Module Reference¶

This document inventories the Python modules under src/fuggers_py/ from the live source tree.

For each module, it records:

the canonical module path
a module description taken from the module docstring when present
the top-level classes and functions defined in that file

Use SRC_STRUCTURE.md for the package/directory map and this document for the file-level reference.

Root package files¶

Root package metadata, version plumbing, and top-level exports.

`init.py`¶

Public package roots for the :mod:fuggers_py fixed-income library.

Module path: __init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`_version.py`¶

No module docstring.

Module path: _version.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`adapters/`¶

External-boundary modules for files, storage, serialization, and transport.

`adapters/init.py`¶

External-boundary adapters for files, storage, codecs, and transport.

Module path: adapters/__init__.py
Top-level classes/functions: __getattr__, __dir__

`adapters/errors.py`¶

Data-layer exceptions.

Module path: adapters/errors.py
Top-level classes/functions: TraitError, ConnectionFailureError, SubscriptionFailureError, NotFoundError, AlreadyExistsError, SourceUnavailableError, TraitTimeoutError, ParseError, SerializationError, TraitIOError, DatabaseError, InvalidInputError, AuthenticationError, PermissionDeniedError, RateLimitError, InternalError

`adapters/file.py`¶

File-backed adapters for market data, reference data, and outputs.

Module path: adapters/file.py
Top-level classes/functions: _as_path, _read_rows, _decimal_or_none, _date_or_none, _datetime_or_none, _currency_or_none, _frequency_or_none, _bond_type, _issuer_type, _quote_side, _load_schedule, _load_curve_inputs_payload, CSVQuoteSource, JSONCurveInputSource, CSVIndexFixingSource, CSVEtfQuoteSource, CSVBondReferenceSource, CSVIssuerReferenceSource, CSVRatingSource, CSVEtfHoldingsSource, EmptyBondReferenceSource, EmptyIssuerReferenceSource, EmptyRatingSource, EmptyEtfHoldingsSource, create_file_market_data, create_file_reference_data, NoOpQuotePublisher, NoOpCurvePublisher, NoOpEtfPublisher, NoOpAnalyticsPublisher, NoOpAlertPublisher, create_empty_output

`adapters/json_codec.py`¶

JSON codec adapters for trait-layer transports and storage.

Module path: adapters/json_codec.py
Top-level classes/functions: _qualified_name, _resolve_qualified_name, _to_jsonable, _from_jsonable, JsonCodec, PrettyJsonCodec

`adapters/portfolio_store.py`¶

In-memory portfolio storage adapters.

Module path: adapters/portfolio_store.py
Top-level classes/functions: _portfolio_sort_key, InMemoryPortfolioStore

`adapters/sqlite_storage.py`¶

SQLite-backed storage adapters for the trait-layer store protocols.

Module path: adapters/sqlite_storage.py
Top-level classes/functions: _utc_now, _as_text, _ensure_parent, _ensure_schema, _SQLiteStoreBase, SQLiteAuditStore, SQLiteBondStore, SQLiteCurveStore, SQLiteConfigStore, SQLiteOverrideStore, SQLiteStorageAdapter

`adapters/storage.py`¶

Storage-oriented protocols and lightweight records.

Module path: adapters/storage.py
Top-level classes/functions: _to_decimal, Pagination, Page, CurveConfig, CurveSnapshot, PricingConfig, OverrideRecord, StoredPosition, StoredPortfolio, PortfolioFilter, AuditEntry, BondStore, CurveStore, ConfigStore, OverrideStore, AuditStore, PortfolioStore, StorageAdapter

`adapters/transport.py`¶

Transport and codec contracts for remote trait adapters.

Module path: adapters/transport.py
Top-level classes/functions: Codec, Transport, AsyncTransport, RemoteStorageTransport, CacheTransport

`calc/`¶

Calculation orchestration, routing, runtime config, and execution wiring.

`calc/init.py`¶

Calculation requests, result DTOs, orchestration, and execution wiring.

Module path: calc/__init__.py
Top-level classes/functions: __getattr__, __dir__

`calc/builder.py`¶

Builder helpers for composing calc-layer orchestration components.

Module path: calc/builder.py
Top-level classes/functions: _iter_curve_inputs, _default_etf_pricer, _default_portfolio_analyzer, PricingEngine, PricingEngineBuilder

`calc/calc_graph.py`¶

Deterministic calculation-graph helpers for reactive orchestration.

Module path: calc/calc_graph.py
Top-level classes/functions: _normalize, NodeId, NodeValue, ShardStrategy, ShardAssignment, ShardConfig, _GraphNode, _hash_to_int, CalculationGraph

`calc/config.py`¶

Serializable configuration records for engine orchestration.

Module path: calc/config.py
Top-level classes/functions: _normalize_text, UpdateFrequency, NodeConfig, EngineConfig

`calc/coordination.py`¶

Coordination protocols and deterministic in-memory helpers.

Module path: calc/coordination.py
Top-level classes/functions: _normalize_text, ServiceRegistration, PartitionAssignment, ServiceRegistry, PartitionRegistry, LeaderElection, InMemoryServiceRegistry, InMemoryPartitionRegistry, InMemoryLeaderElection

`calc/curve_builder.py`¶

Small synchronous curve builder for calc-layer workflows.

Module path: calc/curve_builder.py
Top-level classes/functions: ForwardRateCurve, BuiltCurve, _FlatTermStructure, _curve_key, _curve_inputs, _single_pillar_curve, CurveBuilder

`calc/errors.py`¶

Exceptions raised by calc-layer routing, scheduling, and orchestration.

Module path: calc/errors.py
Top-level classes/functions: EngineError, CurveNotFoundError, RoutingError, EngineConfigurationError, SchedulerError

`calc/funding_pricing_router.py`¶

Funding-specific calc-layer pricing router.

Module path: calc/funding_pricing_router.py
Top-level classes/functions: RepoPricingResult, FundingPricingRouter

`calc/market_data_listener.py`¶

Async market-data fanout and graph integration helpers.

Module path: calc/market_data_listener.py
Top-level classes/functions: _now, MarketDataUpdate, QuoteUpdate, CurveInputUpdate, CurveUpdate, IndexFixingUpdate, InflationFixingUpdate, FxRateUpdate, VolSurfaceUpdate, MarketDataPublisher, MarketDataListener

`calc/output.py`¶

Typed engine outputs and publisher contracts.

Module path: calc/output.py
Top-level classes/functions: _to_decimal, _coerce_decimal_fields, BondQuoteOutput, SwapQuoteOutput, BasisSwapQuoteOutput, FutureQuoteOutput, CdsQuoteOutput, RvSignalOutput, EtfAnalyticsOutput, PortfolioAnalyticsOutput, QuotePublisher, CurvePublisher, EtfPublisher, AnalyticsPublisher, AlertPublisher, OutputPublisher

`calc/pricing_router.py`¶

Research-facing bond pricing router for the calc layer.

Module path: calc/pricing_router.py
Top-level classes/functions: _to_decimal, PricingInput, PricingFailure, BatchPricingResult, PricingRouter

`calc/pricing_specs.py`¶

Research-facing pricing specifications.

Module path: calc/pricing_specs.py
Top-level classes/functions: _to_decimal, BenchmarkReference, BidAskSpreadConfig, PricingSpec

`calc/rates_pricing_router.py`¶

Rates-specific pricing router for calc-layer dispatch.

Module path: calc/rates_pricing_router.py
Top-level classes/functions: _to_decimal, RoutedFraPricingResult, RatesPricingRouter

`calc/reactive.py`¶

Reactive engine helpers that coexist with the existing sync APIs.

Module path: calc/reactive.py
Top-level classes/functions: _as_analytics_curves, _OverlayMarketDataProvider, _ReferenceDataCache, ReactiveEngine

`calc/scheduler.py`¶

Async scheduler helpers for reactive engine orchestration.

Module path: calc/scheduler.py
Top-level classes/functions: _now, _next_cron_run, UpdateSource, NodeUpdate, _AsyncFanout, ThrottleManager, _BaseScheduler, IntervalScheduler, EodScheduler, CronScheduler

`core/`¶

Shared primitives, conventions, traits, and low-level value types.

`core/init.py`¶

Shared primitives for the fixed-income library.

Module path: core/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`core/calendars.py`¶

Business-day calendars and holiday generation utilities.

Module path: core/calendars.py
Top-level classes/functions: BusinessDayConvention, WeekendType, easter_sunday, last_weekday_of_month, nth_weekday_of_month, observed_date, Calendar, WeekendCalendar, _sifma_holidays_for_year, SIFMACalendar, USGovernmentCalendar, USCalendar, _target2_holidays_for_year, Target2Calendar, _uk_holidays_for_year, UKCalendar, _japan_vernal_equinox, _japan_autumnal_equinox, _japan_holidays_for_year, JapanCalendar, JointCalendar, HolidayBitmap, HolidayCalendarBuilder, CalendarData, DynamicCalendar, CustomCalendarBuilder

`core/daycounts.py`¶

Day-count conventions.

Module path: core/daycounts.py
Top-level classes/functions: _normalize_interval, _includes_feb29, _is_last_day_of_feb, DayCount, Act360, Act365Fixed, Act365Leap, ActActIsda, ActActAfb, ActActIcma, Thirty360E, Thirty360EIsda, Thirty360German, Thirty360US, DayCountConvention

`core/errors.py`¶

Core exception hierarchy for fuggers_py.

Module path: core/errors.py
Top-level classes/functions: FuggersError, InvalidDateError, PricingError, ConvergenceFailedError, InvalidYieldError, InvalidPriceError, InvalidSpreadError, CurveNotFoundError, CurveConstructionFailedError, InterpolationError, InvalidCashFlowError, InvalidBondSpecError, DayCountError, CalendarError, MathError, ConfigError

`core/ids.py`¶

Foundational typed identifiers shared across the library.

Module path: core/ids.py
Top-level classes/functions: _normalize, _normalize_currency, InstrumentId, CurveId, PortfolioId, EtfId, VolSurfaceId, CurrencyPair, YearMonth

`core/traits.py`¶

Abstract interfaces (“traits”) for fuggers_py.core.

Module path: core/traits.py
Top-level classes/functions: YieldCurve, PricingEngine, RiskCalculator, Discountable, SpreadCalculator

`core/types.py`¶

Fundamental value types for fixed-income analytics.

Module path: core/types.py
Top-level classes/functions: _to_decimal, Currency, Frequency, Compounding, SpreadType, CashFlowType, Date, Price, Yield, Spread, CashFlow, CashFlowSchedule

`market/`¶

Dynamic market-state objects, market data records, indices, and curves.

`market/init.py`¶

Market-layer state, quotes, providers, fixings, and curves.

Module path: market/__init__.py
Top-level classes/functions: __getattr__, __dir__

`market/curves/init.py`¶

Primary home for generic and specialized market-curve infrastructure.

Module path: market/curves/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`market/curves/bond_instruments/init.py`¶

Bond-specific curve-construction helpers.

Module path: market/curves/bond_instruments/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`market/curves/bond_instruments/conventions.py`¶

Curve-instrument day-count and market convention helpers.

Module path: market/curves/bond_instruments/conventions.py
Top-level classes/functions: day_count_factor, MarketConvention

`market/curves/bond_instruments/government.py`¶

Government bond curve instruments.

Module path: market/curves/bond_instruments/government.py
Top-level classes/functions: _to_decimal, _price_to_percentage, GovernmentZeroCoupon, GovernmentCouponBond

`market/curves/builder/init.py`¶

Upstream-style curve builders.

Module path: market/curves/builder/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`market/curves/builder/curve_builder.py`¶

Compatibility-focused curve builders.

Module path: market/curves/builder/curve_builder.py
Top-level classes/functions: CurveFamily, InstrumentType, CurveInstrument, _float, CurveBuilder

`market/curves/builders.py`¶

Simple builders for common rate curves.

Module path: market/curves/builders.py
Top-level classes/functions: _float, DiscountCurveBuilder, ZeroCurveBuilder

`market/curves/bumping/init.py`¶

Curve bumping helpers for scenario analysis.

Module path: market/curves/bumping/__init__.py
Top-level classes/functions: key_rate_profile

`market/curves/bumping/key_rate.py`¶

Key-rate bump helpers.

Module path: market/curves/bumping/key_rate.py
Top-level classes/functions: _to_decimal, _tenor_to_years, _tenor_from_date, KeyRateBump, KeyRateBumpedCurve

`market/curves/bumping/parallel.py`¶

Parallel zero-rate bump helpers.

Module path: market/curves/bumping/parallel.py
Top-level classes/functions: _to_decimal, _tenor_from_date, BumpedCurve, ParallelBump

`market/curves/bumping/scenario.py`¶

Scenario bump helpers.

Module path: market/curves/bumping/scenario.py
Top-level classes/functions: _to_decimal, _tenor_to_years, _tenor_from_date, Scenario, ScenarioCurve, parallel_up_50bp, parallel_down_50bp, steepener_50bp, flattener_50bp

`market/curves/calibration/init.py`¶

Calibration helpers for :mod:fuggers_py.market.curves.

Module path: market/curves/calibration/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`market/curves/calibration/global_fit.py`¶

Parametric curve fitting for zero-rate and instrument data.

Module path: market/curves/calibration/global_fit.py
Top-level classes/functions: _to_float_array, ParametricModel, FitterConfig, GlobalFitResult, _nelson_siegel_zero, _svensson_zero, ParametricZeroCurve, GlobalFitter

`market/curves/calibration/instruments.py`¶

Calibration instruments for rate curves.

Module path: market/curves/calibration/instruments.py
Top-level classes/functions: _to_decimal, _resolve_date, CalibrationInstrument, Deposit, Fra, Swap, Ois, Future, BasisSwap, InstrumentSet

`market/curves/calibration/piecewise.py`¶

Thin wrapper around the sequential bootstrapper.

Module path: market/curves/calibration/piecewise.py
Top-level classes/functions: PiecewiseBootstrapper

`market/curves/calibration/sequential.py`¶

Sequential curve bootstrapper.

Module path: market/curves/calibration/sequential.py
Top-level classes/functions: _to_decimal, _float, _tenor_years, CalibrationInstrumentResult, CalibrationResult, SequentialBootstrapper

`market/curves/conversion.py`¶

Value conversion utilities for curve primitives.

Module path: market/curves/conversion.py
Top-level classes/functions: _require_positive, _require_probability, ValueConverter

`market/curves/credit/init.py`¶

Specialized credit-curve calibration helpers.

Module path: market/curves/credit/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`market/curves/credit/bootstrap.py`¶

Bootstrap CDS-implied credit curves.

Module path: market/curves/credit/bootstrap.py
Top-level classes/functions: _to_decimal, _coerce_currency, _coerce_frequency, _coerce_day_count, _coerce_calendar, _coerce_business_day_convention, _instrument_key, CdsBootstrapPoint, CdsBootstrapResult, _BootstrapInstrument, _lookup_reference_data, _build_credit_curve, _resolve_tenor, _resolve_recovery_rate, _build_bootstrap_instruments, bootstrap_credit_curve

`market/curves/delegated.py`¶

Delegated curves that fall back to a secondary source.

Module path: market/curves/delegated.py
Top-level classes/functions: DelegationFallback, _YieldCurveTermStructure, _as_term_structure, DelegatedCurve

`market/curves/derived.py`¶

Derived curves built from a base curve and simple transforms.

Module path: market/curves/derived.py
Top-level classes/functions: _to_decimal, CurveTransformKind, CurveTransform, DerivedCurve

`market/curves/discrete.py`¶

Discrete pillar-based curve implementation.

Module path: market/curves/discrete.py
Top-level classes/functions: InterpolationMethod, ExtrapolationMethod, _PiecewiseConstantInterpolator, _as_1d_float_array, DiscreteCurve

`market/curves/errors.py`¶

Exception hierarchy for :mod:fuggers_py.market.curves.

Module path: market/curves/errors.py
Top-level classes/functions: CurvesError, CurveConstructionError, InvalidCurveInput, TenorOutOfBounds, UnsupportedValueType, UnsupportedConversion, BuilderError, MixedPillarTypes

`market/curves/fitted_bonds/init.py`¶

Cross-sectional fitted bond curves and fair-value helpers.

Module path: market/curves/fitted_bonds/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`market/curves/fitted_bonds/_splines.py`¶

Internal spline helpers for fitted bond curves.

Module path: market/curves/fitted_bonds/_splines.py
Top-level classes/functions: NaturalCubicSplineGrid, cached_natural_cubic_spline_grid

`market/curves/fitted_bonds/fair_value.py`¶

Fair-value helpers for fitted bond curves.

Module path: market/curves/fitted_bonds/fair_value.py
Top-level classes/functions: _to_decimal, BondFairValueRequest, BondFairValueResult, dirty_price_from_curve, clean_price_from_curve, fair_value_from_curve, fair_value_from_fit

`market/curves/fitted_bonds/model.py`¶

Fitted bond-curve models and immutable result records.

Module path: market/curves/fitted_bonds/model.py
Top-level classes/functions: _to_decimal, _decimal_tuple, FittedBondCurveFamily, FittedBondObjective, RegressionCoefficient, FittedBondPointResult, FittedBondDiagnostics, FittedBondFitResult, FittedBondCurveModel, _normalize_spline_knot_tenors, _validate_spline_range, _support_knot_array, _cached_spline_grid, ExponentialSplineDiscountCurve, CubicSplineZeroRateCurve, ExponentialSplineCurveModel, CubicSplineZeroRateCurveModel

`market/curves/fitted_bonds/notional_benchmarks.py`¶

Notional benchmark helpers for fitted bond-curve analytics.

Module path: market/curves/fitted_bonds/notional_benchmarks.py
Top-level classes/functions: _to_decimal, BenchmarkComponent, NotionalBenchmark, build_notional_benchmark

`market/curves/fitted_bonds/observations.py`¶

Observation inputs for fitted bond curves.

Module path: market/curves/fitted_bonds/observations.py
Top-level classes/functions: _to_decimal, BondCurveQuoteBasis, BondCurveQuote, BondCurveObservation

`market/curves/fitted_bonds/optimization.py`¶

Optimization entry points for fitted bond curves.

Module path: market/curves/fitted_bonds/optimization.py
Top-level classes/functions: _to_decimal, _resolve_reference_date, _maturity_date, _maturity_years, _coupon_rate, _weighted_linear_least_squares, _ProfiledCurveEvaluation, FittedBondCurveFitter

`market/curves/fitted_bonds/par_curve.py`¶

Direct par-yield helpers built from fitted bond curves.

Module path: market/curves/fitted_bonds/par_curve.py
Top-level classes/functions: _to_decimal, ParCurveSpec, FittedParYieldCurve

`market/curves/fitted_bonds/pricing_adapters.py`¶

Pricing adapters for fitted bond curves.

Module path: market/curves/fitted_bonds/pricing_adapters.py
Top-level classes/functions: BondCurvePricingAdapter, _quote_basis_error, NominalGovernmentBondPricingAdapter, TipsRealBondPricingAdapter

`market/curves/fitted_bonds/regression.py`¶

Regression helpers for fitted bond curves.

Module path: market/curves/fitted_bonds/regression.py
Top-level classes/functions: _to_decimal, _normalize_name, RegressionDesignMatrix, _normalized_regressors, build_regressor_design_matrix, evaluate_observation_regression_adjustment

`market/curves/fitted_bonds/regressors.py`¶

Analyst-defined regressors for fitted bond curves.

Module path: market/curves/fitted_bonds/regressors.py
Top-level classes/functions: _normalize_name, _to_decimal, CurveFitContext, BondCurveRegressor, CallableRegressor, ConstantRegressor

`market/curves/forward.py`¶

Forward curve wrapper for discount-factor implied forward rates.

Module path: market/curves/forward.py
Top-level classes/functions: ForwardCurve

`market/curves/funding/init.py`¶

Specialized funding-curve helpers.

Module path: market/curves/funding/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`market/curves/funding/repo_curve.py`¶

Repo-curve wrapper helpers.

Module path: market/curves/funding/repo_curve.py
Top-level classes/functions: _to_decimal, RepoCurve

`market/curves/inflation/init.py`¶

Specialized inflation-curve helpers.

Module path: market/curves/inflation/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`market/curves/inflation/bootstrap.py`¶

Bootstrap inflation-index curves from zero-coupon inflation swaps.

Module path: market/curves/inflation/bootstrap.py
Top-level classes/functions: _to_decimal, InflationBootstrapPoint, InflationBootstrapResult, bootstrap_inflation_curve, _validate_bootstrap_instruments

`market/curves/inflation/breakeven.py`¶

Dedicated zero-breakeven and par-breakeven curve objects.

Module path: market/curves/inflation/breakeven.py
Top-level classes/functions: _to_decimal, _tenor, BreakevenZeroCurve, BreakevenParCurve

`market/curves/inflation/curve.py`¶

Inflation-index projection curves.

Module path: market/curves/inflation/curve.py
Top-level classes/functions: _to_decimal, InflationIndexCurve

`market/curves/models/init.py`¶

Optional advanced curve-model overlays.

Module path: market/curves/models/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`market/curves/models/jump_diffusion.py`¶

Optional deterministic jump-diffusion curve overlays.

Module path: market/curves/models/jump_diffusion.py
Top-level classes/functions: _to_decimal, JumpDiffusionAdjustment, JumpDiffusionCurve

`market/curves/models/shadow_rate.py`¶

Optional shadow-rate curve overlays.

Module path: market/curves/models/shadow_rate.py
Top-level classes/functions: _to_decimal, _softplus_floor, ShadowRateCurve

`market/curves/models/short_rate_base.py`¶

Base helpers for optional short-rate-inspired curve overlays.

Module path: market/curves/models/short_rate_base.py
Top-level classes/functions: _to_decimal, ShortRateModelPoint, ShortRateModelCurve

`market/curves/multicurve/init.py`¶

Multi-curve helpers for discount and projection curve lookups.

Module path: market/curves/multicurve/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`market/curves/multicurve/environment.py`¶

Multi-curve environment helpers.

Module path: market/curves/multicurve/environment.py
Top-level classes/functions: MissingCurveError, MultiCurveEnvironment, MultiCurveEnvironmentBuilder

`market/curves/multicurve/index.py`¶

Index identifiers for multi-curve environments.

Module path: market/curves/multicurve/index.py
Top-level classes/functions: CurrencyPair, RateIndex

`market/curves/segmented.py`¶

Segmented curves with per-segment interpolation and sources.

Module path: market/curves/segmented.py
Top-level classes/functions: SegmentSource, _CallableTermStructure, _Segment, SegmentBuilder, SegmentedCurve

`market/curves/term_structure.py`¶

Term-structure interface for curve primitives.

Module path: market/curves/term_structure.py
Top-level classes/functions: TermStructure

`market/curves/value_type.py`¶

Curve value-type definitions.

Module path: market/curves/value_type.py
Top-level classes/functions: ValueTypeKind, ValueType

`market/curves/wrappers/init.py`¶

Convenience wrappers for curve primitives.

Module path: market/curves/wrappers/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`market/curves/wrappers/credit_curve.py`¶

Credit-curve wrapper helpers.

Module path: market/curves/wrappers/credit_curve.py
Top-level classes/functions: _to_decimal, CreditCurve

`market/curves/wrappers/curve_ref.py`¶

Lightweight wrapper for curve references.

Module path: market/curves/wrappers/curve_ref.py
Top-level classes/functions: CurveRef

`market/curves/wrappers/rate_curve.py`¶

Rate-curve wrapper helpers.

Module path: market/curves/wrappers/rate_curve.py
Top-level classes/functions: _decimal_from_float, RateCurve

`market/indices/init.py`¶

Market fixing stores, floating-index conventions, and rate-index wrappers.

Module path: market/indices/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`market/indices/bond_index.py`¶

Bond index definitions with fixing support.

Module path: market/indices/bond_index.py
Top-level classes/functions: BondIndex

`market/indices/conventions.py`¶

Index conventions for FRNs and overnight instruments.

Module path: market/indices/conventions.py
Top-level classes/functions: ArrearConvention, ObservationShiftType, LookbackDays, LockoutDays, IndexConventions

`market/indices/fixing_store.py`¶

Historical fixing storage and overnight compounding helpers.

Module path: market/indices/fixing_store.py
Top-level classes/functions: _to_decimal, IndexSource, IndexFixing, IndexFixingStore

`market/indices/overnight.py`¶

Overnight fixing conventions and compounding helpers.

Module path: market/indices/overnight.py
Top-level classes/functions: _to_decimal, OvernightCompounding, PublicationTime, _business_accrual_schedule, observation_date, _observed_schedule_date, publication_date, overnight_factor, _lookup_or_project_rate

`market/market_data.py`¶

Market-data traits and in-memory research helpers.

Module path: market/market_data.py
Top-level classes/functions: _to_decimal, _coerce_decimal_fields, _apply_two_sided_quote_defaults, SourceType, CurveInstrumentType, VolSurfaceType, VolQuoteType, InflationInterpolation, RawQuote, CurvePoint, CurveInput, CurveInputs, BondQuote, RepoQuote, SwapQuote, BasisSwapQuote, BondFutureQuote, FxForwardQuote, CdsQuote, HaircutQuote, CurveData, IndexFixing, VolPoint, VolatilitySurface, FxRate, InflationFixing, EtfHolding, EtfQuote, MarketDataSnapshot, QuoteSource, CurveInputSource, IndexFixingSource, ReferenceCurveSource, VolatilitySource, FxRateSource, InflationFixingSource, EtfQuoteSource, PricingDataProvider, InMemoryQuoteSource, InMemoryCurveSource, InMemoryFixingSource, InMemoryVolatilitySource, InMemoryFxRateSource, InMemoryInflationFixingSource, InMemoryEtfQuoteSource, MarketDataProvider

`market/state.py`¶

Shared market-state value objects.

Module path: market/state.py
Top-level classes/functions: QuoteSide, AnalyticsCurves

`math/`¶

Numerical infrastructure used by interpolation, fitting, solving, and optimization code.

`math/init.py`¶

Float- and NumPy-oriented numerical utilities for fuggers_py.

Module path: math/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`math/errors.py`¶

Exception hierarchy for :mod:fuggers_py.math.

Module path: math/errors.py
Top-level classes/functions: MathError, ConvergenceFailed, InvalidBracket, DivisionByZero, SingularMatrix, DimensionMismatch, ExtrapolationNotAllowed, InsufficientData, InvalidInput, MathOverflow, MathUnderflow

`math/extrapolation/init.py`¶

Extrapolation helpers used by the curve and math layers.

Module path: math/extrapolation/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`math/extrapolation/base.py`¶

Extrapolation interfaces and method enum.

Module path: math/extrapolation/base.py
Top-level classes/functions: Extrapolator, ExtrapolationMethod

`math/extrapolation/flat.py`¶

Flat (constant) extrapolation.

Module path: math/extrapolation/flat.py
Top-level classes/functions: FlatExtrapolator

`math/extrapolation/linear.py`¶

Linear extrapolation from a reference point and slope.

Module path: math/extrapolation/linear.py
Top-level classes/functions: LinearExtrapolator

`math/extrapolation/smith_wilson.py`¶

Smith-Wilson extrapolation for discount factors.

Module path: math/extrapolation/smith_wilson.py
Top-level classes/functions: _wilson_kernel, SmithWilson

`math/interpolation/init.py`¶

Interpolation models used throughout the fixed-income stack.

Module path: math/interpolation/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`math/interpolation/base.py`¶

Interpolation interfaces and shared helpers.

Module path: math/interpolation/base.py
Top-level classes/functions: Interpolator, _SegmentedInterpolatorMixin

`math/interpolation/cubic_spline.py`¶

Natural cubic spline interpolation.

Module path: math/interpolation/cubic_spline.py
Top-level classes/functions: CubicSpline

`math/interpolation/flat_forward.py`¶

Flat-forward interpolation for zero rates with piecewise-constant forwards.

Module path: math/interpolation/flat_forward.py
Top-level classes/functions: FlatForward

`math/interpolation/linear.py`¶

Piecewise-linear interpolation on strictly increasing knots.

Module path: math/interpolation/linear.py
Top-level classes/functions: LinearInterpolator

`math/interpolation/log_linear.py`¶

Log-linear interpolation on strictly positive values.

Module path: math/interpolation/log_linear.py
Top-level classes/functions: LogLinearInterpolator

`math/interpolation/monotone_convex.py`¶

Monotone-convex interpolation for zero-rate curves.

Module path: math/interpolation/monotone_convex.py
Top-level classes/functions: MonotoneConvex

`math/interpolation/parametric.py`¶

Parametric yield curve families (Nelson-Siegel and Svensson).

Module path: math/interpolation/parametric.py
Top-level classes/functions: _a, _da_dx, _b, _db_dx, NelsonSiegel, Svensson

`math/linear_algebra/init.py`¶

Linear algebra helpers used by the numerical routines in fuggers_py.

Module path: math/linear_algebra/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`math/linear_algebra/lu.py`¶

LU decomposition with partial pivoting.

Module path: math/linear_algebra/lu.py
Top-level classes/functions: lu_decomposition

`math/linear_algebra/solve.py`¶

Dense linear system helpers built on LU factorization.

Module path: math/linear_algebra/solve.py
Top-level classes/functions: _forward_substitution, _back_substitution, solve_linear_system

`math/linear_algebra/tridiagonal.py`¶

Tridiagonal linear system solver (Thomas algorithm).

Module path: math/linear_algebra/tridiagonal.py
Top-level classes/functions: solve_tridiagonal

`math/numerical.py`¶

Finite-difference helpers built on float and numpy arrays.

Module path: math/numerical.py
Top-level classes/functions: finite_difference_derivative, finite_difference_gradient, finite_difference_jacobian

`math/optimization/init.py`¶

Optimization routines for fitting parameters and least-squares systems.

Module path: math/optimization/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`math/optimization/gradient_descent.py`¶

Gradient descent with Armijo backtracking line search.

Module path: math/optimization/gradient_descent.py
Top-level classes/functions: gradient_descent

`math/optimization/least_squares.py`¶

Least-squares routines (Gauss-Newton and a small Levenberg-Marquardt).

Module path: math/optimization/least_squares.py
Top-level classes/functions: _residuals_and_jacobian, gauss_newton, levenberg_marquardt

`math/optimization/types.py`¶

Configuration and result types for the optimization helpers.

Module path: math/optimization/types.py
Top-level classes/functions: OptimizationConfig, OptimizationResult

`math/solvers/init.py`¶

Scalar root-finding algorithms and their configuration/result types.

Module path: math/solvers/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`math/solvers/bisection.py`¶

Bisection root solver.

Module path: math/solvers/bisection.py
Top-level classes/functions: bisection, BisectionSolver

`math/solvers/brent.py`¶

Brent’s method root solver with bracketing safeguards.

Module path: math/solvers/brent.py
Top-level classes/functions: brent, BrentSolver

`math/solvers/hybrid.py`¶

Bracketed hybrid root solvers combining Newton and bisection steps.

Module path: math/solvers/hybrid.py
Top-level classes/functions: hybrid, hybrid_numerical, HybridSolver

`math/solvers/newton.py`¶

Newton-Raphson root solvers.

Module path: math/solvers/newton.py
Top-level classes/functions: newton_raphson, newton_raphson_numerical, NewtonSolver

`math/solvers/secant.py`¶

Secant root solver.

Module path: math/solvers/secant.py
Top-level classes/functions: secant, SecantSolver

`math/solvers/types.py`¶

Root-finding interfaces and result/config types.

Module path: math/solvers/types.py
Top-level classes/functions: SolverConfig, SolverResult, RootFinder

`math/utils.py`¶

Small validation and indexing helpers for :mod:fuggers_py.math.

Module path: math/utils.py
Top-level classes/functions: assert_finite, assert_finite_array, assert_strictly_increasing, assert_same_length, assert_all_positive, clamp, bisect_segment

`measures/`¶

User-facing analytics, desk-style measures, and reporting helpers.

`measures/init.py`¶

User-facing analytics, desk measures, and report-oriented helpers.

Module path: measures/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`measures/cashflows/init.py`¶

Analytics cashflow helpers and settlement utilities.

Module path: measures/cashflows/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`measures/cashflows/irregular.py`¶

Irregular-period helpers for analytics.

Module path: measures/cashflows/irregular.py
Top-level classes/functions: IrregularPeriodHandler

`measures/cashflows/settlement.py`¶

Analytics settlement helpers.

Module path: measures/cashflows/settlement.py
Top-level classes/functions: SettlementStatus, SettlementCalculator, settlement_status

`measures/credit/init.py`¶

Credit desk analytics and named measures.

Module path: measures/credit/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`measures/credit/adjusted_cds.py`¶

Adjusted CDS spread helpers.

Module path: measures/credit/adjusted_cds.py
Top-level classes/functions: _to_decimal, AdjustedCdsBreakdown, adjusted_cds_breakdown, adjusted_cds_spread

`measures/credit/bond_cds_basis.py`¶

Bond-versus-CDS basis helpers.

Module path: measures/credit/bond_cds_basis.py
Top-level classes/functions: _to_decimal, BondCdsBasisBreakdown, bond_cds_basis_breakdown, bond_cds_basis

`measures/credit/risk_free_proxy.py`¶

CDS-adjusted proxy risk-free helpers.

Module path: measures/credit/risk_free_proxy.py
Top-level classes/functions: _to_decimal, RiskFreeProxyBreakdown, proxy_risk_free_breakdown, cds_adjusted_risk_free_rate

`measures/errors.py`¶

Analytics-layer exception hierarchy.

Module path: measures/errors.py
Top-level classes/functions: AnalyticsError, InvalidInput, InvalidSettlement, NotImplementedAnalytics, YieldSolverError, PricingError, SpreadError, RiskError, CashflowError, YasError

`measures/functions.py`¶

Standalone analytics helpers.

Module path: measures/functions.py
Top-level classes/functions: _core_compounding, yield_to_maturity, yield_to_maturity_with_convention, dirty_price_from_yield, clean_price_from_yield, macaulay_duration, modified_duration, effective_duration, convexity, effective_convexity, dv01, dv01_notional, estimate_price_change, price_change_from_duration, parse_day_count, calculate_accrued_interest, calculate_macaulay_duration, calculate_modified_duration, calculate_yield_to_maturity, calculate_z_spread

`measures/funding/init.py`¶

Funding desk analytics and carry measures.

Module path: measures/funding/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`measures/funding/carry.py`¶

Carry helpers for repo trades.

Module path: measures/funding/carry.py
Top-level classes/functions: _to_decimal, repo_financing_cost, repo_net_carry, repo_carry_return

`measures/funding/haircuts.py`¶

Haircut financing helpers.

Module path: measures/funding/haircuts.py
Top-level classes/functions: _to_decimal, haircut_amount, financed_cash, haircut_financing_cost, all_in_financing_cost, haircut_drag

`measures/funding/implied_repo.py`¶

Implied-repo analytics from futures and cash-bond primitives.

Module path: measures/funding/implied_repo.py
Top-level classes/functions: _to_decimal, futures_invoice_amount, implied_repo_rate, implied_repo_rate_from_trade

`measures/funding/specialness.py`¶

Specialness helpers with an explicit sign convention.

Module path: measures/funding/specialness.py
Top-level classes/functions: _to_decimal, specialness_spread, specialness_value, is_special

`measures/inflation/init.py`¶

Inflation and linker relative-value helpers.

Module path: measures/inflation/__init__.py
Top-level classes/functions: _to_decimal, LinkerSwapParityCheck, breakeven_inflation_rate, nominal_real_yield_basis, nominal_real_yield_spread, linker_swap_parity_check

`measures/options/init.py`¶

Option analytics helpers for the analytics layer.

Module path: measures/options/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`measures/options/greeks.py`¶

Helpers for option Greeks aggregation and scaling.

Module path: measures/options/greeks.py
Top-level classes/functions: _to_decimal, extract_option_greeks, scale_option_greeks, add_option_greeks, aggregate_option_greeks

`measures/options/rv.py`¶

Basic relative-value helpers for options.

Module path: measures/options/rv.py
Top-level classes/functions: _to_decimal, OptionRvSignal, implied_minus_realized_volatility, vega_notional, option_rv_signal

`measures/pricing/init.py`¶

Analytics pricing helpers.

Module path: measures/pricing/__init__.py
Top-level classes/functions: PriceResult, BondPricer, TipsPricer

`measures/risk/init.py`¶

Risk analytics (fuggers_py.measures.risk).

Module path: measures/risk/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`measures/risk/calculator.py`¶

Risk calculators (fuggers_py.measures.risk.calculator).

Module path: measures/risk/calculator.py
Top-level classes/functions: BondRiskMetrics, EffectiveDurationCalculator, BondRiskCalculator

`measures/risk/convexity/init.py`¶

Convexity analytics (fuggers_py.measures.risk.convexity).

Module path: measures/risk/convexity/__init__.py
Top-level classes/functions: _to_decimal, Convexity, price_change_with_convexity

`measures/risk/convexity/analytical.py`¶

Analytical convexity (fuggers_py.measures.risk.convexity.analytical).

Module path: measures/risk/convexity/analytical.py
Top-level classes/functions: analytical_convexity

`measures/risk/convexity/effective.py`¶

Effective convexity (fuggers_py.measures.risk.convexity.effective).

Module path: measures/risk/convexity/effective.py
Top-level classes/functions: effective_convexity

`measures/risk/duration/init.py`¶

Duration analytics (fuggers_py.measures.risk.duration).

Module path: measures/risk/duration/__init__.py
Top-level classes/functions: Duration

`measures/risk/duration/effective.py`¶

Effective duration (fuggers_py.measures.risk.duration.effective).

Module path: measures/risk/duration/effective.py
Top-level classes/functions: effective_duration

`measures/risk/duration/key_rate.py`¶

Key-rate duration helpers (fuggers_py.measures.risk.duration.key_rate).

Module path: measures/risk/duration/key_rate.py
Top-level classes/functions: _tenor_years, KeyRateDuration, KeyRateDurations, KeyRateDurationCalculator, key_rate_duration_at_tenor

`measures/risk/duration/macaulay.py`¶

Macaulay duration (fuggers_py.measures.risk.duration.macaulay).

Module path: measures/risk/duration/macaulay.py
Top-level classes/functions: macaulay_duration

`measures/risk/duration/modified.py`¶

Modified duration (fuggers_py.measures.risk.duration.modified).

Module path: measures/risk/duration/modified.py
Top-level classes/functions: modified_duration, modified_from_macaulay

`measures/risk/duration/spread_duration.py`¶

Spread duration helpers (fuggers_py.measures.risk.duration.spread_duration).

Module path: measures/risk/duration/spread_duration.py
Top-level classes/functions: _to_decimal, _spread_duration_from_curve, spread_duration

`measures/risk/dv01.py`¶

DV01 helpers (fuggers_py.measures.risk.dv01).

Module path: measures/risk/dv01.py
Top-level classes/functions: _to_decimal, DV01, dv01_from_duration, dv01_from_prices, dv01_per_100_face, notional_from_dv01

`measures/risk/hedging/init.py`¶

Hedging helpers (fuggers_py.measures.risk.hedging).

Module path: measures/risk/hedging/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`measures/risk/hedging/hedge_ratio.py`¶

Hedge ratio helpers (fuggers_py.measures.risk.hedging.hedge_ratio).

Module path: measures/risk/hedging/hedge_ratio.py
Top-level classes/functions: _to_decimal, HedgeDirection, HedgeRecommendation, duration_hedge_ratio, dv01_hedge_ratio

`measures/risk/hedging/portfolio.py`¶

Portfolio risk aggregation (fuggers_py.measures.risk.hedging.portfolio).

Module path: measures/risk/hedging/portfolio.py
Top-level classes/functions: _to_decimal, Position, PortfolioRisk, aggregate_portfolio_risk

`measures/risk/var/init.py`¶

Value-at-risk helpers (fuggers_py.measures.risk.var).

Module path: measures/risk/var/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`measures/risk/var/historical.py`¶

Historical VaR (fuggers_py.measures.risk.var.historical).

Module path: measures/risk/var/historical.py
Top-level classes/functions: _validate_confidence, _left_tail_quantile, historical_var

`measures/risk/var/parametric.py`¶

Parametric VaR (fuggers_py.measures.risk.var.parametric).

Module path: measures/risk/var/parametric.py
Top-level classes/functions: _validate_confidence, parametric_var, parametric_var_from_dv01

`measures/risk/var/types.py`¶

VaR result types (fuggers_py.measures.risk.var.types).

Module path: measures/risk/var/types.py
Top-level classes/functions: VaRMethod, VaRResult

`measures/rv/init.py`¶

Relative-value analytics for fitted-bond and cross-asset workflows.

Module path: measures/rv/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`measures/rv/asw_basis_cds_links.py`¶

Explicit ASW / basis / adjusted-CDS link decomposition.

Module path: measures/rv/asw_basis_cds_links.py
Top-level classes/functions: _to_decimal, AswBasisCdsLinkBreakdown, decompose_asw_basis_cds_links, decompose_floating_view_links

`measures/rv/basis_swapped_bonds.py`¶

Bond transformations through asset-swap, basis, and CCBS chains.

Module path: measures/rv/basis_swapped_bonds.py
Top-level classes/functions: CommonCurrencyFloatingBondView, CommonCurrencyFixedBondView, _same_index, bond_to_common_currency_floating, bond_to_common_currency_fixed

`measures/rv/bond_switch.py`¶

Bond-switch construction from local rich/cheap signals.

Module path: measures/rv/bond_switch.py
Top-level classes/functions: _to_decimal, _yield_from_decimal, BondSwitchTrade, construct_bond_switch

`measures/rv/butterfly.py`¶

Butterfly construction from fitted bond-curve residuals.

Module path: measures/rv/butterfly.py
Top-level classes/functions: _yield_from_decimal, ButterflyTrade, construct_butterfly

`measures/rv/constant_maturity.py`¶

Constant-maturity benchmark generation from fitted bond curves.

Module path: measures/rv/constant_maturity.py
Top-level classes/functions: _to_decimal, ConstantMaturityBenchmark, generate_constant_maturity_benchmark

`measures/rv/global_bond_rv.py`¶

Global bond RV workflows built on basis-swapped bond views.

Module path: measures/rv/global_bond_rv.py
Top-level classes/functions: _to_decimal, _classification, GlobalFixedCashflowRvResult, GlobalUsdSofrRvResult, global_fixed_cashflow_rv, global_usd_sofr_rv

`measures/rv/neutrality.py`¶

Deterministic neutrality helpers for fitted-bond RV trades.

Module path: measures/rv/neutrality.py
Top-level classes/functions: _to_decimal, _yield_from_decimal, NeutralityTarget, TradeLeg, NeutralizedTradeExpression, _point_risk, _point_from_choice, _trade_leg, neutralize_choices, neutralize_bond_pair

`measures/rv/new_issue.py`¶

Hypothetical new-issue fair-value estimation.

Module path: measures/rv/new_issue.py
Top-level classes/functions: _to_decimal, NewIssueRequest, NewIssueFairValue, estimate_new_issue_fair_value

`measures/rv/rich_cheap.py`¶

Local rich/cheap ranking from fitted bond-curve residuals.

Module path: measures/rv/rich_cheap.py
Top-level classes/functions: _to_decimal, RichCheapSignal, rank_rich_cheap

`measures/rv/selection.py`¶

Deterministic hooks from external signals into fitted-bond choices.

Module path: measures/rv/selection.py
Top-level classes/functions: _to_decimal, SignalDirection, _resolved_direction, _point_metadata, MaturitySignal, BondSignal, MaturityChoice, BondChoice, _eligible_points, select_maturity_choice, select_maturity_choices, select_bond_choice, select_bond_choices

`measures/rv/usd_sofr_yardstick.py`¶

USD SOFR yardstick comparisons for global bond RV.

Module path: measures/rv/usd_sofr_yardstick.py
Top-level classes/functions: _to_decimal, UsdSofrAdjustedRvMeasure, usd_sofr_adjusted_rv_measure, usd_sofr_adjusted_rv_from_links

`measures/rv/workflow.py`¶

Workflow hooks from external signals into deterministic RV trades.

Module path: measures/rv/workflow.py
Top-level classes/functions: _pick_long_signal, _pick_short_signal, RvWorkflowResult, maturity_signal_workflow, bond_signal_workflow, maturity_pair_trade, bond_pair_trade

`measures/spreads/init.py`¶

Spread analytics for the analytics layer.

Module path: measures/spreads/__init__.py
Top-level classes/functions: SecurityId

`measures/spreads/adjustments/init.py`¶

Spread-adjustment overlays for balance-sheet, capital, haircut, and shadow-cost effects.

Module path: measures/spreads/adjustments/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`measures/spreads/adjustments/balance_sheet.py`¶

Composable balance-sheet spread overlays.

Module path: measures/spreads/adjustments/balance_sheet.py
Top-level classes/functions: _to_decimal, SpreadAdjustmentBreakdown, SpreadAdjustment, BaseSpreadAdjustment, SpreadAdjustmentSummary, FundingSpreadOverlayResult, compose_spread_adjustments, BalanceSheetSpreadOverlay, apply_balance_sheet_overlays, apply_funding_spread_overlays

`measures/spreads/adjustments/capital.py`¶

Capital-charge spread overlays.

Module path: measures/spreads/adjustments/capital.py
Top-level classes/functions: _to_decimal, CapitalAdjustmentBreakdown, capital_adjustment_breakdown, capital_spread_adjustment, CapitalSpreadAdjustment

`measures/spreads/adjustments/haircuts.py`¶

Haircut-driven spread overlays.

Module path: measures/spreads/adjustments/haircuts.py
Top-level classes/functions: _to_decimal, HaircutAdjustmentBreakdown, haircut_adjustment_breakdown, haircut_spread_adjustment, HaircutSpreadAdjustment

`measures/spreads/adjustments/shadow_cost.py`¶

Shadow-cost spread overlays.

Module path: measures/spreads/adjustments/shadow_cost.py
Top-level classes/functions: _to_decimal, ShadowCostAdjustmentBreakdown, utilization_ratio, shadow_cost_adjustment_breakdown, shadow_cost_spread_adjustment, ShadowCostSpreadAdjustment

`measures/spreads/asw/init.py`¶

Asset-swap helpers exposed through the analytics spread surface.

Module path: measures/spreads/asw/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`measures/spreads/asw/par_par.py`¶

Par-par asset-swap spread helpers.

Module path: measures/spreads/asw/par_par.py
Top-level classes/functions: ParParAssetSwap

`measures/spreads/asw/proceeds.py`¶

Proceeds asset-swap spread helpers.

Module path: measures/spreads/asw/proceeds.py
Top-level classes/functions: ProceedsAssetSwap

`measures/spreads/benchmark.py`¶

Benchmark specification (fuggers_py.measures.spreads.benchmark).

Module path: measures/spreads/benchmark.py
Top-level classes/functions: _to_decimal, BenchmarkKind, BenchmarkSpec

`measures/spreads/compounding_convexity.py`¶

Compounding and convexity adjustment helpers for reference-rate ladders.

Module path: measures/spreads/compounding_convexity.py
Top-level classes/functions: _to_decimal, simple_to_compounded_equivalent_rate, CompoundingConvexityBreakdown, compounding_convexity_breakdown, adjusted_term_rate

`measures/spreads/discount_margin.py`¶

Discount-margin helpers.

Module path: measures/spreads/discount_margin.py
Top-level classes/functions: _to_decimal, DiscountMarginCalculator, simple_margin, z_discount_margin

`measures/spreads/government_curve.py`¶

Government-curve helpers for spread analytics.

Module path: measures/spreads/government_curve.py
Top-level classes/functions: GovernmentBenchmark, GovernmentCurve

`measures/spreads/gspread.py`¶

G-spread helpers.

Module path: measures/spreads/gspread.py
Top-level classes/functions: g_spread, g_spread_with_benchmark, GSpreadCalculator

`measures/spreads/ispread.py`¶

I-spread helpers.

Module path: measures/spreads/ispread.py
Top-level classes/functions: i_spread, ISpreadCalculator

`measures/spreads/oas.py`¶

Option-adjusted spread helpers.

Module path: measures/spreads/oas.py
Top-level classes/functions: _to_decimal, OASCalculator

`measures/spreads/reference_rates.py`¶

Reference-rate ladder decomposition helpers.

Module path: measures/spreads/reference_rates.py
Top-level classes/functions: _to_decimal, ReferenceRateBreakdown, reference_rate_decomposition

`measures/spreads/secured_unsecured_basis.py`¶

Secured-versus-unsecured overnight basis helpers.

Module path: measures/spreads/secured_unsecured_basis.py
Top-level classes/functions: _to_decimal, SecuredUnsecuredBasisModel, GQDSecuredUnsecuredBasisModel, secured_unsecured_overnight_basis

`measures/spreads/sovereign.py`¶

Sovereign issuer labels used by spread analytics.

Module path: measures/spreads/sovereign.py
Top-level classes/functions: Sovereign, SupranationalIssuer

`measures/spreads/zspread.py`¶

Z-spread helpers.

Module path: measures/spreads/zspread.py
Top-level classes/functions: _to_float, _prepare_cashflows, z_spread_from_curve, z_spread, ZSpreadCalculator

`measures/yas/init.py`¶

YAS analytics (fuggers_py.measures.yas).

Module path: measures/yas/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`measures/yas/analysis.py`¶

YAS analysis containers (fuggers_py.measures.yas.analysis).

Module path: measures/yas/analysis.py
Top-level classes/functions: _to_decimal, ValidationFailure, BloombergReference, YasAnalysis, YasAnalysisBuilder

`measures/yas/calculator.py`¶

YAS calculator (fuggers_py.measures.yas.calculator).

Module path: measures/yas/calculator.py
Top-level classes/functions: _to_decimal, YASCalculator, BatchYASCalculator

`measures/yas/invoice.py`¶

Settlement invoice (fuggers_py.measures.yas.invoice).

Module path: measures/yas/invoice.py
Top-level classes/functions: _to_decimal, calculate_accrued_amount, calculate_proceeds, calculate_settlement_date, SettlementInvoice, SettlementInvoiceBuilder

`measures/yields/init.py`¶

Yield analytics (fuggers_py.measures.yields).

Module path: measures/yields/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`measures/yields/bond.py`¶

Bond-layer yield helpers shared by bonds and analytics.

Module path: measures/yields/bond.py
Top-level classes/functions: _to_decimal, current_yield, current_yield_from_amount, current_yield_from_bond, current_yield_simple, YieldResult, YieldSolver

`measures/yields/current.py`¶

Current yield helpers (fuggers_py.measures.yields.current).

Module path: measures/yields/current.py
Top-level classes/functions: _raise_invalid_input, current_yield, current_yield_from_amount, current_yield_from_bond, current_yield_simple

`measures/yields/engine.py`¶

Yield engine (fuggers_py.measures.yields.engine).

Module path: measures/yields/engine.py
Top-level classes/functions: YieldEngineResult, YieldEngine, StandardYieldEngine, discount_yield_simple, bond_equivalent_yield_simple, current_yield_simple

`measures/yields/money_market.py`¶

Money-market yield helpers (fuggers_py.measures.yields.money_market).

Module path: measures/yields/money_market.py
Top-level classes/functions: _to_decimal, discount_yield, bond_equivalent_yield, cd_equivalent_yield, money_market_yield, money_market_yield_with_horizon

`measures/yields/short_date.py`¶

Short-dated yield helpers (fuggers_py.measures.yields.short_date).

Module path: measures/yields/short_date.py
Top-level classes/functions: RollForwardMethod, ShortDateCalculator

`measures/yields/simple.py`¶

Simple yield helpers (fuggers_py.measures.yields.simple).

Module path: measures/yields/simple.py
Top-level classes/functions: _to_decimal, simple_yield, simple_yield_f64

`measures/yields/solver.py`¶

Yield solver (fuggers_py.measures.yields.solver).

Module path: measures/yields/solver.py
Top-level classes/functions: YieldSolver

`measures/yields/street.py`¶

Street-convention yield (fuggers_py.measures.yields.street).

Module path: measures/yields/street.py
Top-level classes/functions: street_convention_yield

`measures/yields/true_yield.py`¶

True yield helpers (fuggers_py.measures.yields.true_yield).

Module path: measures/yields/true_yield.py
Top-level classes/functions: _to_decimal, settlement_adjustment, true_yield

`portfolio/`¶

Portfolio containers, aggregation, attribution, stress, ETF, and result types.

`portfolio/init.py`¶

Fixed-income portfolio analytics and typed public result surfaces.

Module path: portfolio/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`portfolio/_analytics_utils.py`¶

Shared portfolio analytics helpers.

Module path: portfolio/_analytics_utils.py
Top-level classes/functions: _cash_position_analytics, _clean_price_for, _weight_base, _weighted_optional_average, position_analytics, aggregate_metrics

`portfolio/analytics/init.py`¶

Portfolio analytics package.

Module path: portfolio/analytics/__init__.py
Top-level classes/functions: _metrics, aggregate_key_rate_profile, partial_dv01s, calculate_nav_breakdown, weighted_duration, weighted_convexity, total_dv01, total_cs01, weighted_spreads, weighted_ytm, weighted_ytw, weighted_ytc, weighted_current_yield

`portfolio/analytics/base.py`¶

Base portfolio analytics class.

Module path: portfolio/analytics/base.py
Top-level classes/functions: PortfolioAnalytics

`portfolio/analytics/credit.py`¶

Credit-quality aggregation.

Module path: portfolio/analytics/credit.py
Top-level classes/functions: _holding_weight, _rating_for, _sector_for, _nearest_rating, calculate_credit_quality

`portfolio/analytics/quote_outputs.py`¶

Portfolio aggregation on top of instrument quote outputs.

Module path: portfolio/analytics/quote_outputs.py
Top-level classes/functions: PortfolioPosition, _as_position, PortfolioAnalyzer

`portfolio/analytics/summary.py`¶

High-level portfolio summary helpers.

Module path: portfolio/analytics/summary.py
Top-level classes/functions: calculate_portfolio_analytics

`portfolio/benchmark/init.py`¶

Benchmark and tracking analytics.

Module path: portfolio/benchmark/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`portfolio/benchmark/comparison.py`¶

Benchmark comparison helpers.

Module path: portfolio/benchmark/comparison.py
Top-level classes/functions: ActiveWeight, ActiveWeights, DurationComparison, RiskComparison, YieldComparison, SpreadComparison, SectorComparison, RatingComparison, BenchmarkComparison, _active_weights_from_maps, _bucket_weights, active_weights, compare_portfolios, benchmark_comparison, PortfolioBenchmark

`portfolio/benchmark/tracking.py`¶

Benchmark tracking helpers.

Module path: portfolio/benchmark/tracking.py
Top-level classes/functions: TrackingErrorEstimate, estimate_tracking_error

`portfolio/bucketing/init.py`¶

Portfolio bucketing helpers.

Module path: portfolio/bucketing/__init__.py
Top-level classes/functions: Bucketing, summarize_bucket_assignments, sector_bucket_metrics, rating_bucket_metrics, maturity_bucket_metrics

`portfolio/bucketing/custom.py`¶

Custom-field bucketing.

Module path: portfolio/bucketing/custom.py
Top-level classes/functions: bucket_by_custom_field, _normalize_bucket_key, _classifier_value, bucket_by_classifier, _bucket_by_attr, bucket_by_country, bucket_by_currency, bucket_by_issuer, bucket_by_region

`portfolio/bucketing/maturity.py`¶

Maturity bucketing.

Module path: portfolio/bucketing/maturity.py
Top-level classes/functions: bucket_by_maturity

`portfolio/bucketing/rating.py`¶

Rating bucketing.

Module path: portfolio/bucketing/rating.py
Top-level classes/functions: bucket_by_rating

`portfolio/bucketing/sector.py`¶

Sector bucketing.

Module path: portfolio/bucketing/sector.py
Top-level classes/functions: bucket_by_sector

`portfolio/contribution/init.py`¶

Contribution analytics.

Module path: portfolio/contribution/__init__.py
Top-level classes/functions: Contribution

`portfolio/contribution/attribution.py`¶

Contribution and attribution helpers.

Module path: portfolio/contribution/attribution.py
Top-level classes/functions: _to_decimal, _effective_assumptions, _position_name, _sector_name, _weighted_metric_by_sector, _sector_difference, attribution_summary, calculate_attribution, estimate_income_returns, estimate_rate_returns, estimate_spread_returns, duration_difference_by_sector, spread_difference_by_sector, aggregated_attribution, weights_sum_check

`portfolio/contribution/risk.py`¶

Risk contribution helpers.

Module path: portfolio/contribution/risk.py
Top-level classes/functions: _position_groups, duration_contributions, dv01_contributions, spread_contributions, cs01_contributions, contribution_by_sector, contribution_by_rating, top_contributors

`portfolio/contribution/types.py`¶

Typed contribution and attribution results.

Module path: portfolio/contribution/types.py
Top-level classes/functions: HoldingContribution, _ContributionCollection, DurationContributions, Dv01Contributions, Cs01Contributions, HoldingAttribution, PortfolioAttribution, AttributionInput, BucketContribution, SectorAttribution, AggregatedAttribution

`portfolio/etf/init.py`¶

ETF analytics helpers.

Module path: portfolio/etf/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`portfolio/etf/basket.py`¶

ETF basket analytics.

Module path: portfolio/etf/basket.py
Top-level classes/functions: BasketAnalysis, BasketComponent, BasketFlowSummary, CreationBasket, _validate_share_counts, _position_name, _sector_name, build_creation_basket, analyze_etf_basket

`portfolio/etf/nav.py`¶

ETF NAV helpers.

Module path: portfolio/etf/nav.py
Top-level classes/functions: PremiumDiscountStats, PremiumDiscountPoint, EtfNavMetrics, _validate_shares_outstanding, _per_share_risk, calculate_etf_nav, calculate_inav, dv01_per_share, cs01_per_share, premium_discount_stats, premium_discount, arbitrage_opportunity, calculate_etf_nav_metrics

`portfolio/etf/pricing.py`¶

ETF-style aggregation on top of instrument quote outputs.

Module path: portfolio/etf/pricing.py
Top-level classes/functions: _holding_value, EtfPricer

`portfolio/etf/sec.py`¶

ETF SEC/distribution yield helpers.

Module path: portfolio/etf/sec.py
Top-level classes/functions: SecYieldInput, SecYield, ExpenseMetrics, ComplianceSeverity, ComplianceCheck, EtfComplianceReport, _annualize_sec_yield, approximate_sec_yield, calculate_sec_yield, calculate_sec_yield, calculate_sec_yield, calculate_distribution_yield, estimate_yield_from_holdings, etf_compliance_checks

`portfolio/liquidity/init.py`¶

Typed liquidity analytics and compatibility helpers.

Module path: portfolio/liquidity/__init__.py
Top-level classes/functions: _MetricMapping, LiquidityBucket, LiquidityDistribution, DaysToLiquidate, LiquidityMetrics, _bucket_for, _days_to_liquidate, weighted_liquidity_score, weighted_bid_ask_spread, liquidity_distribution, estimate_days_to_liquidate, calculate_liquidity_metrics

`portfolio/portfolio.py`¶

Portfolio container types.

Module path: portfolio/portfolio.py
Top-level classes/functions: Portfolio, PortfolioBuilder

`portfolio/results.py`¶

Typed public result records for the portfolio package.

Module path: portfolio/results.py
Top-level classes/functions: _EntryMapping, KeyRateProfile, NavBreakdown, _DistributionBase, CustomDistribution, ClassifierDistribution, MaturityDistribution, RatingDistribution, SectorDistribution, DistributionYield

`portfolio/risk/init.py`¶

Typed public risk, yield, spread, and credit metrics.

Module path: portfolio/risk/__init__.py
Top-level classes/functions: _QualityTiersRaw, _MigrationRiskRaw, _CreditQualityRaw, QualityTiers, FallenAngelRisk, RisingStarRisk, MigrationRisk, CreditQualityMetrics, YieldMetrics, SpreadMetrics, RiskMetrics, _metrics, _position_weight, _position_market_value, _position_rating, _build_quality_tiers, calculate_migration_risk, calculate_credit_quality, calculate_credit_metrics, calculate_yield_metrics, calculate_spread_metrics, weighted_z_spread, weighted_oas, weighted_g_spread, weighted_i_spread, weighted_asw, weighted_best_spread, weighted_spread_duration, calculate_risk_metrics, weighted_modified_duration, weighted_effective_duration, weighted_macaulay_duration, weighted_effective_convexity, weighted_best_yield, weighted_best_duration

`portfolio/stress/init.py`¶

Stress-testing helpers.

Module path: portfolio/stress/__init__.py
Top-level classes/functions: Stress

`portfolio/stress/impact.py`¶

Stress impact helpers.

Module path: portfolio/stress/impact.py
Top-level classes/functions: _run_stress_result, rate_shock_impact, parallel_shift_impact, spread_shock_impact, key_rate_shift_impact, spread_shock_result, key_rate_shift_result, run_stress_scenarios, run_stress_scenario, stress_scenarios

`portfolio/stress/scenarios.py`¶

Stress scenario definitions.

Module path: portfolio/stress/scenarios.py
Top-level classes/functions: StressScenario, RateShockScenario, SpreadShockScenario, TenorShift, KeyRateShiftScenario, StressSummary, standard_scenarios, summarize_results, best_case, worst_case

`portfolio/types/init.py`¶

Typed portfolio domain objects used by the analytics layer.

Module path: portfolio/types/__init__.py
Top-level classes/functions: RatingBucket, BucketResult, StressResult, PortfolioMetrics

`portfolio/types/cash.py`¶

Cash position types.

Module path: portfolio/types/cash.py
Top-level classes/functions: _to_decimal, CashPosition

`portfolio/types/classification.py`¶

Classification metadata attached to holdings for aggregation.

Module path: portfolio/types/classification.py
Top-level classes/functions: Classification

`portfolio/types/config.py`¶

Analytics configuration objects.

Module path: portfolio/types/config.py
Top-level classes/functions: AnalyticsConfig

`portfolio/types/holding.py`¶

Holding and analytics types.

Module path: portfolio/types/holding.py
Top-level classes/functions: _to_decimal, HoldingAnalytics, Holding, HoldingBuilder

`portfolio/types/maturity.py`¶

Maturity bucketing compatibility types.

Module path: portfolio/types/maturity.py
Top-level classes/functions: MaturityBucket

`portfolio/types/weighting.py`¶

Weighting schemes for portfolio analytics.

Module path: portfolio/types/weighting.py
Top-level classes/functions: WeightingMethod

`pricers/`¶

Low-level valuation engines and risk algorithms.

`pricers/init.py`¶

Canonical namespace for moved valuation and risk algorithms.

Module path: pricers/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`pricers/bonds/init.py`¶

Bond valuation engines and low-level risk metrics.

Module path: pricers/bonds/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`pricers/bonds/options/init.py`¶

Bond option pricing models and short-rate tree helpers.

Module path: pricers/bonds/options/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`pricers/bonds/options/binomial_tree.py`¶

Recombining binomial tree utilities for callable bond pricing.

Module path: pricers/bonds/options/binomial_tree.py
Top-level classes/functions: BinomialTree

`pricers/bonds/options/bond_option.py`¶

Bond option pricing built on the short-rate tree utilities.

Module path: pricers/bonds/options/bond_option.py
Top-level classes/functions: _to_decimal, OptionType, ExerciseStyle, BondOption

`pricers/bonds/options/models/init.py`¶

Short-rate models for bond options.

Module path: pricers/bonds/options/models/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`pricers/bonds/options/models/base.py`¶

Short-rate model protocols and errors.

Module path: pricers/bonds/options/models/base.py
Top-level classes/functions: ModelError, ShortRateModel

`pricers/bonds/options/models/hull_white.py`¶

Minimal Hull-White short-rate model support for callable bond OAS.

Module path: pricers/bonds/options/models/hull_white.py
Top-level classes/functions: _to_decimal, HullWhiteModel

`pricers/bonds/pricer.py`¶

Bond pricer (fuggers_py.pricers.bonds.pricer).

Module path: pricers/bonds/pricer.py
Top-level classes/functions: _core_compounding_for, PriceResult, YieldResult, TipsPricer, BondPricer

`pricers/bonds/risk/init.py`¶

Bond yield-risk algorithms.

Module path: pricers/bonds/risk/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`pricers/bonds/risk/metrics.py`¶

Bond risk measures (fuggers_py.pricers.bonds.risk.metrics).

Module path: pricers/bonds/risk/metrics.py
Top-level classes/functions: _AnalyticalRiskComponents, _discount_factor_second_derivative, _analytical_risk_components, RiskMetrics

`pricers/bonds/yield_engine.py`¶

Bond yield engine.

Module path: pricers/bonds/yield_engine.py
Top-level classes/functions: CashFlowData, YieldEngineResult, _to_float, _pv_at_yield, _pv_derivative, _prepare_cashflows, _estimate_initial_yield, _solve_with_brent, StandardYieldEngine

`pricers/credit/init.py`¶

Credit valuation engines.

Module path: pricers/credit/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`pricers/credit/cds_pricer.py`¶

Credit-default swap pricing helpers.

Module path: pricers/credit/cds_pricer.py
Top-level classes/functions: _to_decimal, _curve_supports_discounting, _curve_supports_credit, _resolve_discount_curve, _resolve_credit_curve, CdsPricingResult, CdsPricer

`pricers/rates/init.py`¶

Rates valuation engines and low-level risk algorithms.

Module path: pricers/rates/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`pricers/rates/_curve_resolver.py`¶

Internal curve resolution and bump helpers for rates pricing.

Module path: pricers/rates/_curve_resolver.py
Top-level classes/functions: _to_decimal, _curve_supports_discounting, _curve_supports_forward_projection, _curve_supports_projection, _curve_supports_inflation_projection, _ForwardProjectionWrapper, _projection_keys, _inflation_projection_keys, forward_rate_from_curve, resolve_discount_curve, resolve_projection_curve, resolve_inflation_projection, _parallel_bump_curve, _key_rate_bump_curve, analytics_curves_with_parallel_bump, analytics_curves_with_key_rate_bump, curve_zero_rate

`pricers/rates/asset_swap.py`¶

Full asset-swap pricing helpers.

Module path: pricers/rates/asset_swap.py
Top-level classes/functions: _to_decimal, AssetSwapBreakdown, AssetSwapPricingResult, AssetSwapPricer

`pricers/rates/basis_swap_pricer.py`¶

Basis-swap pricing helpers.

Module path: pricers/rates/basis_swap_pricer.py
Top-level classes/functions: BasisSwapPricingResult, BasisSwapPricer

`pricers/rates/cross_currency_basis.py`¶

Cross-currency basis-swap pricing helpers.

Module path: pricers/rates/cross_currency_basis.py
Top-level classes/functions: _to_decimal, _pair, _curve_value_at_date, _call_fx_method, _forward_rate_from_explicit_curve, CrossCurrencyBasisSwapPricingResult, CrossCurrencyBasisSwapPricer

`pricers/rates/fra_pricer.py`¶

FRA pricing helpers.

Module path: pricers/rates/fra_pricer.py
Top-level classes/functions: FraPricingResult, FraPricer

`pricers/rates/futures/init.py`¶

Rates futures valuation and delivery-option algorithms.

Module path: pricers/rates/futures/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`pricers/rates/futures/basis.py`¶

Basis helpers for government bond futures.

Module path: pricers/rates/futures/basis.py
Top-level classes/functions: _to_decimal, FuturesBasis, gross_basis, net_basis, basis_metrics

`pricers/rates/futures/conversion_factor.py`¶

Conversion-factor helpers for government bond futures.

Module path: pricers/rates/futures/conversion_factor.py
Top-level classes/functions: ConversionFactorResult, theoretical_conversion_factor, conversion_factor

`pricers/rates/futures/ctd.py`¶

Cheapest-to-deliver helpers for government bond futures.

Module path: pricers/rates/futures/ctd.py
Top-level classes/functions: _to_decimal, DeliverableCandidate, CheapestToDeliverResult, delivery_payoff, cheapest_to_deliver

`pricers/rates/futures/delivery_option.py`¶

Delivery-option interfaces and deterministic CTD-switch models.

Module path: pricers/rates/futures/delivery_option.py
Top-level classes/functions: _to_decimal, DeliveryOptionScenario, DeliveryOptionResult, _ScenarioCandidate, _scenario_equivalent_prices, DeliveryOptionModel, NoDeliveryOptionModel, YieldGridCTDSwitchModel

`pricers/rates/futures/delivery_option_models/init.py`¶

Stochastic delivery-option models for government bond futures.

Module path: pricers/rates/futures/delivery_option_models/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`pricers/rates/futures/delivery_option_models/multi_factor.py`¶

Multi-factor stochastic delivery-option model.

Module path: pricers/rates/futures/delivery_option_models/multi_factor.py
Top-level classes/functions: MultiFactorScenario, _ScenarioCandidate, _normalized_scenarios, _scenario_candidates_with_instrument_shifts, MultiFactorDeliveryOptionModel

`pricers/rates/futures/delivery_option_models/one_factor.py`¶

One-factor stochastic delivery-option model.

Module path: pricers/rates/futures/delivery_option_models/one_factor.py
Top-level classes/functions: _normalize_probabilities, OneFactorDeliveryOptionModel

`pricers/rates/futures/invoice.py`¶

Invoice-price helpers for government bond futures.

Module path: pricers/rates/futures/invoice.py
Top-level classes/functions: _to_decimal, InvoiceBreakdown, invoice_clean_price, invoice_price, invoice_amount, invoice_breakdown

`pricers/rates/futures/oabpv.py`¶

Option-adjusted fair-price and OABPV helpers for government bond futures.

Module path: pricers/rates/futures/oabpv.py
Top-level classes/functions: _to_decimal, FairFuturesPriceResult, fair_futures_price, oabpv

`pricers/rates/inflation_swap_pricer.py`¶

Inflation swap pricing helpers.

Module path: pricers/rates/inflation_swap_pricer.py
Top-level classes/functions: _to_decimal, InflationProjection, ZeroCouponInflationSwapPricingResult, StandardCouponInflationSwapPeriodPricing, StandardCouponInflationSwapPricingResult, InflationSwapPricer

`pricers/rates/options/init.py`¶

Rates option pricers and closed-form models.

Module path: pricers/rates/options/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`pricers/rates/options/_common.py`¶

Shared helpers for rates option pricing.

Module path: pricers/rates/options/_common.py
Top-level classes/functions: _year_fraction, _normal_cdf, _normal_pdf, _surface_from_inputs, _month_distance, _strike_distance, _resolve_surface_volatility, _time_to_expiry, _scale_greeks, _sum_greeks, OptionGreeks, OptionFormulaResult, SwaptionPricingResult, CapFloorletPricingResult, CapFloorPricingResult, FuturesOptionPricingResult, _CapFloorletInputs, swaption_context, cap_floor_context, futures_option_context, swaption_option_type

`pricers/rates/options/bachelier.py`¶

Bachelier option pricing for rates options.

Module path: pricers/rates/options/bachelier.py
Top-level classes/functions: _intrinsic_value, _bachelier_price, bachelier_formula, BachelierPricer

`pricers/rates/options/black76.py`¶

Black-76 option pricing for rates options.

Module path: pricers/rates/options/black76.py
Top-level classes/functions: _intrinsic_value, _black76_price, black76_formula, Black76Pricer

`pricers/rates/options/hull_white.py`¶

Transparent Hull-White style approximations for rates options.

Module path: pricers/rates/options/hull_white.py
Top-level classes/functions: hull_white_normal_volatility, HullWhiteRateOptionModel, HullWhiteOptionPricer

`pricers/rates/risk/init.py`¶

Rates PV01 and key-rate algorithms.

Module path: pricers/rates/risk/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`pricers/rates/risk/bpv.py`¶

Finite-difference PV01 helpers for rates products.

Module path: pricers/rates/risk/bpv.py
Top-level classes/functions: _relevant_currency_and_indices, _pv, pv01, swap_pv01, fra_pv01, basis_swap_pv01

`pricers/rates/risk/key_rate.py`¶

Finite-difference key-rate helpers for rates products.

Module path: pricers/rates/risk/key_rate.py
Top-level classes/functions: _coerce_tenor_grid, key_rate_risk, swap_key_rate_risk, fra_key_rate_risk, basis_swap_key_rate_risk

`pricers/rates/swap_pricer.py`¶

Swap pricing helpers.

Module path: pricers/rates/swap_pricer.py
Top-level classes/functions: SwapPricingResult, SwapPricer

`products/`¶

Contract definitions and product-side domain objects.

`products/init.py`¶

Primary product namespace for contract definitions.

Module path: products/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`products/bonds/init.py`¶

Bond contract definitions, builders, and shared product-side helpers.

Module path: products/bonds/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`products/bonds/cashflows/init.py`¶

Coupon schedule, accrued interest, and settlement helpers for bonds.

Module path: products/bonds/cashflows/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`products/bonds/cashflows/accrued.py`¶

Accrued interest calculations (fuggers_py.products.bonds.cashflows.accrued).

Module path: products/bonds/cashflows/accrued.py
Top-level classes/functions: AccruedInterestInputs, AccruedInterestCalculator

`products/bonds/cashflows/generator.py`¶

Cashflow generators (fuggers_py.products.bonds.cashflows.generator).

Module path: products/bonds/cashflows/generator.py
Top-level classes/functions: CashFlowGenerator

`products/bonds/cashflows/schedule.py`¶

Coupon schedule generation (fuggers_py.products.bonds.cashflows.schedule).

Module path: products/bonds/cashflows/schedule.py
Top-level classes/functions: ScheduleConfig, Schedule, _generate_backward, _generate_forward

`products/bonds/cashflows/settlement.py`¶

Settlement helpers (fuggers_py.products.bonds.cashflows.settlement).

Module path: products/bonds/cashflows/settlement.py
Top-level classes/functions: SettlementCalculator

`products/bonds/instruments/init.py`¶

Bond instrument implementations and builders.

Module path: products/bonds/instruments/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`products/bonds/instruments/callable.py`¶

Callable and puttable bond instruments.

Module path: products/bonds/instruments/callable.py
Top-level classes/functions: _to_decimal, CallType, CallEntry, CallSchedule, CallableBond, CallableBondBuilder

`products/bonds/instruments/fixed.py`¶

Fixed-rate coupon bond (fuggers_py.products.bonds.instruments.fixed).

Module path: products/bonds/instruments/fixed.py
Top-level classes/functions: _to_decimal, _shift_reference_date, _reference_period_bounds, FixedBond, FixedBondBuilder

`products/bonds/instruments/floating_rate.py`¶

Floating-rate note instruments.

Module path: products/bonds/instruments/floating_rate.py
Top-level classes/functions: _to_decimal, ForwardRateSource, FloatingRateNote, FloatingRateNoteBuilder

`products/bonds/instruments/sinking_fund.py`¶

Sinking-fund bond instruments.

Module path: products/bonds/instruments/sinking_fund.py
Top-level classes/functions: _to_decimal, SinkingFundEntry, SinkingFundSchedule, SinkingFundBond, SinkingFundBondBuilder

`products/bonds/instruments/tips.py`¶

Treasury Inflation-Protected Security instrument.

Module path: products/bonds/instruments/tips.py
Top-level classes/functions: _inflation_index_type, TipsBond

`products/bonds/instruments/zero_coupon.py`¶

Zero-coupon bond instruments.

Module path: products/bonds/instruments/zero_coupon.py
Top-level classes/functions: ZeroCouponBond

`products/bonds/traits/init.py`¶

Abstract bond interfaces and analytics mixins.

Module path: products/bonds/traits/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`products/bonds/traits/analytics.py`¶

Analytics mixins (fuggers_py.products.bonds.traits.analytics).

Module path: products/bonds/traits/analytics.py
Top-level classes/functions: BondAnalytics

`products/bonds/traits/bond.py`¶

Bond trait (fuggers_py.products.bonds.traits.bond).

Module path: products/bonds/traits/bond.py
Top-level classes/functions: Bond

`products/bonds/traits/cashflow.py`¶

Bond cash-flow primitives (fuggers_py.products.bonds.traits.cashflow).

Module path: products/bonds/traits/cashflow.py
Top-level classes/functions: CashFlowType, BondCashFlow

`products/bonds/traits/instruments.py`¶

Analytics-layer bond protocols.

Module path: products/bonds/traits/instruments.py
Top-level classes/functions: FixedCouponBond, FloatingCouponBond, AmortizingBond, EmbeddedOptionBond, InflationLinkedBond

`products/credit/init.py`¶

Credit product definitions.

Module path: products/credit/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`products/credit/cds.py`¶

Credit-default swap instruments.

Module path: products/credit/cds.py
Top-level classes/functions: _to_decimal, _coerce_currency, _coerce_frequency, _coerce_day_count, _coerce_calendar, _coerce_business_day_convention, ProtectionSide, CdsPremiumPeriod, CreditDefaultSwap

`products/funding/init.py`¶

Funding product definitions.

Module path: products/funding/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`products/funding/repo.py`¶

Repo trade instruments.

Module path: products/funding/repo.py
Top-level classes/functions: _to_decimal, _coerce_day_count, RepoTrade

`products/rates/init.py`¶

Rates product definitions for swaps, FRAs, futures, and options.

Module path: products/rates/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`products/rates/asset_swap.py`¶

Full asset-swap product definitions.

Module path: products/rates/asset_swap.py
Top-level classes/functions: _to_decimal, AssetSwap

`products/rates/basis_swap.py`¶

Tradable same-currency basis swaps.

Module path: products/rates/basis_swap.py
Top-level classes/functions: BasisSwap

`products/rates/common.py`¶

Common leg specifications for tradable rates products.

Module path: products/rates/common.py
Top-level classes/functions: _to_decimal, _coerce_frequency, _coerce_calendar, _coerce_business_day_convention, _coerce_day_count, _coerce_currency, _coerce_tenor, PayReceive, AccrualPeriod, ScheduleDefinition, FixedLegSpec, FloatingLegSpec

`products/rates/cross_currency_basis.py`¶

Tradable cross-currency basis swaps.

Module path: products/rates/cross_currency_basis.py
Top-level classes/functions: _to_decimal, CrossCurrencyBasisSwap

`products/rates/fixed_float_swap.py`¶

Tradable fixed-float swaps.

Module path: products/rates/fixed_float_swap.py
Top-level classes/functions: FixedFloatSwap

`products/rates/fra.py`¶

Tradable forward-rate agreements.

Module path: products/rates/fra.py
Top-level classes/functions: _to_decimal, _coerce_day_count, Fra

`products/rates/futures/init.py`¶

Rates futures product definitions.

Module path: products/rates/futures/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`products/rates/futures/deliverable_basket.py`¶

Deliverable basket objects for government bond futures.

Module path: products/rates/futures/deliverable_basket.py
Top-level classes/functions: _to_decimal, _coerce_currency, _coerce_frequency, _yield_compounding, DeliverableBond, DeliverableBasket

`products/rates/futures/government_bond_future.py`¶

Government bond futures contract objects.

Module path: products/rates/futures/government_bond_future.py
Top-level classes/functions: _to_decimal, _coerce_frequency, GovernmentBondFuture

`products/rates/ois.py`¶

Tradable overnight indexed swaps.

Module path: products/rates/ois.py
Top-level classes/functions: Ois

`products/rates/options/init.py`¶

Rates options product definitions.

Module path: products/rates/options/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`products/rates/options/_common.py`¶

Shared option-domain helpers for rates options.

Module path: products/rates/options/_common.py
Top-level classes/functions: _to_decimal, OptionType

`products/rates/options/cap_floor.py`¶

Cap/floor product definitions.

Module path: products/rates/options/cap_floor.py
Top-level classes/functions: CapFloorType, CapFloor

`products/rates/options/futures_option.py`¶

Options on government bond futures.

Module path: products/rates/options/futures_option.py
Top-level classes/functions: FuturesOption

`products/rates/options/swaption.py`¶

Swaption product definitions.

Module path: products/rates/options/swaption.py
Top-level classes/functions: Swaption

`products/rates/standard_coupon_inflation_swap.py`¶

Standard coupon inflation swaps.

Module path: products/rates/standard_coupon_inflation_swap.py
Top-level classes/functions: _to_decimal, _default_schedule_definition, StandardCouponInflationSwap

`products/rates/zero_coupon_inflation_swap.py`¶

Zero-coupon inflation swaps.

Module path: products/rates/zero_coupon_inflation_swap.py
Top-level classes/functions: _to_decimal, ZeroCouponInflationSwap

`reference/`¶

Static reference data, conventions, metadata, and contract specifications.

`reference/init.py`¶

Static reference data, conventions, metadata, and contract specs.

Module path: reference/__init__.py
Top-level classes/functions: __getattr__, __dir__

`reference/bonds/init.py`¶

Bond reference conventions, identifiers, and classification types.

Module path: reference/bonds/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`reference/bonds/conventions/init.py`¶

Bond market convention objects and registries.

Module path: reference/bonds/conventions/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`reference/bonds/conventions/bond_conventions.py`¶

Bond market conventions (fuggers_py.reference.bonds.conventions.bond_conventions).

Module path: reference/bonds/conventions/bond_conventions.py
Top-level classes/functions: BondConventions

`reference/bonds/conventions/eurobond.py`¶

Eurobond conventions.

Module path: reference/bonds/conventions/eurobond.py
Top-level classes/functions: eurobond_rules

`reference/bonds/conventions/german_bund.py`¶

German Bund conventions.

Module path: reference/bonds/conventions/german_bund.py
Top-level classes/functions: german_bund_rules

`reference/bonds/conventions/japanese_jgb.py`¶

Japanese JGB conventions.

Module path: reference/bonds/conventions/japanese_jgb.py
Top-level classes/functions: japanese_jgb_rules

`reference/bonds/conventions/market.py`¶

Bond market identifiers for convention lookup.

Module path: reference/bonds/conventions/market.py
Top-level classes/functions: BondMarket

`reference/bonds/conventions/registry.py`¶

Convention registry and builder helpers.

Module path: reference/bonds/conventions/registry.py
Top-level classes/functions: BondConventionRegistry, BondConventionsBuilder

`reference/bonds/conventions/uk_gilt.py`¶

UK gilt conventions.

Module path: reference/bonds/conventions/uk_gilt.py
Top-level classes/functions: uk_gilt_rules

`reference/bonds/conventions/us_corporate.py`¶

US corporate bond conventions.

Module path: reference/bonds/conventions/us_corporate.py
Top-level classes/functions: us_corporate_rules

`reference/bonds/conventions/us_treasury.py`¶

US Treasury conventions.

Module path: reference/bonds/conventions/us_treasury.py
Top-level classes/functions: us_treasury_rules

`reference/bonds/errors.py`¶

Bond-layer exceptions (fuggers_py.reference.bonds.errors).

Module path: reference/bonds/errors.py
Top-level classes/functions: BondError, IdentifierError, InvalidIdentifier, InvalidBondSpec, MissingRequiredField, BondPricingError, YieldConvergenceFailed, ScheduleError, SettlementError

`reference/bonds/types/init.py`¶

Bond-domain enums, identifiers, and rule objects.

Module path: reference/bonds/types/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`reference/bonds/types/amortization.py`¶

Amortization schedule helpers.

Module path: reference/bonds/types/amortization.py
Top-level classes/functions: _to_decimal, AmortizationType, AmortizationEntry, AmortizationSchedule

`reference/bonds/types/asw.py`¶

Shared asset-swap enum types.

Module path: reference/bonds/types/asw.py
Top-level classes/functions: ASWType

`reference/bonds/types/bond_type.py`¶

Bond type enum (fuggers_py.reference.bonds.types.bond_type).

Module path: reference/bonds/types/bond_type.py
Top-level classes/functions: BondType

`reference/bonds/types/compounding.py`¶

Compounding methods for yield engines (fuggers_py.reference.bonds.types.compounding).

Module path: reference/bonds/types/compounding.py
Top-level classes/functions: CompoundingKind, CompoundingMethod

`reference/bonds/types/ex_dividend.py`¶

Ex-dividend rules (fuggers_py.reference.bonds.types.ex_dividend).

Module path: reference/bonds/types/ex_dividend.py
Top-level classes/functions: ExDividendRules

`reference/bonds/types/identifiers.py`¶

Identifiers and calendar ids (fuggers_py.reference.bonds.types.identifiers).

Module path: reference/bonds/types/identifiers.py
Top-level classes/functions: _base36_value, _luhn_is_valid, _isin_digits, _cusip_check_digit, _sedol_check_digit, _normalize_calendar_id, _clean_id, Isin, Cusip, Sedol, Figi, BondIdentifiers, CalendarId

`reference/bonds/types/inflation.py`¶

Inflation-linked bond compatibility surface.

Module path: reference/bonds/types/inflation.py
Top-level classes/functions: InflationIndexType, InflationIndexReference

`reference/bonds/types/options.py`¶

Embedded put option schedule helpers.

Module path: reference/bonds/types/options.py
Top-level classes/functions: _to_decimal, PutType, PutEntry, PutSchedule

`reference/bonds/types/price_quote.py`¶

Price quotes (fuggers_py.reference.bonds.types.price_quote).

Module path: reference/bonds/types/price_quote.py
Top-level classes/functions: PriceQuoteConvention, PriceQuote

`reference/bonds/types/rate_index.py`¶

Reference rate indices (fuggers_py.reference.bonds.types.rate_index).

Module path: reference/bonds/types/rate_index.py
Top-level classes/functions: RateIndex

`reference/bonds/types/rating.py`¶

Credit rating compatibility types.

Module path: reference/bonds/types/rating.py
Top-level classes/functions: CreditRating, RatingInfo

`reference/bonds/types/sector.py`¶

Sector compatibility types.

Module path: reference/bonds/types/sector.py
Top-level classes/functions: Sector, SectorInfo

`reference/bonds/types/seniority.py`¶

Seniority compatibility types.

Module path: reference/bonds/types/seniority.py
Top-level classes/functions: Seniority, SeniorityInfo

`reference/bonds/types/settlement_rules.py`¶

Settlement rules (fuggers_py.reference.bonds.types.settlement_rules).

Module path: reference/bonds/types/settlement_rules.py
Top-level classes/functions: SettlementAdjustment, SettlementRules

`reference/bonds/types/sofr_convention.py`¶

SOFR-specific convention helpers.

Module path: reference/bonds/types/sofr_convention.py
Top-level classes/functions: SOFRConvention

`reference/bonds/types/stub_rules.py`¶

Stub period rules (fuggers_py.reference.bonds.types.stub_rules).

Module path: reference/bonds/types/stub_rules.py
Top-level classes/functions: StubType, StubPeriodRules

`reference/bonds/types/tenor.py`¶

Tenor helpers (fuggers_py.reference.bonds.types.tenor).

Module path: reference/bonds/types/tenor.py
Top-level classes/functions: TenorUnit, Tenor

`reference/bonds/types/yield_convention.py`¶

Yield and accrued conventions (fuggers_py.reference.bonds.types.yield_convention).

Module path: reference/bonds/types/yield_convention.py
Top-level classes/functions: YieldConvention, AccruedConvention, RoundingKind, RoundingConvention

`reference/bonds/types/yield_rules.py`¶

Yield calculation rules (fuggers_py.reference.bonds.types.yield_rules).

Module path: reference/bonds/types/yield_rules.py
Top-level classes/functions: _day_count, YieldCalculationRules

`reference/inflation/init.py`¶

Inflation conventions, reference-index helpers, and Treasury data loaders.

Module path: reference/inflation/__init__.py
Top-level classes/functions: none; this module primarily defines exports, imports, or package-level constants.

`reference/inflation/conventions.py`¶

Shared inflation-index definitions and built-in conventions.

Module path: reference/inflation/conventions.py
Top-level classes/functions: _normalize_aliases, InflationConvention

`reference/inflation/errors.py`¶

Exception hierarchy for inflation reference-data and index-resolution helpers.

Module path: reference/inflation/errors.py
Top-level classes/functions: InflationError, InvalidObservationLag, UnsupportedInflationInterpolation, MissingInflationFixing

`reference/inflation/reference_index.py`¶

Daily reference-index helpers built from monthly inflation fixings.

Module path: reference/inflation/reference_index.py
Top-level classes/functions: _year_month, _resolve_fixing_source, _validate_observation_lag, _lookup_fixing, _require_fixings, reference_cpi, reference_index_ratio

`reference/inflation/treasury_auction_data.py`¶

Treasury auctioned-security adapters for TIPS instrument metadata.

Module path: reference/inflation/treasury_auction_data.py
Top-level classes/functions: _normalize_key, _normalize_row, _require_value, _optional_value, _parse_date, _parse_decimal, _is_tips_row, TreasuryAuctionedTipsRow, _row_from_normalized_payload, parse_treasury_auctioned_tips_json, parse_treasury_auctioned_tips_csv, load_treasury_auctioned_tips_json, load_treasury_auctioned_tips_csv, tips_bond_from_treasury_auction_row

`reference/inflation/treasury_data.py`¶

Deterministic monthly CPI adapters for fixture-driven inflation workflows.

Module path: reference/inflation/treasury_data.py
Top-level classes/functions: _normalize_key, _normalize_row, _resolve_month, _require_row_value, _fixing_from_normalized_row, parse_monthly_cpi_fixings_csv, parse_monthly_cpi_fixings_json, load_monthly_cpi_fixings_csv, load_monthly_cpi_fixings_json, parse_bls_cpi_json, parse_fred_cpi_csv, treasury_cpi_source_from_fixings

`reference/reference_data.py`¶

Reference-data records for research workflows.

Module path: reference/reference_data.py
Top-level classes/functions: _to_decimal, _coerce_frequency, BondType, IssuerType, CallScheduleEntry, FloatingRateTerms, BondReferenceData, BondFutureReferenceData, DeliverableBondReference, SwapReferenceData, RepoReferenceData, CdsReferenceData, IssuerReferenceData, RatingRecord, BondReferenceSource, IssuerReferenceSource, RatingSource, EtfHoldingsSource, ReferenceDataProvider

Module Reference¶

Root package files¶

__init__.py¶

_version.py¶

adapters/¶

adapters/__init__.py¶

adapters/errors.py¶

adapters/file.py¶

adapters/json_codec.py¶

adapters/portfolio_store.py¶

adapters/sqlite_storage.py¶

adapters/storage.py¶

adapters/transport.py¶

calc/¶

calc/__init__.py¶

calc/builder.py¶

calc/calc_graph.py¶

calc/config.py¶

calc/coordination.py¶

calc/curve_builder.py¶

calc/errors.py¶

calc/funding_pricing_router.py¶

calc/market_data_listener.py¶

calc/output.py¶

calc/pricing_router.py¶

calc/pricing_specs.py¶

calc/rates_pricing_router.py¶

calc/reactive.py¶

calc/scheduler.py¶

core/¶

core/__init__.py¶

core/calendars.py¶

core/daycounts.py¶

core/errors.py¶

core/ids.py¶

core/traits.py¶

core/types.py¶

market/¶

market/__init__.py¶

market/curves/__init__.py¶

market/curves/bond_instruments/__init__.py¶

market/curves/bond_instruments/conventions.py¶

market/curves/bond_instruments/government.py¶

market/curves/builder/__init__.py¶

market/curves/builder/curve_builder.py¶

market/curves/builders.py¶

market/curves/bumping/__init__.py¶

market/curves/bumping/key_rate.py¶

market/curves/bumping/parallel.py¶

market/curves/bumping/scenario.py¶

market/curves/calibration/__init__.py¶

market/curves/calibration/global_fit.py¶

market/curves/calibration/instruments.py¶

market/curves/calibration/piecewise.py¶

market/curves/calibration/sequential.py¶

market/curves/conversion.py¶

market/curves/credit/__init__.py¶

market/curves/credit/bootstrap.py¶

market/curves/delegated.py¶

market/curves/derived.py¶

market/curves/discrete.py¶

market/curves/errors.py¶

market/curves/fitted_bonds/__init__.py¶

market/curves/fitted_bonds/_splines.py¶

market/curves/fitted_bonds/fair_value.py¶

market/curves/fitted_bonds/model.py¶

market/curves/fitted_bonds/notional_benchmarks.py¶

market/curves/fitted_bonds/observations.py¶

market/curves/fitted_bonds/optimization.py¶

market/curves/fitted_bonds/par_curve.py¶

market/curves/fitted_bonds/pricing_adapters.py¶

market/curves/fitted_bonds/regression.py¶

market/curves/fitted_bonds/regressors.py¶

market/curves/forward.py¶

market/curves/funding/__init__.py¶

market/curves/funding/repo_curve.py¶

market/curves/inflation/__init__.py¶

market/curves/inflation/bootstrap.py¶

market/curves/inflation/breakeven.py¶

market/curves/inflation/curve.py¶