsolve21_(a: &ArrayView2, b: &ArrayView1) -> Array1 function fdsolve (line 165) | pub fn fdsolve(a: &ArrayView2, b: &ArrayView1, allow_lsq: boo... function outer_prod (line 198) | fn outer_prod() { function fdupper_tri_dual (line 207) | fn fdupper_tri_dual() { function fdsolve_dual (line 216) | fn fdsolve_dual() { function fdmul11_p (line 233) | fn fdmul11_p() { function fdmul22_p (line 239) | fn fdmul22_p() { function dfmul22_p (line 248) | fn dfmul22_p() { FILE: rust/dual/linalg_py.rs function dsolve_py (line 26) | fn dsolve_py(a: Vec, b: Vec, allow_lsq: bool) -> Vec function dsolve1_py (line 46) | pub fn dsolve1_py( function dsolve2_py (line 58) | pub fn dsolve2_py( function fdsolve_py (line 67) | fn fdsolve_py(a: ArrayView2, b: Vec, allow_lsq: bool) -> Vec function fdsolve1_py (line 81) | pub fn fdsolve1_py( function fdsolve2_py (line 93) | pub fn fdsolve2_py( FILE: rust/dual/mod.rs function get_variable_tags (line 49) | pub(crate) fn get_variable_tags(name: &str, range: usize) -> Vec { function test_get_variable_tags (line 58) | fn test_get_variable_tags() { FILE: rust/enums/parameters.rs type FloatFixingMethod (line 18) | pub enum FloatFixingMethod { method method_param (line 41) | pub fn method_param(&self) -> i32 { type IROptionMetric (line 58) | pub enum IROptionMetric { type LegIndexBase (line 74) | pub enum LegIndexBase { FILE: rust/enums/py/float_fixing_method.rs type PyFloatFixingMethod (line 54) | pub(crate) enum PyFloatFixingMethod { method from (line 113) | fn from(value: FloatFixingMethod) -> Self { method method_param_py (line 184) | fn method_param_py(&self) -> i32 { method __str__ (line 189) | fn __str__(&self) -> String { method __getnewargs__ (line 213) | fn __getnewargs__(&self) -> PyFloatFixingMethodNewArgs { method new_py (line 246) | fn new_py(args: PyFloatFixingMethodNewArgs) -> PyFloatFixingMethod { method __repr__ (line 277) | fn __repr__(&self) -> String { method to_json_py (line 288) | fn to_json_py(&self) -> PyResult { type PyFloatFixingMethodNewArgs (line 76) | enum PyFloatFixingMethodNewArgs { type Target (line 82) | type Target = PyTuple; type Output (line 83) | type Output = Bound<'py, Self::Target>; type Error (line 84) | type Error = std::convert::Infallible; method into_pyobject (line 86) | fn into_pyobject(self, py: Python<'py>) -> Result) -> Result { method from (line 145) | fn from(value: PyFloatFixingMethod) -> Self { FILE: rust/enums/py/ir_option_metric.rs type PyIROptionMetric (line 49) | pub(crate) enum PyIROptionMetric { method from (line 98) | fn from(value: IROptionMetric) -> Self { method shift_py (line 131) | fn shift_py(&self) -> i32 { method __str__ (line 138) | fn __str__(&self) -> String { method __getnewargs__ (line 149) | fn __getnewargs__(&self) -> PyIROptionMetricNewArgs { method new_py (line 161) | fn new_py(args: PyIROptionMetricNewArgs) -> PyIROptionMetric { method __repr__ (line 173) | fn __repr__(&self) -> String { method to_json_py (line 184) | fn to_json_py(&self) -> PyResult { type PyIROptionMetricNewArgs (line 61) | enum PyIROptionMetricNewArgs { type Target (line 67) | type Target = PyTuple; type Output (line 68) | type Output = Bound<'py, Self::Target>; type Error (line 69) | type Error = std::convert::Infallible; method into_pyobject (line 71) | fn into_pyobject(self, py: Python<'py>) -> Result) -> Result { method from (line 111) | fn from(value: PyIROptionMetric) -> Self { FILE: rust/enums/py/leg_index_base.rs method to_json_py (line 28) | fn to_json_py(&self) -> PyResult { method new_py (line 39) | fn new_py(item: usize) -> PyResult { method __getnewargs__ (line 48) | fn __getnewargs__<'py>(&self) -> PyResult<(usize,)> { method __repr__ (line 52) | fn __repr__(&self) -> String { FILE: rust/fx/rates/ccy.rs type Ccy (line 21) | pub struct Ccy { method try_new (line 32) | pub fn try_new(name: &str) -> Result { function ccy_creation (line 50) | fn ccy_creation() { function ccy_creation_error (line 57) | fn ccy_creation_error() { FILE: rust/fx/rates/fxpair.rs type FXPair (line 21) | pub struct FXPair(pub(crate) Ccy, pub(crate) Ccy); method try_new (line 25) | pub fn try_new(lhs: &str, rhs: &str) -> Result { method fmt (line 38) | fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result { function fxpair_creation (line 48) | fn fxpair_creation() { function fxpair_creation_error (line 55) | fn fxpair_creation_error() { FILE: rust/fx/rates/fxrate.rs type FXRate (line 22) | pub struct FXRate { method try_new (line 29) | pub fn try_new( function fxrate_creation (line 48) | fn fxrate_creation() { FILE: rust/fx/rates/mod.rs type FXRates (line 42) | pub struct FXRates { method from (line 56) | fn from(model: FXRatesDataModel) -> Self { method try_new (line 63) | pub fn try_new(fx_rates: Vec, base: Option) -> Result Option { method rate (line 135) | pub fn rate(&self, lhs: &Ccy, rhs: &Ccy) -> Option { method update (line 145) | pub fn update(&mut self, fx_rates: Vec) -> Result<(), PyErr> { method set_ad_order (line 173) | pub fn set_ad_order(&mut self, ad: ADOrder) -> Result<(), PyErr> { type FXRatesDataModel (line 50) | struct FXRatesDataModel { function create_initial_edges (line 243) | fn create_initial_edges(currencies: &IndexSet, fx_pairs: &[FXPair])... function create_initial_fx_array (line 257) | fn create_initial_fx_array( function mut_arrays_remaining_elements (line 278) | fn mut_arrays_remaining_elements( function create_fx_array (line 362) | fn create_fx_array( function fxrates_rate (line 421) | fn fxrates_rate() { function fxrates_multi_chain (line 448) | fn fxrates_multi_chain() { function fxrates_single_central_currency (line 481) | fn fxrates_single_central_currency() { function fxrates_creation_error (line 514) | fn fxrates_creation_error() { function fxrates_eq (line 530) | fn fxrates_eq() { function fxrates_update (line 553) | fn fxrates_update() { function second_order_gradients_on_set_order (line 586) | fn second_order_gradients_on_set_order() { FILE: rust/fx/rates_py.rs method new_py (line 32) | fn new_py(name: &str) -> PyResult { method name_py (line 38) | fn name_py(&self) -> PyResult { method __repr__ (line 42) | fn __repr__(&self) -> PyResult { method __eq__ (line 46) | fn __eq__(&self, other: &Self) -> bool { method __setstate__ (line 51) | pub fn __setstate__(&mut self, state: Bound<'_, PyBytes>) -> PyResult<()> { method __getstate__ (line 55) | pub fn __getstate__<'py>(&self, py: Python<'py>) -> PyResult(&self) -> PyResult<(String,)> { method new_py (line 67) | fn new_py( method rate_py (line 78) | fn rate_py(&self) -> PyResult { method ad_py (line 84) | fn ad_py(&self) -> u8 { method settlement_py (line 94) | fn settlement_py(&self) -> PyResult> { method pair_py (line 100) | fn pair_py(&self) -> PyResult { method __repr__ (line 104) | fn __repr__(&self) -> PyResult { method __eq__ (line 120) | fn __eq__(&self, other: &Self) -> bool { method __setstate__ (line 125) | pub fn __setstate__(&mut self, state: Bound<'_, PyBytes>) -> PyResult<()> { method __getstate__ (line 129) | pub fn __getstate__<'py>(&self, py: Python<'py>) -> PyResult(&self) -> PyResult<(String, String, Number, O... method new_py (line 162) | fn new_py(fx_rates: Vec, base: Option) -> PyResult { method fx_rates_py (line 168) | fn fx_rates_py(&self) -> PyResult> { method currencies_py (line 174) | fn currencies_py(&self) -> PyResult> { method ad_py (line 180) | fn ad_py(&self) -> PyResult { method base_py (line 190) | fn base_py(&self) -> PyResult { method fx_vector_py (line 196) | fn fx_vector_py(&self) -> PyResult> { method fx_array_py (line 212) | fn fx_array_py(&self) -> PyResult>> { method get_ccy_index_py (line 233) | fn get_ccy_index_py(&self, currency: Ccy) -> Option { method rate_py (line 238) | fn rate_py(&self, lhs: &Ccy, rhs: &Ccy) -> PyResult> { method update_py (line 243) | fn update_py(&mut self, fx_rates: Vec) -> PyResult<()> { method set_ad_order_py (line 248) | fn set_ad_order_py(&mut self, ad: ADOrder) -> PyResult<()> { method to_json_py (line 255) | fn to_json_py(&self) -> PyResult { method __setstate__ (line 265) | pub fn __setstate__(&mut self, state: Bound<'_, PyBytes>) -> PyResult<()> { method __getstate__ (line 269) | pub fn __getstate__<'py>(&self, py: Python<'py>) -> PyResult(&self) -> PyResult<(Vec, Option)> { method __eq__ (line 277) | fn __eq__(&self, other: FXRates) -> bool { method __copy__ (line 281) | fn __copy__(&self) -> Self { function fxrates_eq (line 292) | fn fxrates_eq() { FILE: rust/fx_volatility/sabr_funcs.rs function _sabr_x0 (line 21) | pub(crate) fn _sabr_x0( function _sabr_x1 (line 69) | pub(crate) fn _sabr_x1( function _sabr_x2 (line 107) | pub(crate) fn _sabr_x2( function _sabr_dx2_dz (line 256) | fn _sabr_dx2_dz(z: &Number, p: &Number) -> Number { FILE: rust/json/json_py.rs type DeserializedObj (line 39) | pub(crate) enum DeserializedObj { function from_json_py (line 66) | pub(crate) fn from_json_py(_py: Python<'_>, json: &str) -> PyResult Deserialize<'de> { method to_json (line 24) | fn to_json(&self) -> serde_json::Result { method from_json (line 29) | fn from_json(json: &str) -> serde_json::Result { FILE: rust/lib.rs function rs (line 66) | fn rs(m: &Bound<'_, PyModule>) -> PyResult<()> { FILE: rust/main.rs function ops (line 18) | fn ops(a: &T, b: &T) -> T function ops2 (line 26) | fn ops2(a: f64, b: &Dual) -> Dual { function main (line 30) | fn main() -> PyResult<()> { FILE: rust/scheduling/calendars/adjuster.rs type Adjuster (line 20) | pub enum Adjuster { type Adjustment (line 54) | pub trait Adjustment { method adjust (line 56) | fn adjust(&self, udate: &NaiveDateTime, calendar: &T) -> ... method reverse (line 59) | fn reverse(&self, adate: &NaiveDateTime, calendar: &T) ->... method adjusts (line 62) | fn adjusts(&self, udates: &Vec, calendar: &T) method adjust (line 86) | fn adjust(&self, udate: &NaiveDateTime, calendar: &T) -> ... method reverse (line 116) | fn reverse(&self, adate: &NaiveDateTime, calendar: &T) ->... method adjusts (line 137) | fn adjusts( type CalendarAdjustment (line 67) | pub trait CalendarAdjustment { method adjust (line 69) | fn adjust(&self, udate: &NaiveDateTime, adjuster: &Adjuster) -> NaiveD... method adjusts (line 77) | fn adjusts(&self, udates: &Vec, adjuster: &Adjuster) ->... function reverse_forward_type (line 163) | fn reverse_forward_type( function reverse_backward_type (line 184) | fn reverse_backward_type( function reverse_modified_type (line 205) | fn reverse_modified_type( function reverse_lag_settle_type (line 235) | fn reverse_lag_settle_type( function fixture_hol_cal (line 284) | fn fixture_hol_cal() -> Cal { function test_equality (line 290) | fn test_equality() { function test_adjusts (line 297) | fn test_adjusts() { function test_adjusts_ex_last (line 318) | fn test_adjusts_ex_last() { function test_adjusts_in_advance (line 340) | fn test_adjusts_in_advance() { function test_reverse (line 362) | fn test_reverse() { function test_forward_book_reverse (line 523) | fn test_forward_book_reverse() { function test_backward_book_reverse (line 613) | fn test_backward_book_reverse() { function test_modified_forward_book_reverse (line 703) | fn test_modified_forward_book_reverse() { function test_modified_backward_book_reverse (line 792) | fn test_modified_backward_book_reverse() { function test_bus_days_lag_settle_reverse (line 880) | fn test_bus_days_lag_settle_reverse() { FILE: rust/scheduling/calendars/cal.rs type Cal (line 26) | pub struct Cal { method new (line 61) | pub fn new( method try_from_name (line 85) | pub fn try_from_name(name: &str) -> Result { method is_weekday (line 35) | fn is_weekday(&self, date: &NaiveDateTime) -> bool { method is_holiday (line 39) | fn is_holiday(&self, date: &NaiveDateTime) -> bool { method is_settlement (line 43) | fn is_settlement(&self, _date: &NaiveDateTime) -> bool { function fixture_hol_cal (line 103) | fn fixture_hol_cal() -> Cal { function test_is_holiday (line 109) | fn test_is_holiday() { function test_is_weekday (line 123) | fn test_is_weekday() { function test_calendar_adjust (line 140) | fn test_calendar_adjust() { function test_calendar_adjusts (line 147) | fn test_calendar_adjusts() { function test_get_cal (line 159) | fn test_get_cal() { function test_all (line 166) | fn test_all() { function test_nyc (line 174) | fn test_nyc() { function test_tgt (line 182) | fn test_tgt() { function test_ldn (line 190) | fn test_ldn() { function test_stk (line 198) | fn test_stk() { function test_osl (line 206) | fn test_osl() { function test_zur (line 214) | fn test_zur() { function test_tro (line 222) | fn test_tro() { function test_tyo (line 230) | fn test_tyo() { function test_fed (line 238) | fn test_fed() { function test_get_calendar_error (line 246) | fn test_get_calendar_error() { function test_syd (line 254) | fn test_syd() { function test_wlg (line 262) | fn test_wlg() { function test_mum (line 270) | fn test_mum() { FILE: rust/scheduling/calendars/calendar.rs function ndt (line 23) | pub fn ndt(year: i32, month: u32, day: u32) -> NaiveDateTime { type Calendar (line 32) | pub enum Calendar { method from (line 39) | fn from(item: Cal) -> Self { method from (line 45) | fn from(item: UnionCal) -> Self { method from (line 51) | fn from(item: NamedCal) -> Self { method is_weekday (line 57) | fn is_weekday(&self, date: &NaiveDateTime) -> bool { method is_holiday (line 65) | fn is_holiday(&self, date: &NaiveDateTime) -> bool { method is_settlement (line 73) | fn is_settlement(&self, date: &NaiveDateTime) -> bool { function test_docstring (line 90) | fn test_docstring() { FILE: rust/scheduling/calendars/dateroll.rs type DateRoll (line 22) | pub trait DateRoll { method is_weekday (line 24) | fn is_weekday(&self, date: &NaiveDateTime) -> bool; method is_holiday (line 27) | fn is_holiday(&self, date: &NaiveDateTime) -> bool; method is_settlement (line 33) | fn is_settlement(&self, date: &NaiveDateTime) -> bool; method is_bus_day (line 36) | fn is_bus_day(&self, date: &NaiveDateTime) -> bool { method is_non_bus_day (line 41) | fn is_non_bus_day(&self, date: &NaiveDateTime) -> bool { method roll_forward_bus_day (line 46) | fn roll_forward_bus_day(&self, date: &NaiveDateTime) -> NaiveDateTime { method roll_backward_bus_day (line 55) | fn roll_backward_bus_day(&self, date: &NaiveDateTime) -> NaiveDateTime { method roll_mod_forward_bus_day (line 65) | fn roll_mod_forward_bus_day(&self, date: &NaiveDateTime) -> NaiveDateT... method roll_mod_backward_bus_day (line 76) | fn roll_mod_backward_bus_day(&self, date: &NaiveDateTime) -> NaiveDate... method roll_forward_settled_bus_day (line 88) | fn roll_forward_settled_bus_day(&self, date: &NaiveDateTime) -> NaiveD... method roll_backward_settled_bus_day (line 99) | fn roll_backward_settled_bus_day(&self, date: &NaiveDateTime) -> Naive... method roll_forward_mod_settled_bus_day (line 109) | fn roll_forward_mod_settled_bus_day(&self, date: &NaiveDateTime) -> Na... method roll_backward_mod_settled_bus_day (line 120) | fn roll_backward_mod_settled_bus_day(&self, date: &NaiveDateTime) -> N... method lag_bus_days (line 142) | fn lag_bus_days(&self, date: &NaiveDateTime, days: i32, settlement: bo... method add_cal_days (line 161) | fn add_cal_days(&self, date: &NaiveDateTime, days: i32, adjuster: &Adj... method add_bus_days (line 178) | fn add_bus_days( method bus_date_range (line 215) | fn bus_date_range( method cal_date_range (line 233) | fn cal_date_range( method print_month (line 248) | fn print_month(&self, year: i32, month: u8) -> String { method print_year (line 313) | fn print_year(&self, year: i32) -> String { method print_compare (line 349) | fn print_compare(&self, comparator: &T, year: i32) -> Str... function fixture_hol_cal (line 403) | fn fixture_hol_cal() -> Cal { function test_roll_forward_bus_day (line 409) | fn test_roll_forward_bus_day() { function test_roll_backward_bus_day (line 437) | fn test_roll_backward_bus_day() { function test_is_business_day (line 457) | fn test_is_business_day() { function test_is_non_business_day (line 471) | fn test_is_non_business_day() { function test_lag_bus_days (line 485) | fn test_lag_bus_days() { function test_add_days (line 498) | fn test_add_days() { function test_add_bus_days (line 549) | fn test_add_bus_days() { function test_add_bus_days_error (line 577) | fn test_add_bus_days_error() { function test_add_bus_days_with_settlement (line 586) | fn test_add_bus_days_with_settlement() { function test_rolls (line 603) | fn test_rolls() { function test_lag_bus_days_zero_with_settlement (line 624) | fn test_lag_bus_days_zero_with_settlement() { function test_print_month (line 656) | fn test_print_month() { function test_print_year (line 673) | fn test_print_year() { function test_print_compare (line 715) | fn test_print_compare() { FILE: rust/scheduling/calendars/manager.rs type CalendarManager (line 37) | pub struct CalendarManager; method new (line 44) | pub fn new() -> Self { method contains_key (line 49) | pub fn contains_key(&self, key: &str) -> bool { method keys (line 56) | pub fn keys(&self) -> Vec { method add (line 65) | pub fn add(&self, name: &str, calendar: Cal) -> Result<(), PyErr> { method pop (line 84) | pub fn pop(&self, name: &str) -> Result { method get (line 102) | pub fn get(&self, name: &str) -> Result { method get_with_insert (line 120) | pub fn get_with_insert(&self, name: &str) -> Result { function sort_calendar_names (line 148) | fn sort_calendar_names(name: &str) -> String { function extract_individual_calendars (line 166) | fn extract_individual_calendars(k: &str) -> Result<(Vec, Option Option> { function remove_any_calendar (line 209) | fn remove_any_calendar(k: &str) -> Option> { function remove_all_combinations (line 215) | fn remove_all_combinations(k: &str) -> () { function is_union_cal (line 227) | fn is_union_cal(v: Arc) -> bool { function test_sort_calendar_names (line 240) | fn test_sort_calendar_names() { function test_extract_individual_calendars (line 261) | fn test_extract_individual_calendars() { function test_get_with_insert (line 283) | fn test_get_with_insert() { function test_get_with_insert_composite (line 292) | fn test_get_with_insert_composite() { function test_remove_composites_calendars (line 304) | fn test_remove_composites_calendars() { FILE: rust/scheduling/calendars/named/all.rs constant WEEKMASK (line 15) | pub const WEEKMASK: &[u8] = &[]; constant HOLIDAYS (line 19) | pub const HOLIDAYS: &[&str] = &[]; FILE: rust/scheduling/calendars/named/bjs.rs constant WEEKMASK (line 15) | pub const WEEKMASK: &[u8] = &[]; constant HOLIDAYS (line 41) | pub const HOLIDAYS: &[&str] = &[ FILE: rust/scheduling/calendars/named/bjs_script.py function weekday_mask (line 39) | def weekday_mask( function new_years_holidays (line 59) | def new_years_holidays(year: int) -> list[datetime]: function new_years_compensations (line 76) | def new_years_compensations(year: int) -> list[datetime]: function lunar_new_year_holidays (line 395) | def lunar_new_year_holidays(year: int) -> list[datetime]: function lunar_new_year_compensations (line 409) | def lunar_new_year_compensations(year: int) -> list[datetime]: function three_day_holidays (line 644) | def three_day_holidays(dt: datetime) -> list[datetime]: function three_day_compensations (line 663) | def three_day_compensations(dt: datetime) -> list[datetime]: function dragon_boat_holidays (line 674) | def dragon_boat_holidays(year: int) -> list[datetime]: function dragon_boat_compensations (line 683) | def dragon_boat_compensations(year: int) -> list[datetime]: function tomb_sweeping_holidays (line 1137) | def tomb_sweeping_holidays(year: int) -> list[datetime]: function tomb_sweeping_compensations (line 1146) | def tomb_sweeping_compensations(year: int) -> list[datetime]: function mid_autumn_holidays (line 1155) | def mid_autumn_holidays(year: int) -> list[datetime]: function mid_autumn_compensations (line 1164) | def mid_autumn_compensations(year: int) -> list[datetime]: function labour_day_holidays (line 1173) | def labour_day_holidays(year: int) -> list[datetime]: function labour_day_compensations (line 1191) | def labour_day_compensations(year: int) -> list[datetime]: function national_day_holidays (line 1217) | def national_day_holidays(year: int) -> list[datetime]: function national_day_compensations (line 1221) | def national_day_compensations(year: int) -> list[datetime]: function national_day_and_mid_autumn_holidays (line 1240) | def national_day_and_mid_autumn_holidays(year: int) -> list[datetime]: function national_day_and_mid_autumn_compensations (line 1252) | def national_day_and_mid_autumn_compensations(year: int) -> list[datetime]: function apply_years (line 1268) | def apply_years(years: tuple[int, int], func) -> list[datetime]: function apply_years_H (line 1275) | def apply_years_H(years: tuple[int, int], func) -> list[Holiday]: FILE: rust/scheduling/calendars/named/bus.rs constant WEEKMASK (line 15) | pub const WEEKMASK: &[u8] = &[5, 6]; constant HOLIDAYS (line 19) | pub const HOLIDAYS: &[&str] = &[]; FILE: rust/scheduling/calendars/named/fed.rs constant WEEKMASK (line 15) | pub const WEEKMASK: &[u8] = &[5, 6]; constant HOLIDAYS (line 32) | pub const HOLIDAYS: &[&str] = &[ FILE: rust/scheduling/calendars/named/ldn.rs constant WEEKMASK (line 15) | pub const WEEKMASK: &[u8] = &[5, 6]; constant HOLIDAYS (line 28) | pub const HOLIDAYS: &[&str] = &[ FILE: rust/scheduling/calendars/named/mex.rs constant WEEKMASK (line 15) | pub const WEEKMASK: &[u8] = &[5, 6]; constant HOLIDAYS (line 31) | pub const HOLIDAYS: &[&str] = &[ FILE: rust/scheduling/calendars/named/mum.rs constant WEEKMASK (line 15) | pub const WEEKMASK: &[u8] = &[5, 6]; constant HOLIDAYS (line 27) | pub const HOLIDAYS: &[&str] = &[ FILE: rust/scheduling/calendars/named/nsw.rs constant WEEKMASK (line 15) | pub const WEEKMASK: &[u8] = &[5, 6]; constant HOLIDAYS (line 28) | pub const HOLIDAYS: &[&str] = &[ FILE: rust/scheduling/calendars/named/nyc.rs constant WEEKMASK (line 15) | pub const WEEKMASK: &[u8] = &[5, 6]; constant HOLIDAYS (line 33) | pub const HOLIDAYS: &[&str] = &[ FILE: rust/scheduling/calendars/named/osl.rs constant WEEKMASK (line 15) | pub const WEEKMASK: &[u8] = &[5, 6]; constant HOLIDAYS (line 31) | pub const HOLIDAYS: &[&str] = &[ FILE: rust/scheduling/calendars/named/stk.rs constant WEEKMASK (line 15) | pub const WEEKMASK: &[u8] = &[5, 6]; constant HOLIDAYS (line 32) | pub const HOLIDAYS: &[&str] = &[ FILE: rust/scheduling/calendars/named/syd.rs constant WEEKMASK (line 15) | pub const WEEKMASK: &[u8] = &[5, 6]; constant HOLIDAYS (line 28) | pub const HOLIDAYS: &[&str] = &[ FILE: rust/scheduling/calendars/named/tgt.rs constant WEEKMASK (line 15) | pub const WEEKMASK: &[u8] = &[5, 6]; constant HOLIDAYS (line 26) | pub const HOLIDAYS: &[&str] = &[ FILE: rust/scheduling/calendars/named/tro.rs constant WEEKMASK (line 15) | pub const WEEKMASK: &[u8] = &[5, 6]; constant HOLIDAYS (line 32) | pub const HOLIDAYS: &[&str] = &[ FILE: rust/scheduling/calendars/named/tyo.rs constant WEEKMASK (line 15) | pub const WEEKMASK: &[u8] = &[5, 6]; constant HOLIDAYS (line 41) | pub const HOLIDAYS: &[&str] = &[ FILE: rust/scheduling/calendars/named/tyo_script.py function sunday_to_monday_or_tuesday (line 24) | def sunday_to_monday_or_tuesday(dt: datetime) -> datetime: function sunday_to_monday_or_tuesday_or_wednesday (line 36) | def sunday_to_monday_or_tuesday_or_wednesday(dt: datetime) -> datetime: function vernal_equinox_sun_to_mon (line 530) | def vernal_equinox_sun_to_mon(dt: datetime) -> datetime: function autumn_equinox_sun_to_mon (line 540) | def autumn_equinox_sun_to_mon(dt: datetime) -> datetime: FILE: rust/scheduling/calendars/named/wlg.rs constant WEEKMASK (line 15) | pub const WEEKMASK: &[u8] = &[5, 6]; constant HOLIDAYS (line 31) | pub const HOLIDAYS: &[&str] = &[ FILE: rust/scheduling/calendars/named/wlg_script.py function matariki_hol (line 63) | def matariki_hol(dt: datetime) -> datetime: function monday_nearest (line 71) | def monday_nearest(dt: datetime) -> datetime: FILE: rust/scheduling/calendars/named/zur.rs constant WEEKMASK (line 15) | pub const WEEKMASK: &[u8] = &[5, 6]; constant HOLIDAYS (line 30) | pub const HOLIDAYS: &[&str] = &[ FILE: rust/scheduling/calendars/named_cal.rs type CalWrapper (line 22) | pub(crate) enum CalWrapper { method is_weekday (line 28) | fn is_weekday(&self, date: &NaiveDateTime) -> bool { method is_holiday (line 35) | fn is_holiday(&self, date: &NaiveDateTime) -> bool { method is_settlement (line 42) | fn is_settlement(&self, date: &NaiveDateTime) -> bool { type NamedCal (line 56) | pub struct NamedCal { method from (line 68) | fn from(model: NamedCalDataModel) -> Self { method try_new (line 87) | pub fn try_new(name: &str) -> Result { type NamedCalDataModel (line 63) | struct NamedCalDataModel { method is_weekday (line 118) | fn is_weekday(&self, date: &NaiveDateTime) -> bool { method is_holiday (line 122) | fn is_holiday(&self, date: &NaiveDateTime) -> bool { method is_settlement (line 126) | fn is_settlement(&self, date: &NaiveDateTime) -> bool { function parse_cals (line 133) | fn parse_cals(name: &str) -> Result, PyErr> { function test_named_cal (line 148) | fn test_named_cal() { function test_named_cal_pipe (line 157) | fn test_named_cal_pipe() { function test_named_cal_error (line 169) | fn test_named_cal_error() { FILE: rust/scheduling/calendars/union_cal.rs type UnionCal (line 30) | pub struct UnionCal { method new (line 49) | pub fn new(calendars: Vec, settlement_calendars: Option>... method try_from_name (line 64) | pub fn try_from_name(name: &str) -> Result { method is_weekday (line 77) | fn is_weekday(&self, date: &NaiveDateTime) -> bool { method is_holiday (line 81) | fn is_holiday(&self, date: &NaiveDateTime) -> bool { method is_settlement (line 85) | fn is_settlement(&self, date: &NaiveDateTime) -> bool { function fixture_hol_cal (line 100) | fn fixture_hol_cal() -> Cal { function fixture_hol_cal2 (line 105) | fn fixture_hol_cal2() -> Cal { function test_union_cal (line 114) | fn test_union_cal() { function test_union_cal_with_settle (line 129) | fn test_union_cal_with_settle() { function test_cross_equality (line 148) | fn test_cross_equality() { FILE: rust/scheduling/convention.rs type Convention (line 27) | pub enum Convention { method dcf (line 89) | pub fn dcf( function dcf_act_numeric (line 178) | fn dcf_act_numeric(denominator: f64, start: &NaiveDateTime, end: &NaiveD... function dcf_years_and_act_numeric (line 182) | fn dcf_years_and_act_numeric(denominator: f64, start: &NaiveDateTime, en... function dcf_years_and_months (line 199) | fn dcf_years_and_months(start: &NaiveDateTime, end: &NaiveDateTime) -> f... function dcf_30360_unadjusted (line 216) | fn dcf_30360_unadjusted(ys: i32, ms: u32, ds: u32, ye: i32, me: u32, de:... function dcf_30360 (line 225) | fn dcf_30360(start: &NaiveDateTime, end: &NaiveDateTime) -> f64 { function dcf_30e360 (line 240) | fn dcf_30e360(start: &NaiveDateTime, end: &NaiveDateTime) -> f64 { function dcf_30u360 (line 255) | fn dcf_30u360( function dcf_30e360_isda (line 303) | fn dcf_30e360_isda( function dcf_act_isda (line 335) | fn dcf_act_isda(start: &NaiveDateTime, end: &NaiveDateTime) -> f64 { function dcf_act_icma (line 352) | fn dcf_act_icma( function dcf_act_icma_stub_365f (line 400) | fn dcf_act_icma_stub_365f( function actacticma_frequency_conversion (line 446) | fn actacticma_frequency_conversion(frequency: &Frequency) -> Frequency { function dcf_bus252 (line 456) | fn dcf_bus252(start: &NaiveDateTime, end: &NaiveDateTime, calendar: &Cal... function test_act_numeric (line 492) | fn test_act_numeric() { function test_act_plus (line 498) | fn test_act_plus() { function test_30360 (line 513) | fn test_30360() { function test_30u360 (line 529) | fn test_30u360() { function test_years_and_months (line 572) | fn test_years_and_months() { function test_actacticma (line 587) | fn test_actacticma() { FILE: rust/scheduling/frequency/frequency.rs type Frequency (line 23) | pub enum Frequency { method try_vec_from (line 333) | pub fn try_vec_from(&self, udates: &Vec) -> Result Result NaiveDateTime; method previous (line 80) | fn previous(&self, date: &NaiveDateTime) -> NaiveDateTime; method try_uregular (line 88) | fn try_uregular( method try_unext (line 98) | fn try_unext(&self, udate: &NaiveDateTime) -> Result Result f64 { method try_udate (line 388) | fn try_udate(&self, udate: &NaiveDateTime) -> Result NaiveDateTime { method previous (line 434) | fn previous(&self, date: &NaiveDateTime) -> NaiveDateTime { method try_uregular (line 452) | fn try_uregular( method periods_per_annum (line 463) | fn periods_per_annum(&self) -> f64 { function periods_per_annum (line 480) | fn periods_per_annum(obj: &T) -> f64 { function test_try_udate (line 516) | fn test_try_udate() { function test_try_udate_err (line 542) | fn test_try_udate_err() { function test_is_regular_period_ok (line 572) | fn test_is_regular_period_ok() { function test_is_short_front_stub (line 613) | fn test_is_short_front_stub() { function test_is_long_front_stub (line 641) | fn test_is_long_front_stub() { function test_is_long_back_stub (line 681) | fn test_is_long_back_stub() { function test_get_uschedule_imm (line 814) | fn test_get_uschedule_imm() { function test_try_vec_from (line 1011) | fn test_try_vec_from() { function test_try_vec_from_err (line 1063) | fn test_try_vec_from_err() { function test_coupons_per_annum (line 1078) | fn test_coupons_per_annum() { FILE: rust/scheduling/frequency/imm.rs type Imm (line 27) | pub enum Imm { method validate (line 76) | pub fn validate(&self, date: &NaiveDateTime) -> bool { method from_ym_opt (line 85) | pub fn from_ym_opt(&self, year: i32, month: u32) -> Result NaiveDateTime { function imm_date_determination (line 199) | fn imm_date_determination() { function next_check (line 229) | fn next_check() { function test_is_eom (line 244) | fn test_is_eom() { function test_get_from (line 250) | fn test_get_from() { FILE: rust/scheduling/frequency/rollday.rs type RollDay (line 25) | pub enum RollDay { method vec_from (line 60) | pub fn vec_from(udates: &Vec) -> Vec { method try_udate (line 95) | pub fn try_udate(&self, udate: &NaiveDateTime) -> Result Result NaiveDateTime { method try_from_ym (line 195) | pub fn try_from_ym(&self, year: i32, month: u32) -> Result NaiveDateTime { function fixture_bus_cal (line 247) | fn fixture_bus_cal() -> Calendar { function test_rollday_equality (line 252) | fn test_rollday_equality() { function test_rollday_try_udate (line 271) | fn test_rollday_try_udate() { function test_get_unadjusteds (line 285) | fn test_get_unadjusteds() { function test_vec_from (line 310) | fn test_vec_from() { function test_vec_from_multiple (line 331) | fn test_vec_from_multiple() { FILE: rust/scheduling/py/adjuster.rs type PyAdjuster (line 27) | pub(crate) enum PyAdjuster { method from (line 96) | fn from(value: Adjuster) -> Self { method adjust_py (line 156) | fn adjust_py(&self, date: NaiveDateTime, calendar: Calendar) -> NaiveD... method reverse_py (line 174) | fn reverse_py(&self, date: NaiveDateTime, calendar: Calendar) -> Vec, calendar: Calendar) ->... method __str__ (line 197) | fn __str__(&self) -> String { method __getnewargs__ (line 216) | fn __getnewargs__(&self) -> PyAdjusterNewArgs { method new_py (line 238) | fn new_py(args: PyAdjusterNewArgs) -> PyAdjuster { method __repr__ (line 260) | fn __repr__(&self) -> String { method to_json_py (line 271) | fn to_json_py(&self) -> PyResult { type PyAdjusterNewArgs (line 59) | enum PyAdjusterNewArgs { type Target (line 65) | type Target = PyTuple; type Output (line 66) | type Output = Bound<'py, Self::Target>; type Error (line 67) | type Error = std::convert::Infallible; method into_pyobject (line 69) | fn into_pyobject(self, py: Python<'py>) -> Result) -> Result { method from (line 119) | fn from(value: PyAdjuster) -> Self { function get_roll_adjuster_from_str (line 282) | pub(crate) fn get_roll_adjuster_from_str(input: (&str, bool)) -> Result<... FILE: rust/scheduling/py/calendar.rs method new_py (line 40) | fn new_py() -> Self { method add_py (line 57) | fn add_py(&self, name: &str, calendar: Cal) -> PyResult<()> { method pop_py (line 73) | pub fn pop_py(&self, name: &str) -> Result { method get_py (line 88) | pub fn get_py(&self, name: &str) -> Result { method __contains__ (line 92) | fn __contains__(&self, item: &str) -> bool { method keys_py (line 102) | fn keys_py(&self) -> Vec { method new_py (line 118) | fn new_py(holidays: Vec, week_mask: Vec) -> PyResult<... method from_name_py (line 133) | fn from_name_py(_cls: &Bound<'_, PyType>, name: String) -> PyResult { method holidays (line 139) | fn holidays(&self) -> PyResult> { method week_mask (line 145) | fn week_mask(&self) -> PyResult> { method is_bus_day_py (line 170) | fn is_bus_day_py(&self, date: NaiveDateTime) -> bool { method is_non_bus_day_py (line 185) | fn is_non_bus_day_py(&self, date: NaiveDateTime) -> bool { method is_settlement_py (line 205) | fn is_settlement_py(&self, date: NaiveDateTime) -> bool { method add_cal_days_py (line 224) | fn add_cal_days_py( method add_bus_days_py (line 260) | fn add_bus_days_py( method add_months_py (line 286) | fn add_months_py( method roll_py (line 316) | fn roll_py( method adjust_py (line 339) | fn adjust_py(&self, date: NaiveDateTime, adjuster: PyAdjuster) -> PyResu... method adjusts_py (line 356) | fn adjusts_py( method lag_bus_days_py (line 395) | fn lag_bus_days_py(&self, date: NaiveDateTime, days: i32, settlement: bo... method bus_date_range_py (line 412) | fn bus_date_range_py( method cal_date_range_py (line 433) | fn cal_date_range_py( method print_month_py (line 454) | fn print_month_py(&self, year: i32, month: Option) -> PyResult PyResult<... method __getnewargs__ (line 493) | fn __getnewargs__(&self) -> PyResult<(Vec, Vec)> { method to_json_py (line 511) | fn to_json_py(&self) -> PyResult { method __eq__ (line 519) | fn __eq__(&self, other: Calendar) -> bool { method __repr__ (line 527) | fn __repr__(&self) -> String { method new_py (line 536) | fn new_py(calendars: Vec, settlement_calendars: Option>) -... method from_name_py (line 551) | fn from_name_py(_cls: &Bound<'_, PyType>, name: String) -> PyResult { method holidays (line 557) | fn holidays(&self) -> PyResult> { method week_mask (line 567) | fn week_mask(&self) -> PyResult> { method calendars (line 578) | fn calendars(&self) -> Vec { method settlement_calendars (line 584) | fn settlement_calendars(&self) -> Option> { method is_bus_day_py (line 592) | fn is_bus_day_py(&self, date: NaiveDateTime) -> bool { method is_non_bus_day_py (line 600) | fn is_non_bus_day_py(&self, date: NaiveDateTime) -> bool { method is_settlement_py (line 610) | fn is_settlement_py(&self, date: NaiveDateTime) -> bool { method add_cal_days_py (line 618) | fn add_cal_days_py( method add_bus_days_py (line 631) | fn add_bus_days_py( method add_months_py (line 644) | fn add_months_py( method adjust_py (line 663) | fn adjust_py(&self, date: NaiveDateTime, adjuster: PyAdjuster) -> PyResu... method adjusts_py (line 671) | fn adjusts_py( method roll_py (line 683) | fn roll_py( method lag_bus_days_py (line 697) | fn lag_bus_days_py(&self, date: NaiveDateTime, days: i32, settlement: bo... method bus_date_range_py (line 705) | fn bus_date_range_py( method cal_date_range_py (line 717) | fn cal_date_range_py( method print_month_py (line 738) | fn print_month_py(&self, year: i32, month: Option) -> PyResult PyResult<... method __getnewargs__ (line 777) | fn __getnewargs__(&self) -> PyResult<(Vec, Option>)> { method to_json_py (line 788) | fn to_json_py(&self) -> PyResult { method __eq__ (line 798) | fn __eq__(&self, other: Calendar) -> bool { method __repr__ (line 806) | fn __repr__(&self) -> String { method new_py (line 814) | fn new_py(name: String) -> PyResult { method holidays (line 820) | fn holidays(&self) -> PyResult> { method week_mask (line 829) | fn week_mask(&self) -> PyResult> { method name (line 838) | fn name(&self) -> String { method inner (line 844) | fn inner(&self) -> Calendar { method inner_ptr_eq (line 861) | fn inner_ptr_eq(&self, other: NamedCal) -> bool { method is_bus_day_py (line 869) | fn is_bus_day_py(&self, date: NaiveDateTime) -> bool { method is_non_bus_day_py (line 877) | fn is_non_bus_day_py(&self, date: NaiveDateTime) -> bool { method is_settlement_py (line 887) | fn is_settlement_py(&self, date: NaiveDateTime) -> bool { method add_cal_days_py (line 895) | fn add_cal_days_py( method add_bus_days_py (line 908) | fn add_bus_days_py( method add_months_py (line 921) | fn add_months_py( method adjust_py (line 940) | fn adjust_py(&self, date: NaiveDateTime, adjuster: PyAdjuster) -> PyResu... method adjusts_py (line 948) | fn adjusts_py( method roll_py (line 960) | fn roll_py( method lag_bus_days_py (line 974) | fn lag_bus_days_py(&self, date: NaiveDateTime, days: i32, settlement: bo... method bus_date_range_py (line 982) | fn bus_date_range_py( method cal_date_range_py (line 994) | fn cal_date_range_py( method print_month_py (line 1015) | fn print_month_py(&self, year: i32, month: Option) -> PyResult PyResult<... method __getnewargs__ (line 1054) | fn __getnewargs__(&self) -> PyResult<(String,)> { method to_json_py (line 1065) | fn to_json_py(&self) -> PyResult { method __eq__ (line 1075) | fn __eq__(&self, other: Calendar) -> bool { method __repr__ (line 1083) | fn __repr__(&self) -> String { function test_add_37_months (line 1094) | fn test_add_37_months() { function test_sub_37_months (line 1125) | fn test_sub_37_months() { function test_add_months_py_roll (line 1156) | fn test_add_months_py_roll() { function test_add_months_roll_invalid_days (line 1179) | fn test_add_months_roll_invalid_days() { function test_add_months_modifier (line 1201) | fn test_add_months_modifier() { function test_add_months_modifier_p (line 1224) | fn test_add_months_modifier_p() { FILE: rust/scheduling/py/convention.rs method new_py (line 23) | fn new_py(variant: u8) -> PyResult { method dcf_py (line 78) | fn dcf_py( method __getnewargs__ (line 102) | fn __getnewargs__<'py>(&self) -> PyResult<(usize,)> { method __repr__ (line 106) | fn __repr__(&self) -> String { method __str__ (line 110) | fn __str__(&self) -> String { method to_json_py (line 137) | fn to_json_py(&self) -> PyResult { FILE: rust/scheduling/py/frequency.rs type FrequencyNewArgs (line 22) | enum FrequencyNewArgs { type Target (line 30) | type Target = PyTuple; type Output (line 31) | type Output = Bound<'py, Self::Target>; type Error (line 32) | type Error = std::convert::Infallible; method into_pyobject (line 34) | fn into_pyobject(self, py: Python<'py>) -> Result) -> Result { method next_py (line 82) | fn next_py(&self, date: NaiveDateTime) -> NaiveDateTime { method periods_per_annum_py (line 92) | fn periods_per_annum_py(&self) -> f64 { method unext_py (line 108) | fn unext_py(&self, udate: NaiveDateTime) -> PyResult { method previous_py (line 123) | fn previous_py(&self, date: NaiveDateTime) -> NaiveDateTime { method uprevious_py (line 139) | fn uprevious_py(&self, udate: NaiveDateTime) -> PyResult { method uregular_py (line 158) | fn uregular_py( method is_uregular_py (line 181) | fn is_uregular_py(&self, ueffective: NaiveDateTime, utermination: NaiveD... method infer_ustub_py (line 211) | fn infer_ustub_py( method is_stub_py (line 240) | fn is_stub_py(&self, ustart: NaiveDateTime, uend: NaiveDateTime, front: ... method string_py (line 254) | fn string_py(&self) -> PyResult { method __str__ (line 277) | fn __str__(&self) -> String { method __getnewargs__ (line 295) | fn __getnewargs__(&self) -> FrequencyNewArgs { method new_py (line 308) | fn new_py(args: FrequencyNewArgs) -> Frequency { method __repr__ (line 320) | fn __repr__(&self) -> String { method to_json_py (line 343) | fn to_json_py(&self) -> PyResult { FILE: rust/scheduling/py/imm.rs method next_py (line 33) | fn next_py(&self, date: NaiveDateTime) -> NaiveDateTime { method validate_py (line 48) | fn validate_py(&self, date: NaiveDateTime) -> bool { method from_ym_opt_py (line 65) | fn from_ym_opt_py(&self, year: i32, month: u32) -> PyResult PyResult { method new_py (line 85) | fn new_py(item: usize) -> Imm { method __getnewargs__ (line 103) | fn __getnewargs__<'py>(&self) -> PyResult<(usize,)> { method __repr__ (line 107) | fn __repr__(&self) -> String { FILE: rust/scheduling/py/rollday.rs type RollDayNewArgs (line 19) | enum RollDayNewArgs { type Target (line 25) | type Target = PyTuple; type Output (line 26) | type Output = Bound<'py, Self::Target>; type Error (line 27) | type Error = std::convert::Infallible; method into_pyobject (line 29) | fn into_pyobject(self, py: Python<'py>) -> Result) -> Result { method __str__ (line 51) | pub(crate) fn __str__(&self) -> String { method __getnewargs__ (line 58) | fn __getnewargs__(&self) -> RollDayNewArgs { method new_py (line 66) | fn new_py(args: RollDayNewArgs) -> RollDay { method to_json_py (line 79) | fn to_json_py(&self) -> PyResult { method __repr__ (line 88) | fn __repr__(&self) -> String { FILE: rust/scheduling/py/schedule.rs method new_py (line 24) | fn new_py(item: usize) -> StubInference { method __getnewargs__ (line 34) | fn __getnewargs__<'py>(&self) -> PyResult<(usize,)> { method __repr__ (line 37) | fn __repr__(&self) -> String { method to_json_py (line 47) | fn to_json_py(&self) -> PyResult { method new_py (line 61) | fn new_py( method is_regular_py (line 92) | fn is_regular_py(&self) -> bool { method ueffective_py (line 98) | fn ueffective_py(&self) -> NaiveDateTime { method utermination_py (line 104) | fn utermination_py(&self) -> NaiveDateTime { method frequency_py (line 110) | fn frequency_py(&self) -> Frequency { method accrual_adjuster_py (line 116) | fn accrual_adjuster_py(&self) -> PyAdjuster { method calendar_py (line 122) | fn calendar_py(&self) -> Calendar { method payment_adjuster_py (line 128) | fn payment_adjuster_py(&self) -> PyAdjuster { method payment_adjuster2_py (line 134) | fn payment_adjuster2_py(&self) -> PyAdjuster { method payment_adjuster3_py (line 140) | fn payment_adjuster3_py(&self) -> Option { method ufront_stub_py (line 146) | fn ufront_stub_py(&self) -> Option { method uback_stub_py (line 152) | fn uback_stub_py(&self) -> Option { method uschedule_py (line 158) | fn uschedule_py(&self) -> Vec { method aschedule_py (line 164) | fn aschedule_py(&self) -> Vec { method pschedule_py (line 170) | fn pschedule_py(&self) -> Vec { method pschedule2_py (line 176) | fn pschedule2_py(&self) -> Vec { method pschedule3_py (line 182) | fn pschedule3_py(&self) -> Vec { method __getnewargs__ (line 187) | fn __getnewargs__( method to_json_py (line 225) | fn to_json_py(&self) -> PyResult { method __repr__ (line 234) | fn __repr__(&self) -> String { FILE: rust/scheduling/schedule.rs type StubInference (line 25) | pub enum StubInference { type Schedule (line 49) | pub struct Schedule { method from (line 106) | fn from(model: ScheduleDataModel) -> Self { method try_new_defined (line 247) | pub fn try_new_defined( method try_new_infer_stub (line 368) | fn try_new_infer_stub( method try_new_uschedule_infer_frequency (line 532) | fn try_new_uschedule_infer_frequency( method try_new_inferred (line 613) | pub fn try_new_inferred( method is_regular (line 766) | pub fn is_regular(&self) -> bool { type ScheduleDataModel (line 92) | struct ScheduleDataModel { function validate_individual_dates (line 124) | fn validate_individual_dates( function validate_date_ordering (line 151) | fn validate_date_ordering( function validate_is_stub (line 181) | fn validate_is_stub( function match_interior_dates (line 778) | fn match_interior_dates( function validate_stub_dates_and_inference (line 793) | fn validate_stub_dates_and_inference( function composite_uschedule (line 821) | fn composite_uschedule( function filter_schedules_by_eom (line 850) | fn filter_schedules_by_eom(uschedules: Vec, eom: bool) -> Sche... function test_new_uschedule_defined_cases_1_and_2 (line 887) | fn test_new_uschedule_defined_cases_1_and_2() { function test_new_uschedule_defined_cases_1_and_2_err (line 926) | fn test_new_uschedule_defined_cases_1_and_2_err() { function test_new_uschedule_defined_cases_4 (line 963) | fn test_new_uschedule_defined_cases_4() { function test_new_uschedule_defined_cases_3 (line 1016) | fn test_new_uschedule_defined_cases_3() { function test_new_uschedule_defined_cases_3_err (line 1106) | fn test_new_uschedule_defined_cases_3_err() { function test_new_uschedule_defined_cases_5 (line 1165) | fn test_new_uschedule_defined_cases_5() { function test_new_uschedule_defined_cases_5_err (line 1245) | fn test_new_uschedule_defined_cases_5_err() { function test_new_uschedule_defined_err (line 1278) | fn test_new_uschedule_defined_err() { function test_try_new_uschedule_dead_stubs (line 1299) | fn test_try_new_uschedule_dead_stubs() { function test_try_new_uschedule_eom_parameter_selection (line 1336) | fn test_try_new_uschedule_eom_parameter_selection() { function test_try_new_uschedule_inferred_fails (line 1417) | fn test_try_new_uschedule_inferred_fails() { function test_try_new_schedule_short_period (line 1515) | fn test_try_new_schedule_short_period() { function test_try_new_schedule_infer_frequency_imm (line 1539) | fn test_try_new_schedule_infer_frequency_imm() { function test_is_regular (line 1569) | fn test_is_regular() { function test_front_stub_inference (line 1612) | fn test_front_stub_inference() { function test_inference_allows_stubs_when_they_are_regular (line 1638) | fn test_inference_allows_stubs_when_they_are_regular() { function test_cny7d_bug (line 1669) | fn test_cny7d_bug() { function test_7day_defined_errors (line 1694) | fn test_7day_defined_errors() { function test_7day_frequency_can_infer_short_stubs (line 1730) | fn test_7day_frequency_can_infer_short_stubs() { function test_7day_dead_stubs_error (line 1752) | fn test_7day_dead_stubs_error() { function test_7day_infer_long_inference (line 1784) | fn test_7day_infer_long_inference() { function test_7day_infer_short_inference_converting_dead_stub_to_long (line 1851) | fn test_7day_infer_short_inference_converting_dead_stub_to_long() { function test_bug_developing_neither_side_stub_inference (line 1918) | fn test_bug_developing_neither_side_stub_inference() { function test_return_single_period_even_with_stub_inference (line 1950) | fn test_return_single_period_even_with_stub_inference() { FILE: rust/scheduling/serde.rs function test_cal_json (line 29) | fn test_cal_json() { function test_union_cal_json (line 38) | fn test_union_cal_json() { function test_named_cal_json (line 50) | fn test_named_cal_json() { function test_cal_type_json (line 58) | fn test_cal_type_json() { function test_stub_inf_json (line 66) | fn test_stub_inf_json() { FILE: rust/splines/spline.rs function bsplev_single_f64 (line 30) | pub fn bsplev_single_f64(x: &f64, i: usize, k: &usize, t: &Vec, org... function bsplev_single_dual (line 68) | pub fn bsplev_single_dual( function bsplev_single_dual2 (line 84) | pub fn bsplev_single_dual2( function bspldnev_single_f64 (line 104) | pub fn bspldnev_single_f64( function bspldnev_single_dual (line 148) | pub fn bspldnev_single_dual( function bspldnev_single_dual2 (line 166) | pub fn bspldnev_single_dual2( type PPSpline (line 184) | pub struct PPSpline { function k (line 192) | pub fn k(&self) -> &usize { function t (line 196) | pub fn t(&self) -> &Vec { function n (line 200) | pub fn n(&self) -> &usize { function c (line 204) | pub fn c(&self) -> &Option> { function new (line 216) | pub fn new(k: usize, t: Vec, c: Option>) -> Self { function ppdnev_single (line 225) | pub fn ppdnev_single(&self, x: &f64, m: usize) -> Result { function csolve (line 239) | pub fn csolve( function bspldnev (line 268) | pub fn bspldnev(&self, x: &[f64], i: &usize, m: &usize) -> Vec { function bsplmatrix (line 274) | pub fn bsplmatrix(&self, tau: &[f64], left_n: usize, right_n: usize) -> ... method mapped_value (line 289) | fn mapped_value(&self, x: &Number) -> Result { function ppdnev_single_dual (line 299) | pub fn ppdnev_single_dual(&self, x: &Dual, m: usize) -> Result Result Result { function ppdnev_single_dual2 (line 339) | pub fn ppdnev_single_dual2(&self, _x: &Dual2, _m: usize) -> Result Result Result { function ppdnev_single_dual (line 371) | pub fn ppdnev_single_dual(&self, _x: &Dual, _m: usize) -> Result Result bool { type PPSplineF64 (line 417) | pub struct PPSplineF64 { type PPSplineDual (line 424) | pub struct PPSplineDual { type PPSplineDual2 (line 431) | pub struct PPSplineDual2 { method eq (line 437) | fn eq(&self, other: &Self) -> bool { method eq (line 444) | fn eq(&self, other: &Self) -> bool { method eq (line 451) | fn eq(&self, other: &Self) -> bool { function is_close (line 469) | fn is_close(a: &f64, b: &f64, abs_tol: Option) -> bool { function bsplev_single_f64_ (line 475) | fn bsplev_single_f64_() { function bsplev_single_dual_ (line 487) | fn bsplev_single_dual_() { function bsplev_single_f64_right (line 506) | fn bsplev_single_f64_right() { function bspldnev_single_f64_ (line 518) | fn bspldnev_single_f64_() { function bspldnev_single_f64_right (line 530) | fn bspldnev_single_f64_right() { function bspldnev_single_shortcut (line 542) | fn bspldnev_single_shortcut() { function bspldnev_single_m (line 554) | fn bspldnev_single_m() { function bspldnev_single_m_zero (line 566) | fn bspldnev_single_m_zero() { function ppspline_new (line 578) | fn ppspline_new() { function ppspline_bsplmatrix (line 587) | fn ppspline_bsplmatrix() { function csolve_ (line 601) | fn csolve_() { function csolve_dual (line 622) | fn csolve_dual() { function ppev_single_ (line 644) | fn ppev_single_() { function partialeq_ (line 657) | fn partialeq_() { function backwards_definition (line 670) | fn backwards_definition() { FILE: rust/splines/spline_py.rs function bsplev_single (line 473) | pub(crate) fn bsplev_single( function bspldnev_single (line 556) | pub(crate) fn bspldnev_single( FILE: rust/tests/dual1.rs function clone_arc (line 17) | fn clone_arc() { FILE: rust/tests/splines/mod.rs function is_close (line 18) | fn is_close(a: &f64, b: &f64, abs_tol: Option) -> bool { function bsplev_single_f64_ (line 24) | fn bsplev_single_f64_() { function bsplev_single_dual_ (line 36) | fn bsplev_single_dual_() { function bsplev_single_f64_right (line 55) | fn bsplev_single_f64_right() { function bspldnev_single_f64_ (line 67) | fn bspldnev_single_f64_() { function bspldnev_single_f64_right (line 79) | fn bspldnev_single_f64_right() { function bspldnev_single_shortcut (line 91) | fn bspldnev_single_shortcut() { function bspldnev_single_m (line 103) | fn bspldnev_single_m() { function bspldnev_single_m_zero (line 115) | fn bspldnev_single_m_zero() { function ppspline_new (line 127) | fn ppspline_new() { function ppspline_bsplmatrix (line 136) | fn ppspline_bsplmatrix() { function csolve_ (line 150) | fn csolve_() { function csolve_dual (line 171) | fn csolve_dual() { function ppev_single_ (line 193) | fn ppev_single_() { function partialeq_ (line 206) | fn partialeq_() { function backwards_definition (line 219) | fn backwards_definition() {