Module indices 

The index a Python caller names: its conventions, its dates, and its rate.

Until now an index was a string argument and nothing else. "EUR-EURIBOR-3M" selected a set of conventions — a tenor, a day count, a fixing calendar, a lag, a roll — which were applied inside every valuation and readable from nowhere. This module hands the caller the object those conventions live on.

It follows the calendar module’s two rules. Nothing here computes: every date and every rate is the core’s own, so a rate forecast here is the rate an instrument on that index would have accrued. And nothing here restates a vocabulary: an index is resolved by the registry, and an unknown one is refused with the registry’s own list.

The four Rust index kinds reach Python as this one class. A caller asks an index what it is rather than choosing a type, and an accessor a kind does not carry refuses naming the kind rather than returning None — a price index has no tenor, and saying so is more use than a null.

Structs

PyIndex 🔒

An interest-rate, price or FX index: the conventions it carries and the rate it quotes.

Functions

fixing_key 🔒

The fixing key a Python observation names — the same two shapes as projection_key, for the same namespace: a str is checked where it is published, an Index value is taken at its word.

inflation_key 🔒

The inflation key a Python market pin names — the same two shapes as projection_key, and the same rule.

parse_business_day_convention 🔒

The business-day convention a caller named, or the conventional default.

projection_key 🔒

rate_index 🔒

A rate index as a cross-currency leg takes it: an Index value, keyed under its code, or a registry code as a string, keyed under the spelling given. Whether it is a rate index at all is the leg’s own refusal.

term_index 🔒

The projection key a Python argument names.

unknown 🔒

The refusal an unknown index earns, carrying the registry’s own set.

word 🔒

Parses one word of a core vocabulary, forwarding the core’s rejection.