Rateslib

Latest version: v1.5.0

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0.7.0beta

See the documentation for all release notes.

0.6.0beta

Additions:

- Add a :class:`STIRFuture` class
- Merge all :class:`XCS` classes into one, adding new arguments,
``fixed``, ``leg2_fixed`` and ``leg2_mtm`` to differentiate between types.
- Separate :class:`MultiCsaCurve`
from :class:`CompositeCurve` for increased transparency on its action.
- Add the ability to supply curves in a dict for forecasting *FloatPeriods* to be
able handle interpolated stub periods under an *"ibor"* ``fixing_method``.
- Added the methods :meth:`Solver.jacobian` and
:meth:`Solver.market_movements` for coordinating multiple *Solvers*.

Bug fixes:

- Instrument ``spec`` with ``method_param`` set to 2 day lag for certain IBOR instruments.
- The :meth:`Portfolio.npv` method on a *Portfolio* no longer allows
mixed currency outputs to be aggregated into a single float value.
- Now emit a warning if a discount factor or rate is requested on a curve with a spline
outside of the rightmost boundary of the spline interval.

0.5.0

Development continues. Still aiming to release v1.0 before 2024
For release notes see the docs [here](https://rateslib.readthedocs.io/en/stable/i_whatsnew.html)

0.5.0beta

0.4.0beta

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