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CHANGELOG.md
LICENSE
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README.md
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docs/ARCHITECTURE.md
docs/BONDS_DOCS.md
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src/fuggers_py/rates/instruments/basis_swap.py
src/fuggers_py/rates/instruments/common.py
src/fuggers_py/rates/instruments/cross_currency_basis.py
src/fuggers_py/rates/instruments/fixed_float_swap.py
src/fuggers_py/rates/instruments/fra.py
src/fuggers_py/rates/instruments/ois.py
src/fuggers_py/rates/options/__init__.py
src/fuggers_py/rates/options/_common.py
src/fuggers_py/rates/options/cap_floor.py
src/fuggers_py/rates/options/futures_option.py
src/fuggers_py/rates/options/swaption.py
src/fuggers_py/rates/options/pricing/__init__.py
src/fuggers_py/rates/options/pricing/_common.py
src/fuggers_py/rates/options/pricing/bachelier.py
src/fuggers_py/rates/options/pricing/black76.py
src/fuggers_py/rates/options/pricing/hull_white.py
src/fuggers_py/rates/pricing/__init__.py
src/fuggers_py/rates/pricing/_curve_resolver.py
src/fuggers_py/rates/pricing/asset_swap.py
src/fuggers_py/rates/pricing/basis_swap_pricer.py
src/fuggers_py/rates/pricing/cross_currency_basis.py
src/fuggers_py/rates/pricing/fra_pricer.py
src/fuggers_py/rates/pricing/swap_pricer.py
src/fuggers_py/rates/risk/__init__.py
src/fuggers_py/rates/risk/bpv.py
src/fuggers_py/rates/risk/key_rate.py
tests/__init__.py
tests/_engine_scenarios.py
tests/_fitted_bond_helpers.py
tests/_portfolio_helpers.py
tests/_rates_helpers.py
tests/conftest.py
tests/source_coverage.py
tests/test_analytics_cashflows_settlement.py
tests/test_analytics_discount_margin.py
tests/test_analytics_functions.py
tests/test_analytics_imports.py
tests/test_analytics_key_rate_duration.py
tests/test_analytics_oas.py
tests/test_analytics_pricing.py
tests/test_analytics_public_api_exports.py
tests/test_analytics_reference_rates.py
tests/test_analytics_risk.py
tests/test_analytics_rv_basis_swapped_bonds.py
tests/test_analytics_rv_bond_switch.py
tests/test_analytics_rv_butterfly.py
tests/test_analytics_rv_constant_maturity.py
tests/test_analytics_rv_global_bond_rv.py
tests/test_analytics_rv_rich_cheap.py
tests/test_analytics_rv_usd_sofr_yardstick.py
tests/test_analytics_rv_workflow.py
tests/test_analytics_spread_duration.py
tests/test_analytics_spreads.py
tests/test_analytics_yas.py
tests/test_analytics_yields_additional.py
tests/test_analytics_yields_basic.py
tests/test_analytics_yields_engine.py
tests/test_bonds_accrued.py
tests/test_bonds_calendar_id.py
tests/test_bonds_callable.py
tests/test_bonds_callable_edge_cases.py
tests/test_bonds_callable_puttable.py
tests/test_bonds_curve_instruments.py
tests/test_bonds_floating_rate.py
tests/test_bonds_identifiers.py
tests/test_bonds_indices.py
tests/test_bonds_indices_fixing_store.py
tests/test_bonds_indices_overnight.py
tests/test_bonds_options.py
tests/test_bonds_public_api_exports.py
tests/test_bonds_puts_and_options.py
tests/test_bonds_risk.py
tests/test_bonds_schedule.py
tests/test_bonds_sinking_fund.py
tests/test_bonds_traits_bond.py
tests/test_bonds_types_additional_coverage.py
tests/test_bonds_yield_engine.py
tests/test_bonds_yield_rules_presets.py
tests/test_core_additional_coverage.py
tests/test_core_calendars.py
tests/test_core_daycounts.py
tests/test_core_traits.py
tests/test_core_types.py
tests/test_coverage_gap_analytics_bonds.py
tests/test_coverage_gap_curves.py
tests/test_coverage_gap_engine.py
tests/test_coverage_gap_portfolio.py
tests/test_credit_adjusted_cds.py
tests/test_credit_bond_cds_basis.py
tests/test_credit_cds.py
tests/test_credit_cds_bootstrap.py
tests/test_credit_public_api_exports.py
tests/test_curves_bootstrap_piecewise.py
tests/test_curves_builders.py
tests/test_curves_bumping.py
tests/test_curves_calibration_futures_basis.py
tests/test_curves_calibration_instruments.py
tests/test_curves_composed.py
tests/test_curves_conversion.py
tests/test_curves_discrete.py
tests/test_curves_fitted_bonds.py
tests/test_curves_fitted_bonds_wls.py
tests/test_curves_helper_additional.py
tests/test_curves_models_jump_diffusion.py
tests/test_curves_models_shadow_rate.py
tests/test_curves_multicurve.py
tests/test_curves_public_api_exports.py
tests/test_curves_term_structure.py
tests/test_curves_value_type.py
tests/test_curves_wrappers.py
tests/test_docs_links.py
tests/test_docs_smoke.py
tests/test_engine_batch_pricing.py
tests/test_engine_builder.py
tests/test_engine_calc_graph.py
tests/test_engine_curve_builder.py
tests/test_engine_etf_pricing.py
tests/test_engine_integration_research.py
tests/test_engine_market_data_listener.py
tests/test_engine_portfolio_analytics.py
tests/test_engine_pricing_router_callable.py
tests/test_engine_pricing_router_fixed.py
tests/test_engine_pricing_router_floating_rate.py
tests/test_engine_public_api_exports.py
tests/test_engine_rates_pricing_router.py
tests/test_engine_reactive.py
tests/test_engine_scheduler.py
tests/test_examples_refactor_policy.py
tests/test_examples_smoke.py
tests/test_ext_file.py
tests/test_ext_json_codec.py
tests/test_ext_portfolio_store.py
tests/test_ext_sqlite_storage.py
tests/test_funding_haircuts.py
tests/test_funding_implied_repo.py
tests/test_funding_public_api_exports.py
tests/test_funding_repo.py
tests/test_funding_repo_curve.py
tests/test_funding_specialness.py
tests/test_golden_fixed_income_cases.py
tests/test_layer_boundaries.py
tests/test_math_errors.py
tests/test_math_extrapolation.py
tests/test_math_interpolation.py
tests/test_math_linear_algebra.py
tests/test_math_numerical.py
tests/test_math_optimization.py
tests/test_math_public_api.py
tests/test_math_solvers.py
tests/test_numerical_hardening_bonds.py
tests/test_numerical_hardening_core.py
tests/test_numerical_hardening_curve_helpers.py
tests/test_numerical_hardening_curves.py
tests/test_numerical_hardening_engine.py
tests/test_numerical_hardening_engine_helpers.py
tests/test_numerical_hardening_portfolio.py
tests/test_numerical_hardening_portfolio_contribution_tracking.py
tests/test_numerical_hardening_spreads.py
tests/test_numerical_hardening_var_hedging.py
tests/test_numerical_hardening_yield_helpers.py
tests/test_optional_dependencies.py
tests/test_packaging_version_consistency.py
tests/test_portfolio_analytics.py
tests/test_portfolio_analytics_summary.py
tests/test_portfolio_attribution_decomposition.py
tests/test_portfolio_benchmark.py
tests/test_portfolio_bucketing.py
tests/test_portfolio_contribution.py
tests/test_portfolio_credit.py
tests/test_portfolio_etf_basket_surface.py
tests/test_portfolio_gap_surface.py
tests/test_portfolio_key_rates.py
tests/test_portfolio_public_api_exports.py
tests/test_portfolio_stress.py
tests/test_portfolio_surface_smoke.py
tests/test_portfolio_typed_public_metrics.py
tests/test_portfolio_types.py
tests/test_portfolio_wrapper_coverage.py
tests/test_property_invariants.py
tests/test_property_invariants_weak_modules.py
tests/test_public_api_surface.py
tests/test_rates_asset_swaps.py
tests/test_rates_asset_swaps_breakdown.py
tests/test_rates_basis_swaps.py
tests/test_rates_cross_currency_basis.py
tests/test_rates_fra.py
tests/test_rates_futures_basis.py
tests/test_rates_futures_contracts.py
tests/test_rates_futures_conversion_factor.py
tests/test_rates_futures_ctd.py
tests/test_rates_futures_delivery_option_models.py
tests/test_rates_futures_oabpv.py
tests/test_rates_options_bachelier.py
tests/test_rates_options_black76.py
tests/test_rates_options_cap_floor.py
tests/test_rates_options_greeks.py
tests/test_rates_public_api_exports.py
tests/test_rates_risk.py
tests/test_rates_swaps.py
tests/test_release_ruff_gate.py
tests/test_research_workflow_end_to_end.py
tests/test_source_coverage_config.py
tests/test_spread_adjustments.py
tests/test_spread_adjustments_overlays.py
tests/test_spreads_namespace_removed.py
tests/test_traits_config.py
tests/test_traits_coordination.py
tests/test_traits_error.py
tests/test_traits_ids.py
tests/test_traits_ids_extended.py
tests/test_traits_market_data.py
tests/test_traits_market_data_extended.py
tests/test_traits_output.py
tests/test_traits_output_extended.py
tests/test_traits_output_publishers.py
tests/test_traits_pricing_specs.py
tests/test_traits_pricing_specs_extended.py
tests/test_traits_public_api_exports.py
tests/test_traits_reference_data.py
tests/test_traits_reference_data_extended.py
tests/test_traits_reference_sources.py
tests/test_traits_storage.py
tests/test_traits_transport.py
tests/test_validation_corpus.py
tests/data/bonds.csv
tests/data/curve_inputs.json
tests/data/fixings.csv
tests/data/quotes.csv
tests/fixtures/golden/validation_corpus.json
tests/fixtures/validation/bonds/accrued_interest.json
tests/fixtures/validation/bonds/callable.json
tests/fixtures/validation/bonds/fixed_rate.json
tests/fixtures/validation/bonds/floating_rate.json
tests/fixtures/validation/bonds/spreads.json
tests/fixtures/validation/curves/conversion.json
tests/fixtures/validation/curves/credit_curve.json
tests/fixtures/validation/curves/global_fit.json
tests/fixtures/validation/engine/reactive.json
tests/fixtures/validation/engine/scheduler.json
tests/fixtures/validation/portfolio/etf.json
tests/fixtures/validation/portfolio/portfolio.json
tests/packaging/smoke_imports.py
tests/packaging/smoke_optional_with_engine.py
tests/packaging/smoke_optional_without_engine.py
tests/typing/public_api_smoke.py
tests/validation/__init__.py
tests/validation/_helpers.py
tests/validation/test_bonds_validation.py
tests/validation/test_curves_validation.py
tests/validation/test_engine_validation.py
tests/validation/test_portfolio_attribution_validation.py
tests/validation/test_portfolio_gap_validation.py
tests/validation/test_portfolio_validation.py
tools/run_release_ruff.py