rateslib

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attack68

DEP: change `pandas` to `polars` for package size

4

`pandas` is a more fully featured library, but 99% of those features are not used by `rateslib`. `polars` is more efficient for the use cases but suffers from portability. Until...

attack68

attack68

``` ZCIS(dt(2024, 12, 15), "5y", spec="eur_zcis", curves=[icurve, curve]).cashflows() ```

attack68

attack68

PERF: copying a curve should maybe copy its cache?

1

attack68

attack68

Update convention from act365 to act365f for AUD and NZD SBS

1

Request to update from "ACT365" to "ACT365F" for the AUD and NZD SBS. I think ACT365F must be specified precisely. Apologies - I likely specified ACT365 in my original pull...

shasafoster

disagreement between exo and analytic deltas

1

I would expect the exo and analytic deltas against the fixed rate to agree, however in the case of IRS they do not. There is a mismatch in signs. I...

iamorlando

Separation and display of all of these to allow downstream calculations and comparisons.

attack68