Skip to content

RLS: 2.6.0#1170

Open
attack68 wants to merge 43 commits intomainfrom
dev
Open

RLS: 2.6.0#1170
attack68 wants to merge 43 commits intomainfrom
dev

Conversation

@attack68
Copy link
Owner

@attack68 attack68 commented Jan 14, 2026

(cherry picked from commit c94ff7d653c81c13ac36272f111e95e63cc27787)

attack68 and others added 27 commits January 14, 2026 21:49
@attack68
DOC: api exports
3ada89d 
(cherry picked from commit c94ff7d653c81c13ac36272f111e95e63cc27787)
@attack68
DOC: cookbook articles (#243) (#1171)
56a8bda
@attack68
DOC: Nok T-bills (#244) (#1174)
7ae2c21
@attack68
UPG: pytest>9.0 (#1175)
453918b 
Co-authored-by: JHM Darbyshire (M1) <[email protected]>
@attack68
UPG: sphinx>9.0 (#246) (#1176)
6e440d3 
Co-authored-by: JHM Darbyshire (M1) <[email protected]>
@attack68
REF: AD-safe analytic_rec_risk for CreditProtectionPeriod (#247) (#…
52beb64 
…1178)
@attack68
REF: AD-safe analytic_rec_risk for CreditProtectionPeriod (#247) (#…
47f9918 
…1179)
@attack68
BUG: ZeroFixedLeg.spread now factors final_exchange into the calc… (
888c483 
#1180)
@mikelync
BUG: de_gb change to 'linear_days_long front split' (#249) (#1182)
168f9c3
@mikelync
REF: Allow Solver to act only as a container of pre_solvers (#250) (
2ab74fe 
#1183)
@attack68
DOC: clean fo sphinx 9 (#251) (#1184)
42798ad
@attack68
DEVELOP = True for defaults (#1185)
be30290
@attack68
ENH: allow FloatLeg to be sub-composed with ZeroFloatPeriod (#252) (
6bc6351 
#1186)
@mikelync @attack68
DOC: credit (#255) (#1187)
b741d45 
Co-authored-by: JHM Darbyshire <[email protected]>
Co-authored-by: JHM Darbyshire (M1) <[email protected]>
@mikelync
CLN: tests and mypy (#256) (#1188)
4b15b36 
Co-authored-by: Mike Lync <[email protected]>
@attack68
ENH: add bjs cal and print_calendar (#261) (#1190)
df89e88
@attack68
DOC: ZeroFloatLeg examples (#259) (#1191)
5f3668c
@mikelync
REF: move print_calendar to Rust (#264) (#1192)
30fadbb
@attack68 @mikelync
DOC: calendar updates (#265) (#1194)
9f65aab 
Co-authored-by: mikelync <[email protected]>
@mikelync
REF: remove method_param with Rust FloatFixingMethod (#268) (#1195)
ebc8607
@attack68 @mikelync
DOC: tidy method param (#269) (#1196)
c968163 
Co-authored-by: mikelync <[email protected]>
@attack68
LIC: Licensing files (#263) (#1197)
ed61899
@attack68
CLN: ruff clean (#271) (#1198)
32dec88
@attack68
LIC: add licence secrets (#1199)
63bb5d4
@mikelync
LIC: add identifiers
28eaae0 
(cherry picked from commit 3da275ae98386286f41fb83301a1cd71e3e61573)
@mikelync
ENH: add print_compare function (#272) (#1200)
10123d7
@mikelync
DOC: licence edits (#273) (#1201)
91f9b53
@mikelync mikelync changed the title RLS: 2.5.2 RLS: 2.6.0 Jan 30, 2026
mikelync and others added 14 commits February 2, 2026 16:53
@mikelync
DEP: remove pytz (#279) (#1205)
d7e667f 
Co-authored-by: Mike Lync <[email protected]>
@attack68
UPG: timezone.UTC (#280) (#1206)
caa4a40
@mikelync @attack68
BUG: YTM when the accrual functions are different for physical and yt… (
00c0623 
#1207)

Co-authored-by: JHM Darbyshire <[email protected]>
@mikelync @attack68
REF: explicit no stub inference (#283) (#1208)
9024d83 
Co-authored-by: JHM Darbyshire <[email protected]>
@attack68 @mikelync
BUG/ENH: Schedule dead stubs & IRS zero_periods (CNY IRS) (#282) (#…
c9f5041 
…1209)

Co-authored-by: mikelync <[email protected]>
@attack68
CLN: cargo-clean (#284) (#1210)
02f5f50 
Co-authored-by: JHM Darbyshire (M1) <[email protected]>
@attack68
CLN: cargo fmt
8494de5 
(cherry picked from commit de7f8b36b616d5ce753e51775b63f1a9246c51dc)
@mikelync
CLN: cargo doc test
aea9f24
@mikelync
DOC: clean edits (#286) (#1211)
9043328
@mikelync
UPG: Pyo3 0.28 (#287) (#1212)
ea4630f 
Co-authored-by: Mike Lync <[email protected]>
@mikelync
DOC: Schedule and cleans (#288) (#1213)
9ed2797
@attack68 @mikelync
ENH: YoYIS and LegIndexBase enum (#1214)
dea848c 
Co-authored-by: mikelync <[email protected]>
Co-authored-by: JHM Darbyshire (M1) <[email protected]>
@mikelync
ENH: calendars manager using shared thread safe (#293) (#1215)
1d181fc
@mikelync
DOC: minor edits
f2a0c62 
Co-authored-by: Mike Lync <[email protected]>
Co-authored-by: JHM Darbyshire <[email protected]>
Co-authored-by: JHM Darbyshire (M1) <[email protected]>

(cherry picked from commit 8087e0e63f85c2054572d601f29840112cf06c79)
(cherry picked from commit 70cfdcaf69739c286e65f3c3c3af7e08b53e6a8c)
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Reviewers

No reviews

Assignees

No one assigned

Labels

None yet

Projects

None yet

Milestone

No milestone

Development

Successfully merging this pull request may close these issues.

2 participants

@attack68 @mikelync