Skip to content
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
48 commits
Select commit Hold shift + click to select a range
3ada89d
DOC: api exports
attack68 Jan 14, 2026
56a8bda
DOC: cookbook articles (#243) (#1171)
attack68 Jan 17, 2026
7ae2c21
DOC: Nok T-bills (#244) (#1174)
attack68 Jan 17, 2026
453918b
UPG: pytest>9.0 (#1175)
attack68 Jan 17, 2026
6e440d3
UPG: sphinx>9.0 (#246) (#1176)
attack68 Jan 17, 2026
52beb64
REF: AD-safe `analytic_rec_risk` for `CreditProtectionPeriod` (#247) …
attack68 Jan 18, 2026
47f9918
REF: AD-safe `analytic_rec_risk` for `CreditProtectionPeriod` (#247) …
attack68 Jan 18, 2026
888c483
BUG: `ZeroFixedLeg.spread` now factors `final_exchange` into the calc…
attack68 Jan 18, 2026
168f9c3
BUG: `de_gb` change to 'linear_days_long front split' (#249) (#1182)
mikelync Jan 19, 2026
2ab74fe
REF: Allow `Solver` to act only as a container of `pre_solvers` (#25…
mikelync Jan 19, 2026
42798ad
DOC: clean fo sphinx 9 (#251) (#1184)
attack68 Jan 19, 2026
be30290
DEVELOP = True for defaults (#1185)
attack68 Jan 19, 2026
6bc6351
ENH: allow `FloatLeg` to be sub-composed with `ZeroFloatPeriod` (#252…
attack68 Jan 20, 2026
b741d45
DOC: credit (#255) (#1187)
mikelync Jan 21, 2026
4b15b36
CLN: tests and mypy (#256) (#1188)
mikelync Jan 21, 2026
df89e88
ENH: add `bjs` cal and `print_calendar` (#261) (#1190)
attack68 Jan 23, 2026
5f3668c
DOC: `ZeroFloatLeg` examples (#259) (#1191)
attack68 Jan 24, 2026
30fadbb
REF: move `print_calendar` to Rust (#264) (#1192)
mikelync Jan 26, 2026
9f65aab
DOC: calendar updates (#265) (#1194)
attack68 Jan 26, 2026
ebc8607
REF: remove `method_param` with Rust `FloatFixingMethod` (#268) (#1195)
mikelync Jan 29, 2026
c968163
DOC: tidy method param (#269) (#1196)
attack68 Jan 29, 2026
ed61899
LIC: Licensing files (#263) (#1197)
attack68 Jan 29, 2026
32dec88
CLN: ruff clean (#271) (#1198)
attack68 Jan 29, 2026
63bb5d4
LIC: add licence secrets (#1199)
attack68 Jan 29, 2026
28eaae0
LIC: add identifiers
mikelync Jan 30, 2026
10123d7
ENH: add `print_compare` function (#272) (#1200)
mikelync Jan 30, 2026
91f9b53
DOC: licence edits (#273) (#1201)
mikelync Jan 30, 2026
df38f3e
RLS: update files for next version (#275) (#1203)
mikelync Feb 2, 2026
60a0ce8
UPG: set spec development to be pandas 3.0 compatible (#1204)
mikelync Feb 2, 2026
d7e667f
DEP: remove pytz (#279) (#1205)
mikelync Feb 2, 2026
caa4a40
UPG: timezone.UTC (#280) (#1206)
attack68 Feb 2, 2026
00c0623
BUG: YTM when the accrual functions are different for physical and yt…
mikelync Feb 3, 2026
9024d83
REF: explicit no stub inference (#283) (#1208)
mikelync Feb 5, 2026
c9f5041
BUG/ENH: `Schedule` dead stubs & IRS `zero_periods` (CNY IRS) (#282) …
attack68 Feb 5, 2026
02f5f50
CLN: cargo-clean (#284) (#1210)
attack68 Feb 6, 2026
8494de5
CLN: cargo fmt
attack68 Feb 6, 2026
aea9f24
CLN: cargo doc test
mikelync Feb 6, 2026
9043328
DOC: clean edits (#286) (#1211)
mikelync Feb 6, 2026
ea4630f
UPG: Pyo3 0.28 (#287) (#1212)
mikelync Feb 9, 2026
9ed2797
DOC: `Schedule` and cleans (#288) (#1213)
mikelync Feb 9, 2026
dea848c
ENH: `YoYIS` and `LegIndexBase` enum (#1214)
attack68 Feb 9, 2026
1d181fc
ENH: `calendars` manager using shared thread safe (#293) (#1215)
mikelync Feb 12, 2026
f2a0c62
DOC: minor edits
mikelync Feb 12, 2026
78fbbe6
CI: fixestouch ups (#302) (#1216)
attack68 Feb 13, 2026
e31bb33
CI: add intermediate Python tests (#1217)
mikelync Feb 13, 2026
47ac794
UPG: Pyo3 0.28.1 (#303) (#1218)
attack68 Feb 14, 2026
f572676
RLS: 2.6.0 updated files (#304) (#1219)
attack68 Feb 14, 2026
26ea095
RLS: 2.6.0 (#1220)
attack68 Feb 14, 2026
File filter

Filter by extension

Filter by extension


Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
8 changes: 8 additions & 0 deletions .aiignore

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

2 changes: 2 additions & 0 deletions .gitattributes

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

39 changes: 39 additions & 0 deletions .github/workflows/ubuntu-intermediates.yml

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

2 changes: 2 additions & 0 deletions .github/workflows/ubuntu-latest.yml

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

3 changes: 3 additions & 0 deletions .github/workflows/ubuntu-minimum.yml

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

2 changes: 2 additions & 0 deletions .github/workflows/windows-latest.yml

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

3 changes: 3 additions & 0 deletions .github/workflows/windows-minimum.yml

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

File renamed without changes.
File renamed without changes.
53 changes: 13 additions & 40 deletions Cargo.lock

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

17 changes: 6 additions & 11 deletions Cargo.toml

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

11 changes: 5 additions & 6 deletions LICENSE → LICENCE

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

23 changes: 13 additions & 10 deletions PIP_FREEZE.txt

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

Loading