diff --git a/COMMERCIAL_LICENSE b/COMMERCIAL_LICENCE similarity index 100% rename from COMMERCIAL_LICENSE rename to COMMERCIAL_LICENCE diff --git a/COMMERCIAL_LICENSE_ADDENDUM1 b/COMMERCIAL_LICENCE_ADDENDUM1 similarity index 100% rename from COMMERCIAL_LICENSE_ADDENDUM1 rename to COMMERCIAL_LICENCE_ADDENDUM1 diff --git a/Cargo.lock b/Cargo.lock index 7f73a499a..bf7d22798 100644 --- a/Cargo.lock +++ b/Cargo.lock @@ -200,15 +200,6 @@ dependencies = [ "serde_core", ] -[[package]] -name = "indoc" -version = "2.0.7" -source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "79cf5c93f93228cf8efb3ba362535fb11199ac548a09ce117c9b1adc3030d706" -dependencies = [ - "rustversion", -] - [[package]] name = "internment" version = "0.8.6" @@ -278,15 +269,6 @@ version = "2.7.6" source = "registry+https://github.com/rust-lang/crates.io-index" checksum = "f52b00d39961fc5b2736ea853c9cc86238e165017a493d1d5c8eac6bdc4cc273" -[[package]] -name = "memoffset" -version = "0.9.1" -source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "488016bfae457b036d996092f6cb448677611ce4449e970ceaf42695203f218a" -dependencies = [ - "autocfg", -] - [[package]] name = "nalgebra" version = "0.33.2" @@ -371,9 +353,9 @@ dependencies = [ [[package]] name = "numpy" -version = "0.27.1" +version = "0.28.0" source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "7aac2e6a6e4468ffa092ad43c39b81c79196c2bb773b8db4085f695efe3bba17" +checksum = "778da78c64ddc928ebf5ad9df5edf0789410ff3bdbf3619aed51cd789a6af1e2" dependencies = [ "libc", "ndarray", @@ -432,37 +414,34 @@ dependencies = [ [[package]] name = "pyo3" -version = "0.27.2" +version = "0.28.1" source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "ab53c047fcd1a1d2a8820fe84f05d6be69e9526be40cb03b73f86b6b03e6d87d" +checksum = "14c738662e2181be11cb82487628404254902bb3225d8e9e99c31f3ef82a405c" dependencies = [ "chrono", "indexmap", - "indoc", "libc", - "memoffset", "once_cell", "portable-atomic", "pyo3-build-config", "pyo3-ffi", "pyo3-macros", - "unindent", ] [[package]] name = "pyo3-build-config" -version = "0.27.2" +version = "0.28.1" source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "b455933107de8642b4487ed26d912c2d899dec6114884214a0b3bb3be9261ea6" +checksum = "f9ca0864a7dd3c133a7f3f020cbff2e12e88420da854c35540fd20ce2d60e435" dependencies = [ "target-lexicon", ] [[package]] name = "pyo3-ffi" -version = "0.27.2" +version = "0.28.1" source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "1c85c9cbfaddf651b1221594209aed57e9e5cff63c4d11d1feead529b872a089" +checksum = "9dfc1956b709823164763a34cc42bbfd26b8730afa77809a3df8b94a3ae3b059" dependencies = [ "libc", "pyo3-build-config", @@ -470,9 +449,9 @@ dependencies = [ [[package]] name = "pyo3-macros" -version = "0.27.2" +version = "0.28.1" source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "0a5b10c9bf9888125d917fb4d2ca2d25c8df94c7ab5a52e13313a07e050a3b02" +checksum = "29dc660ad948bae134d579661d08033fbb1918f4529c3bbe3257a68f2009ddf2" dependencies = [ "proc-macro2", "pyo3-macros-backend", @@ -482,9 +461,9 @@ dependencies = [ [[package]] name = "pyo3-macros-backend" -version = "0.27.2" +version = "0.28.1" source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "03b51720d314836e53327f5871d4c0cfb4fb37cc2c4a11cc71907a86342c40f9" +checksum = "e78cd6c6d718acfcedf26c3d21fe0f053624368b0d44298c55d7138fde9331f7" dependencies = [ "heck", "proc-macro2", @@ -544,7 +523,7 @@ dependencies = [ [[package]] name = "rateslib" -version = "2.5.1" +version = "2.6.0" dependencies = [ "auto_ops", "bincode", @@ -691,12 +670,6 @@ version = "1.0.22" source = "registry+https://github.com/rust-lang/crates.io-index" checksum = "9312f7c4f6ff9069b165498234ce8be658059c6728633667c526e27dc2cf1df5" -[[package]] -name = "unindent" -version = "0.2.4" -source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "7264e107f553ccae879d21fbea1d6724ac785e8c3bfc762137959b5802826ef3" - [[package]] name = "unty" version = "0.0.4" diff --git a/Cargo.toml b/Cargo.toml index 4a8f81bd4..54c29b301 100644 --- a/Cargo.toml +++ b/Cargo.toml @@ -11,7 +11,8 @@ exclude = [ "docs/*", "PACKAGING.md", "PIP_FREEZE.txt", - "requirements-minimum.txt" + "requirements-minimum.txt", + "robots.txt", ] [lib] diff --git a/LICENSE b/LICENCE similarity index 100% rename from LICENSE rename to LICENCE diff --git a/PIP_FREEZE.txt b/PIP_FREEZE.txt index 06c8f0f64..42fc25bef 100644 --- a/PIP_FREEZE.txt +++ b/PIP_FREEZE.txt @@ -16,7 +16,7 @@ cffi==2.0.0 charset-normalizer==3.4.4 comm==0.2.3 contourpy==1.3.3 -coverage==7.13.1 +coverage==7.13.4 cycler==0.12.1 debugpy==1.8.19 decorator==5.2.1 @@ -52,7 +52,7 @@ jupyter_client==8.7.0 jupyter_core==5.9.1 jupyter_server==2.17.0 jupyter_server_terminals==0.5.3 -jupyterlab==4.5.2 +jupyterlab==4.5.4 jupyterlab_pygments==0.3.0 jupyterlab_server==2.28.0 keyring==25.7.0 @@ -63,7 +63,7 @@ markdown-it-py==4.0.0 MarkupSafe==3.0.3 matplotlib==3.10.8 matplotlib-inline==0.2.1 -maturin==1.11.5 +maturin==1.12.0 mdurl==0.1.2 mistune==3.2.0 more-itertools==10.8.0 @@ -76,10 +76,10 @@ nbsphinx==0.9.8 nest-asyncio==1.6.0 nh3==0.3.2 notebook_shim==0.2.4 -numpy==2.4.1 +numpy==2.4.2 packaging==25.0 -pandas==2.3.3 -pandas-stubs==2.3.3.260113 +pandas==3.0.0 +pandas-stubs==3.0.0.260204 pandocfilters==1.5.1 parso==0.8.5 pathspec==0.12.1 @@ -97,13 +97,13 @@ pycparser==2.23 pydata-sphinx-theme==0.16.1 Pygments==2.19.2 pyparsing==3.3.1 -pytest==8.4.2 +pytest==9.0.2 python-dateutil==2.9.0.post0 python-json-logger==4.0.0 pytz==2025.2 PyYAML==6.0.3 pyzmq==27.1.0 --e git+https://github.com/attack68/rateslib.git@c71e5d718eacf6fe29c670178a1049eae0ccee34#egg=rateslib +-e git+https://github.com/attack68/rateslib.git@30c261f6eea2a4d097947e566d6c57247de258f7#egg=rateslib readme_renderer==44.0 referencing==0.37.0 requests==2.32.5 @@ -113,14 +113,16 @@ rfc3986==2.0.0 rfc3986-validator==0.1.1 rfc3987-syntax==1.1.0 rich==14.2.0 +roman-numerals==4.1.0 +roman-numerals-py==4.1.0 rpds-py==0.30.0 -ruff==0.14.11 +ruff==0.15.1 Send2Trash==1.8.3 setuptools==80.9.0 six==1.17.0 snowballstemmer==3.0.1 soupsieve==2.8.1 -Sphinx==8.1.3 +Sphinx==8.2.3 sphinx-automodapi==0.22.0 sphinx-tabs==3.4.7 sphinxcontrib-applehelp==2.0.0 @@ -145,3 +147,4 @@ wcwidth==0.2.14 webcolors==25.10.0 webencodings==0.5.1 websocket-client==1.9.0 +ziglang==0.15.1 diff --git a/pyproject.toml b/pyproject.toml index b183de4ab..5b9030d11 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -19,7 +19,7 @@ version = "2.6.0" description = "A fixed income library for trading interest rates" readme = "README.md" authors = [{ name = "J H M Darbyshire"}] -license-files = ["LICEN[CS]E"] +license-files = ["LICEN[CS]E", "COMMERCIAL_LICENCE", "COMMERCIAL_LICENCE_ADDENDUM1"] keywords = ["interest rate", "derivatives", "swaps", "bonds", "fixed income"] dependencies = [ "numpy>=1.21.5,<3.0", diff --git a/python/rateslib/data/fixings.py b/python/rateslib/data/fixings.py index e93cdcbc3..fed157afb 100644 --- a/python/rateslib/data/fixings.py +++ b/python/rateslib/data/fixings.py @@ -352,7 +352,7 @@ class FXIndex: the given ``calendar``. If int is assumed to be settleable business days. isda_mtm_calendar: Calendar, str, :green:`optional` The calendar associated with the MTM fixing date determination. - isda_mtm_settle: Adjuster, str, int_, :green:`optional`, + isda_mtm_settle: Adjuster, str, int, :green:`optional`, The adjustment applied to determine the MTM fixing date. allow_cross: bool, :green:`optional (set as True)` This allows sub-division of the fixing into its *majors* as defined by WMR diff --git a/requirements.txt b/requirements.txt index 2e7cbde60..0bfb3403d 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,9 +1,10 @@ # project numpy>=1.21.5,<3.0 -pandas>=1.4.1,<3.0 +pandas>=1.4.1,<4.0 matplotlib>=3.5.1,<4.0 # development +# pandas >=3.0,<4.0 maturin>=1.8.0,<2.0 pytest>=9.0,<10.0 coverage>=7.6.1,<8.0 # for test and code monitoring @@ -19,7 +20,7 @@ pickleshare>=0.7.5,<1.0 ruff>=0.11.0,<1.0 # for code linting mypy>=1.16.0,<1.20 # for type checking -pandas-stubs>=2.0,<3.0 +pandas-stubs>=2.0,<4.0 jupyterlab>=4.0,<5.0