Module statics 

L1 reference data — pure value types, no state.

The static substrate every priced object is built from: calendars, time primitives, business-day / day-count conventions, schedule generation, index definitions, named market templates, and currency/money metadata. Its value types and registries expose that reference data directly. Depends only on core.

Modules

calc_methods

vendor calc-type registry — the VendorCalcMethod convention bundles.

calendars

Business-day calendars and the Calendar abstraction.

collateral

The discount-curve key — a collateral specification (pure reference data).

conventions

Business-day, roll, and stub conventions.

counterparty

Counterparties: the static whose credit support annex decides which curve discounts a trade, and the master a market carries by choice.

credit_identity

The credit-curve identity — what a CDS contract references and what the market keys a survival curve by (pure reference data).

daycounts

Day-count conventions — DayCountFraction and year-fraction helpers.

imm

IMM and CDS-IMM date generation — pure Gregorian date arithmetic.

indices

Interest-rate and FX index definitions (conventions) and the index registry.

listed_future

The listed futures contract identity — what a quoted futures price and a futures option vol surface are keyed by (pure reference data).

meetings

Central-bank meeting and turn-of-period knot schedules — pure value types.

money

Currency and currency-tagged money.

recipes

Curve recipes: how a currency’s curves are built, as topology.

schedules

Calculation-period schedule generation.

securities

Debt-security reference vocabulary (FpML coding schemes).

security_master

Security master — an ISIN-keyed registry of quote-less BondStatic definitions.

templates

Convention-bundle templates — the conventions of a standard product, as data, plus the template registry.

time

Time primitives — tenor periods, time-point instants, and day-of-week.