Metadata-Version: 2.4
Name: helixio
Version: 0.1.7
Classifier: Development Status :: 3 - Alpha
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3 :: Only
Classifier: Programming Language :: Python :: 3.11
Classifier: Programming Language :: Python :: 3.12
Classifier: Programming Language :: Python :: 3.13
Classifier: Programming Language :: Rust
Classifier: Topic :: Office/Business :: Financial
Requires-Dist: polars>=1.41.2
Requires-Dist: polars>=1.0 ; extra == 'frames'
Requires-Dist: pytest ; extra == 'test'
Requires-Dist: polars>=1.0 ; extra == 'test'
Provides-Extra: frames
Provides-Extra: test
License-File: LICENSE.md
Summary: EARLY/UNSTABLE (alpha) — API changes continuously without notice; not for production use.
Author-email: "helixio.xyz" <info@helixio.xyz>
License: MIT
Requires-Python: >=3.11.9
Description-Content-Type: text/markdown; charset=UTF-8; variant=GFM
Project-URL: Issues, https://github.com/helixio-xyz/helixio/issues
Project-URL: Repository, https://github.com/helixio-xyz/helixio

# helixio

> ⚠️ **Early, unstable release — not for production use.**
> helixio is in active early development and is released continuously. The public
> API (Rust *and* Python) changes frequently and **without notice or deprecation
> warnings between versions**. There are no stability or backward-compatibility
> guarantees, and numeric results may change as the library evolves. Pin an exact
> version if you experiment with it, expect breakage on upgrade, and do not depend
> on it for anything you can't afford to rewrite. Status: `Development Status :: 3 - Alpha`.
  

## Quick start

```bash
pip install helixio
```

```python
import helixio as hlx  # canonical import alias

swap = hlx.VProduct(hlx.usd_sofr_ois(), "5Y").with_notional(10_000_000).with_fixed_rate(0.03)
```

See `examples/` for an end-to-end bootstrap → book → price → bucketed-risk walkthrough.


## Acknowledgments

helixio stands on the shoulders of prior open-source quantitative-finance work:

- **[QuantLib](https://www.quantlib.org/)** — the reference fixed-income library.
  helixio's numeric results are cross-validated against QuantLib in the test suite
  (`pip install helixio[test]` pulls it in), and much of the modelling 
  calendars, day-count conventions, term structures, instruments — follows the
  conventions QuantLib established.
- **[QuantLib-AAD](https://auto-differentiation.github.io/quantlib-aad/cxx/)**
  and the **[XAD](https://github.com/auto-differentiation/xad)** automatic-differentiation
  engine behind it — the inspiration for helixio's reverse-mode-AD-everywhere design,
  where every numeric value carries its adjoint rather than risk being bolted on afterward.



## License

MIT. See `LICENSE.md`.

