UPG: Pyo3 0.28 (#287)

Cargo.toml

@@ -34,10 +34,10 @@ chrono = { version = "0.4", features = ["serde"] }
 indexmap = { version = "2.7", features = ["serde"] }
 ndarray = { version = "0.17", features = ["serde"] }
 internment = {  version = "0.8", features = ["serde"] }
-pyo3 = "0.27"
+pyo3 = "0.28"
 num-traits = "0.2"
 auto_ops = "0.3"
-numpy = "0.27"
+numpy = "0.28"
 itertools = "0.14"
 statrs = "0.18"
 bincode = { version = "2.0", features = ["serde"] }

python/rateslib/enums/parameters.py

@@ -21,23 +21,23 @@
 if TYPE_CHECKING:
     pass
 
-rateslib.rs.PyFloatFixingMethod_RFRPaymentDelay = rateslib.rs.FloatFixingMethod.RFRPaymentDelay  # type: ignore[attr-defined]
-rateslib.rs.PyFloatFixingMethod_RFRObservationShift = (  # type: ignore[attr-defined]
+rateslib.rs.RFRPaymentDelay = rateslib.rs.FloatFixingMethod.RFRPaymentDelay  # type: ignore[attr-defined]
+rateslib.rs.RFRObservationShift = (  # type: ignore[attr-defined]
     rateslib.rs.FloatFixingMethod.RFRObservationShift
 )
-rateslib.rs.PyFloatFixingMethod_RFRLockout = rateslib.rs.FloatFixingMethod.RFRLockout  # type: ignore[attr-defined]
-rateslib.rs.PyFloatFixingMethod_RFRLookback = rateslib.rs.FloatFixingMethod.RFRLookback  # type: ignore[attr-defined]
-rateslib.rs.PyFloatFixingMethod_RFRPaymentDelayAverage = (  # type: ignore[attr-defined]
+rateslib.rs.RFRLockout = rateslib.rs.FloatFixingMethod.RFRLockout  # type: ignore[attr-defined]
+rateslib.rs.RFRLookback = rateslib.rs.FloatFixingMethod.RFRLookback  # type: ignore[attr-defined]
+rateslib.rs.RFRPaymentDelayAverage = (  # type: ignore[attr-defined]
     rateslib.rs.FloatFixingMethod.RFRPaymentDelayAverage
 )
-rateslib.rs.PyFloatFixingMethod_RFRObservationShiftAverage = (  # type: ignore[attr-defined]
+rateslib.rs.RFRObservationShiftAverage = (  # type: ignore[attr-defined]
     rateslib.rs.FloatFixingMethod.RFRObservationShiftAverage
 )
-rateslib.rs.PyFloatFixingMethod_RFRLockoutAverage = rateslib.rs.FloatFixingMethod.RFRLockoutAverage  # type: ignore[attr-defined]
-rateslib.rs.PyFloatFixingMethod_RFRLookbackAverage = (  # type: ignore[attr-defined]
+rateslib.rs.RFRLockoutAverage = rateslib.rs.FloatFixingMethod.RFRLockoutAverage  # type: ignore[attr-defined]
+rateslib.rs.RFRLookbackAverage = (  # type: ignore[attr-defined]
     rateslib.rs.FloatFixingMethod.RFRLookbackAverage
 )
-rateslib.rs.PyFloatFixingMethod_IBOR = rateslib.rs.FloatFixingMethod.IBOR  # type: ignore[attr-defined]
+rateslib.rs.IBOR = rateslib.rs.FloatFixingMethod.IBOR  # type: ignore[attr-defined]
 
 
 class OptionType(float, Enum):

python/rateslib/scheduling/__init__.py

@@ -21,28 +21,28 @@
 from rateslib.scheduling.schedule import Schedule
 
 # Patch the namespace for pyo3 pickling: see https://github.com/PyO3/pyo3/discussions/5226
-rateslib.rs.RollDay_Day = rateslib.rs.RollDay.Day  # type: ignore[attr-defined]
-rateslib.rs.RollDay_IMM = rateslib.rs.RollDay.IMM  # type: ignore[attr-defined]
-
-rateslib.rs.PyAdjuster_Actual = rateslib.rs.Adjuster.Actual  # type: ignore[attr-defined]
-rateslib.rs.PyAdjuster_Following = rateslib.rs.Adjuster.Following  # type: ignore[attr-defined]
-rateslib.rs.PyAdjuster_ModifiedFollowing = rateslib.rs.Adjuster.ModifiedFollowing  # type: ignore[attr-defined]
-rateslib.rs.PyAdjuster_Previous = rateslib.rs.Adjuster.Previous  # type: ignore[attr-defined]
-rateslib.rs.PyAdjuster_ModifiedPrevious = rateslib.rs.Adjuster.ModifiedPrevious  # type: ignore[attr-defined]
-rateslib.rs.PyAdjuster_FollowingSettle = rateslib.rs.Adjuster.FollowingSettle  # type: ignore[attr-defined]
-rateslib.rs.PyAdjuster_ModifiedFollowingSettle = rateslib.rs.Adjuster.ModifiedFollowingSettle  # type: ignore[attr-defined]
-rateslib.rs.PyAdjuster_PreviousSettle = rateslib.rs.Adjuster.PreviousSettle  # type: ignore[attr-defined]
-rateslib.rs.PyAdjuster_ModifiedPreviousSettle = rateslib.rs.Adjuster.ModifiedPreviousSettle  # type: ignore[attr-defined]
-rateslib.rs.PyAdjuster_BusDaysLagSettle = rateslib.rs.Adjuster.BusDaysLagSettle  # type: ignore[attr-defined]
-rateslib.rs.PyAdjuster_CalDaysLagSettle = rateslib.rs.Adjuster.CalDaysLagSettle  # type: ignore[attr-defined]
-rateslib.rs.PyAdjuster_FollowingExLast = rateslib.rs.Adjuster.FollowingExLast  # type: ignore[attr-defined]
-rateslib.rs.PyAdjuster_FollowingExLastSettle = rateslib.rs.Adjuster.FollowingExLastSettle  # type: ignore[attr-defined]
-rateslib.rs.PyAdjuster_BusDaysLagSettleInAdvance = rateslib.rs.Adjuster.BusDaysLagSettleInAdvance  # type: ignore[attr-defined]
-
-rateslib.rs.Frequency_CalDays = rateslib.rs.Frequency.CalDays  # type: ignore[attr-defined]
-rateslib.rs.Frequency_BusDays = rateslib.rs.Frequency.BusDays  # type: ignore[attr-defined]
-rateslib.rs.Frequency_Months = rateslib.rs.Frequency.Months  # type: ignore[attr-defined]
-rateslib.rs.Frequency_Zero = rateslib.rs.Frequency.Zero  # type: ignore[attr-defined]
+rateslib.rs.Day = rateslib.rs.RollDay.Day  # type: ignore[attr-defined]
+rateslib.rs.IMM = rateslib.rs.RollDay.IMM  # type: ignore[attr-defined]
+
+rateslib.rs.Actual = rateslib.rs.Adjuster.Actual  # type: ignore[attr-defined]
+rateslib.rs.Following = rateslib.rs.Adjuster.Following  # type: ignore[attr-defined]
+rateslib.rs.ModifiedFollowing = rateslib.rs.Adjuster.ModifiedFollowing  # type: ignore[attr-defined]
+rateslib.rs.Previous = rateslib.rs.Adjuster.Previous  # type: ignore[attr-defined]
+rateslib.rs.ModifiedPrevious = rateslib.rs.Adjuster.ModifiedPrevious  # type: ignore[attr-defined]
+rateslib.rs.FollowingSettle = rateslib.rs.Adjuster.FollowingSettle  # type: ignore[attr-defined]
+rateslib.rs.ModifiedFollowingSettle = rateslib.rs.Adjuster.ModifiedFollowingSettle  # type: ignore[attr-defined]
+rateslib.rs.PreviousSettle = rateslib.rs.Adjuster.PreviousSettle  # type: ignore[attr-defined]
+rateslib.rs.ModifiedPreviousSettle = rateslib.rs.Adjuster.ModifiedPreviousSettle  # type: ignore[attr-defined]
+rateslib.rs.BusDaysLagSettle = rateslib.rs.Adjuster.BusDaysLagSettle  # type: ignore[attr-defined]
+rateslib.rs.CalDaysLagSettle = rateslib.rs.Adjuster.CalDaysLagSettle  # type: ignore[attr-defined]
+rateslib.rs.FollowingExLast = rateslib.rs.Adjuster.FollowingExLast  # type: ignore[attr-defined]
+rateslib.rs.FollowingExLastSettle = rateslib.rs.Adjuster.FollowingExLastSettle  # type: ignore[attr-defined]
+rateslib.rs.BusDaysLagSettleInAdvance = rateslib.rs.Adjuster.BusDaysLagSettleInAdvance  # type: ignore[attr-defined]
+
+rateslib.rs.CalDays = rateslib.rs.Frequency.CalDays  # type: ignore[attr-defined]
+rateslib.rs.BusDays = rateslib.rs.Frequency.BusDays  # type: ignore[attr-defined]
+rateslib.rs.Months = rateslib.rs.Frequency.Months  # type: ignore[attr-defined]
+rateslib.rs.Zero = rateslib.rs.Frequency.Zero  # type: ignore[attr-defined]
 
 Imm.__doc__ = """
 Enumerable type for International Money-Market (IMM) date definitions.

python/tests/test_splines.py

@@ -287,7 +287,7 @@ def test_dual_float_raises() -> None:
     _0 = Dual(0.0, [], [])
     y0, y1 = Dual(0.0, ["y0"], []), Dual(0.0, ["y1"], [])
     y2, y3 = Dual(2.0, ["y2"], []), Dual(2.0, ["y3"], [])
-    with pytest.raises(TypeError, match="argument 'y': 'float' object cannot be"):
+    with pytest.raises(TypeError, match="argument 'y': 'float' object is not an instance of 'Dua"):
         sp.csolve([0, 0, 1, 3, 4, 4], [0.0, y0, y1, y2, y3, _0], 2, 2, False)
 
 

rust/curves/curve.rs

@@ -34,7 +34,7 @@ pub struct CurveDF<T: CurveInterpolation, U: DateRoll> {
 }
 
 /// A rule to adjust a non-business day to a business day.
-#[pyclass(module = "rateslib.rs", eq, eq_int)]
+#[pyclass(module = "rateslib.rs", eq, eq_int, from_py_object)]
 #[derive(Copy, Clone, Debug, PartialEq, Serialize, Deserialize)]
 pub enum Modifier {
     /// Actual: date is unchanged, even if it is a non-business day.

rust/curves/curve_py.rs

@@ -75,7 +75,7 @@ impl CurveInterpolation for CurveInterpolator {
     }
 }
 
-#[pyclass(module = "rateslib.rs")]
+#[pyclass(module = "rateslib.rs", from_py_object)]
 #[derive(Clone, Deserialize, Serialize)]
 pub(crate) struct Curve {
     inner: CurveDF<CurveInterpolator, Calendar>,

rust/curves/interpolation/intp_flat_backward.rs

@@ -23,7 +23,7 @@ use serde::{Deserialize, Serialize};
 use std::cmp::PartialEq;
 
 /// Define flat backward interpolation of nodes.
-#[pyclass(module = "rateslib.rs")]
+#[pyclass(module = "rateslib.rs", from_py_object)]
 #[derive(Clone, Debug, PartialEq, Deserialize, Serialize)]
 pub struct FlatBackwardInterpolator {}
 

rust/curves/interpolation/intp_flat_forward.rs

@@ -23,7 +23,7 @@ use serde::{Deserialize, Serialize};
 use std::cmp::PartialEq;
 
 /// Define flat forward interpolation of nodes.
-#[pyclass(module = "rateslib.rs")]
+#[pyclass(module = "rateslib.rs", from_py_object)]
 #[derive(Clone, Debug, PartialEq, Deserialize, Serialize)]
 pub struct FlatForwardInterpolator {}
 

rust/curves/interpolation/intp_linear.rs

@@ -24,7 +24,7 @@ use serde::{Deserialize, Serialize};
 use std::cmp::PartialEq;
 
 /// Define linear interpolation of nodes.
-#[pyclass(module = "rateslib.rs")]
+#[pyclass(module = "rateslib.rs", from_py_object)]
 #[derive(Clone, Debug, PartialEq, Deserialize, Serialize)]
 pub struct LinearInterpolator {}
 

rust/curves/interpolation/intp_linear_zero_rate.rs

@@ -26,7 +26,7 @@ use std::cmp::PartialEq;
 /// Define linear zero rate interpolation of nodes.
 ///
 /// This interpolation can only be used with discount factors node values.
-#[pyclass(module = "rateslib.rs")]
+#[pyclass(module = "rateslib.rs", from_py_object)]
 #[derive(Clone, Debug, PartialEq, Serialize, Deserialize)]
 pub struct LinearZeroRateInterpolator {}
 

rust/curves/interpolation/intp_log_cubic.rs

@@ -24,7 +24,7 @@ use serde::{Deserialize, Serialize};
 use std::cmp::PartialEq;
 
 /// Define log-linear interpolation of nodes.
-#[pyclass(module = "rateslib.rs")]
+#[pyclass(module = "rateslib.rs", from_py_object)]
 #[derive(Clone, Debug, PartialEq, Serialize, Deserialize)]
 pub struct LogCubicInterpolator<T: NumberMapping> {
     spline: T

rust/curves/interpolation/intp_log_linear.rs

@@ -24,7 +24,7 @@ use serde::{Deserialize, Serialize};
 use std::cmp::PartialEq;
 
 /// Define log-linear interpolation of nodes.
-#[pyclass(module = "rateslib.rs")]
+#[pyclass(module = "rateslib.rs", from_py_object)]
 #[derive(Clone, Debug, PartialEq, Serialize, Deserialize)]
 pub struct LogLinearInterpolator {}
 

rust/curves/interpolation/intp_null.rs

@@ -25,7 +25,7 @@ use std::cmp::PartialEq;
 /// Define a null interpolation object.
 ///
 /// This is used by PyO3 binding to indicate interpolation occurs in Python.
-#[pyclass(module = "rateslib.rs")]
+#[pyclass(module = "rateslib.rs", from_py_object)]
 #[derive(Clone, Debug, PartialEq, Deserialize, Serialize)]
 pub struct NullInterpolator {}
 

rust/dual/dual.rs

@@ -22,7 +22,7 @@ use std::cmp::PartialEq;
 use std::sync::Arc;
 
 /// A dual number data type supporting first order derivatives.
-#[pyclass(module = "rateslib.rs")]
+#[pyclass(module = "rateslib.rs", from_py_object)]
 #[derive(Clone, Default, Debug, Deserialize, Serialize)]
 pub struct Dual {
     pub(crate) real: f64,
@@ -31,7 +31,7 @@ pub struct Dual {
 }
 
 /// A dual number data type supporting second order derivatives.
-#[pyclass(module = "rateslib.rs")]
+#[pyclass(module = "rateslib.rs", from_py_object)]
 #[derive(Clone, Default, Debug, Serialize, Deserialize)]
 pub struct Dual2 {
     pub(crate) real: f64,

rust/dual/enums.rs

@@ -17,7 +17,7 @@ use pyo3::{pyclass, FromPyObject, IntoPyObject, PyErr};
 use serde::{Deserialize, Serialize};
 
 /// Defines the order of gradients available in a calculation with AD.
-#[pyclass(module = "rateslib.rs", eq, eq_int)]
+#[pyclass(module = "rateslib.rs", eq, eq_int, from_py_object)]
 #[derive(Copy, Clone, Debug, Eq, PartialEq, Serialize, Deserialize)]
 pub enum ADOrder {
     /// Floating point arithmetic only.

rust/enums/py/float_fixing_method.rs

@@ -20,7 +20,7 @@ use pyo3::types::PyTuple;
 use serde::{Deserialize, Serialize};
 
 /// Python wrapper for Adjuster to facilitate complex enum pickling.
-#[pyclass(module = "rateslib.rs", name = "FloatFixingMethod", eq)]
+#[pyclass(module = "rateslib.rs", name = "FloatFixingMethod", eq, from_py_object)]
 #[derive(Clone, Copy, Debug, PartialEq, Serialize, Deserialize)]
 pub(crate) enum PyFloatFixingMethod {
     #[pyo3(constructor = (_u8=0))]

rust/fx/rates/ccy.rs

@@ -16,7 +16,7 @@ use pyo3::{pyclass, PyErr};
 use serde::{Deserialize, Serialize};
 
 /// A currency identified by 3-ascii ISO code.
-#[pyclass(module = "rateslib.rs")]
+#[pyclass(module = "rateslib.rs", from_py_object)]
 #[derive(Copy, Clone, Debug, Eq, PartialEq, Hash, Serialize, Deserialize)]
 pub struct Ccy {
     pub(crate) name: Intern<String>,

rust/fx/rates/fxrate.rs

@@ -17,7 +17,7 @@ use pyo3::{pyclass, PyErr};
 use serde::{Deserialize, Serialize};
 
 /// An FX rate containing `FXPair`, `rate` and `settlement` info.
-#[pyclass(module = "rateslib.rs")]
+#[pyclass(module = "rateslib.rs", from_py_object)]
 #[derive(Debug, Clone, Serialize, Deserialize, PartialEq)]
 pub struct FXRate {
     pub(crate) pair: FXPair,

rust/fx/rates/mod.rs

@@ -36,7 +36,7 @@ pub(crate) mod fxrate;
 pub use crate::fx::rates::fxrate::FXRate;
 
 /// A multi-currency FX market deriving all crosses from a vector of `FXRate`s.
-#[pyclass(module = "rateslib.rs")]
+#[pyclass(module = "rateslib.rs", from_py_object)]
 #[derive(Debug, Clone, Serialize, Deserialize, PartialEq)]
 #[serde(from = "FXRatesDataModel")]
 pub struct FXRates {

rust/scheduling/calendars/cal.rs

@@ -21,7 +21,7 @@ use crate::scheduling::calendars::named::{get_holidays_by_name, get_weekmask_by_
 use crate::scheduling::{ndt, CalendarAdjustment, DateRoll, NamedCal, UnionCal};
 
 /// A basic business day calendar containing holidays.
-#[pyclass(module = "rateslib.rs")]
+#[pyclass(module = "rateslib.rs", from_py_object)]
 #[derive(Clone, Default, Debug, PartialEq, Serialize, Deserialize)]
 pub struct Cal {
     /// A vector of specific dates that are defined as **non-business** days.

rust/scheduling/calendars/named_cal.rs

@@ -18,7 +18,7 @@ use serde::{Deserialize, Serialize};
 use crate::scheduling::{Cal, CalendarAdjustment, DateRoll, UnionCal};
 
 /// A wrapper for a UnionCal struct specified by a string representation.
-#[pyclass(module = "rateslib.rs")]
+#[pyclass(module = "rateslib.rs", from_py_object)]
 #[derive(Clone, Debug, Serialize, Deserialize)]
 #[serde(from = "NamedCalDataModel")]
 pub struct NamedCal {

rust/scheduling/calendars/union_cal.rs

@@ -24,7 +24,7 @@ use crate::scheduling::{ndt, Cal, CalendarAdjustment, DateRoll};
 /// - A **settleable day** is such if it is a *business day* in each one of the
 ///   `settlement_calendars`, otherwise every calendar day is a *settleable day*.
 /// - A **settleable business day** is both a *business day* and a *settleable day*.
-#[pyclass(module = "rateslib.rs")]
+#[pyclass(module = "rateslib.rs", from_py_object)]
 #[derive(Clone, Default, Debug, Serialize, Deserialize)]
 pub struct UnionCal {
     /// A vector of [Cal] used to determine **business** days.

rust/scheduling/convention.rs

@@ -22,7 +22,7 @@ use crate::scheduling::{
 };
 
 /// Specifier for day count conventions
-#[pyclass(module = "rateslib.rs", eq, eq_int, hash, frozen)]
+#[pyclass(module = "rateslib.rs", eq, eq_int, hash, frozen, from_py_object)]
 #[derive(Debug, Hash, Copy, Clone, Serialize, Deserialize, PartialEq)]
 pub enum Convention {
     /// Actual days in period divided by 365.

rust/scheduling/frequency/frequency.rs

@@ -18,7 +18,7 @@ use pyo3::{pyclass, PyErr};
 use serde::{Deserialize, Serialize};
 
 /// Specifier for generating unadjusted scheduling periods.
-#[pyclass(module = "rateslib.rs", eq)]
+#[pyclass(module = "rateslib.rs", eq, from_py_object)]
 #[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
 pub enum Frequency {
     /// A set number of business days, defined by a [`Calendar`], which can only align with a

rust/scheduling/frequency/imm.rs

@@ -22,7 +22,7 @@ use std::cmp::{Eq, PartialEq};
 use crate::scheduling::ndt;
 
 /// Specifier for IMM date definitions.
-#[pyclass(module = "rateslib.rs", eq)]
+#[pyclass(module = "rateslib.rs", eq, from_py_object)]
 #[derive(Debug, Copy, Hash, Clone, PartialEq, Eq, Serialize, Deserialize)]
 pub enum Imm {
     /// 3rd Wednesday of March, June, September and December.

rust/scheduling/frequency/rollday.rs

@@ -20,7 +20,7 @@ use std::cmp::{Eq, PartialEq};
 use crate::scheduling::{Adjuster, Adjustment, Calendar, Imm};
 
 /// A roll-day used with a [`Frequency::Months`](crate::scheduling::Frequency) variant.
-#[pyclass(module = "rateslib.rs", eq)]
+#[pyclass(module = "rateslib.rs", eq, from_py_object)]
 #[derive(Debug, Copy, Hash, Clone, PartialEq, Eq, Deserialize, Serialize)]
 pub enum RollDay {
     /// A day of the month in [1, 31].

rust/scheduling/py/adjuster.rs

@@ -22,7 +22,7 @@ use serde::{Deserialize, Serialize};
 use std::collections::HashMap;
 
 /// Python wrapper for Adjuster to facilitate complex enum pickling.
-#[pyclass(module = "rateslib.rs", name = "Adjuster", eq)]
+#[pyclass(module = "rateslib.rs", name = "Adjuster", eq, from_py_object)]
 #[derive(Clone, Copy, Debug, PartialEq, Serialize, Deserialize)]
 pub(crate) enum PyAdjuster {
     #[pyo3(constructor = (_u8=0))]

rust/scheduling/schedule.rs

@@ -20,7 +20,7 @@ use pyo3::{pyclass, PyErr};
 use serde::{Deserialize, Serialize};
 
 /// Specifier used by [`Schedule::try_new_inferred`] to instruct its inference logic.
-#[pyclass(module = "rateslib.rs", eq, eq_int)]
+#[pyclass(module = "rateslib.rs", eq, eq_int, from_py_object)]
 #[derive(Copy, Clone, Debug, PartialEq, Eq, Hash, Serialize, Deserialize)]
 pub enum StubInference {
     /// Short front stub inference.
@@ -43,7 +43,7 @@ pub enum StubInference {
 /// - An **irregular** schedule has a ``ufront_stub`` and/or ``uback_stub`` dates defining periods
 ///   at the boundary of the schedule which are not a standard length of time defined by the
 ///   [`Frequency`]. However, a regular schedule must exist between those interior dates.
-#[pyclass(module = "rateslib.rs", eq)]
+#[pyclass(module = "rateslib.rs", eq, from_py_object)]
 #[derive(Clone, Debug, PartialEq, Serialize, Deserialize)]
 #[serde(from = "ScheduleDataModel")]
 pub struct Schedule {

rust/splines/spline.rs

@@ -412,21 +412,21 @@ where
 }
 
 /// Definitive [f64] type variant of a [PPSpline].
-#[pyclass(module = "rateslib.rs")]
+#[pyclass(module = "rateslib.rs", from_py_object)]
 #[derive(Clone, Deserialize, Serialize)]
 pub struct PPSplineF64 {
     pub(crate) inner: PPSpline<f64>,
 }
 
 /// Definitive [Dual] type variant of a [PPSpline].
-#[pyclass(module = "rateslib.rs")]
+#[pyclass(module = "rateslib.rs", from_py_object)]
 #[derive(Clone, Deserialize, Serialize)]
 pub struct PPSplineDual {
     pub(crate) inner: PPSpline<Dual>,
 }
 
 /// Definitive [Dual2] type variant of a [PPSpline].
-#[pyclass(module = "rateslib.rs")]
+#[pyclass(module = "rateslib.rs", from_py_object)]
 #[derive(Clone, Deserialize, Serialize)]
 pub struct PPSplineDual2 {
     pub(crate) inner: PPSpline<Dual2>,