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ENH: add FloatRateNote component (#167) #1091

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Merged
merged 1 commit into from
Nov 24, 2025
Merged

ENH: add FloatRateNote component (#167) #1091

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2 changes: 2 additions & 0 deletions python/rateslib/instruments/components/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -2,6 +2,7 @@
Bill,
BondFuture,
FixedRateBond,
FloatRateNote,
IndexFixedRateBond,
)
from rateslib.instruments.components.cds import CDS
Expand Down Expand Up @@ -41,6 +42,7 @@
"FXVolValue",
"FXSwap",
"FixedRateBond",
"FloatRateNote",
"IndexFixedRateBond",
"BondFuture",
"Bill",
Expand Down
3 changes: 2 additions & 1 deletion python/rateslib/instruments/components/bonds/__init__.py
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Original file line number Diff line number Diff line change
@@ -1,6 +1,7 @@
from rateslib.instruments.components.bonds.bill import Bill
from rateslib.instruments.components.bonds.bond_future import BondFuture
from rateslib.instruments.components.bonds.fixed_rate_bond import FixedRateBond
from rateslib.instruments.components.bonds.float_rate_note import FloatRateNote
from rateslib.instruments.components.bonds.index_fixed_rate_bond import IndexFixedRateBond

__all__ = ["FixedRateBond", "IndexFixedRateBond", "BondFuture", "Bill"]
__all__ = ["FixedRateBond", "IndexFixedRateBond", "BondFuture", "Bill", "FloatRateNote"]
3 changes: 2 additions & 1 deletion python/rateslib/instruments/components/bonds/fixed_rate_bond.py
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Original file line number Diff line number Diff line change
Expand Up @@ -21,6 +21,7 @@
CalInput,
CurveOption_,
Curves_,
DualTypes,
DualTypes_,
Frequency,
FXForwards_,
Expand Down Expand Up @@ -294,7 +295,7 @@ def rate(
settlement: datetime_ = NoInput(0),
forward: datetime_ = NoInput(0),
metric: str_ = NoInput(0),
) -> DualTypes_:
) -> DualTypes:
metric_ = _drb(self.kwargs.meta["metric"], metric).lower()
if metric_ in ["clean_price", "dirty_price", "ytm"]:
_curves = self._parse_curves(curves)
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