fuggers-py 0.1.0b1

Fixed-income analytics, market-data traits, and research-oriented engine workflows.

fuggers-py

fuggers-py is a Python library for fixed-income analytics. It is organized as a native Python package with explicit submodules for domain models, analytics, data, I/O, and engine workflows.

Package layout

• fuggers_py.core: dates, prices, yields, spreads, calendars, day counts, base errors, interfaces
• fuggers_py.math: root finding, interpolation, extrapolation, optimization, linear algebra
• fuggers_py.curves: discount and credit curves, builders, calibration, bumping, multicurve tools
• fuggers_py.bonds: bond instruments, conventions, schedules, pricing helpers, options
• fuggers_py.analytics: yield, spread, risk, pricing, and YAS-style calculations
• fuggers_py.portfolio: aggregate analytics, benchmarking, contribution, liquidity, stress, ETF workflows
• fuggers_py.data: identifiers, market data, reference data, pricing specs, output records
• fuggers_py.io: file adapters, JSON codecs, SQLite-backed storage, storage and transport interfaces
• fuggers_py.engine: pricing router, reactive engine, schedulers, engine configuration

Canonical usage is explicit submodule imports. The package no longer exposes prelude, traits, or ext namespaces.

Public API policy

• Use package roots such as fuggers_py.analytics, fuggers_py.bonds, and fuggers_py.io for common entry points.
• Import specialized exception subclasses from plural errors modules such as fuggers_py.analytics.errors and fuggers_py.data.errors.
• Deprecated compatibility aliases may remain temporarily, but they are not part of the stable long-term surface.

Installation

pip install fuggers-py
pip install "fuggers-py[dev]"
pip install "fuggers-py[engine]"

Quickstart

from decimal import Decimal

from fuggers_py.analytics import yield_to_maturity
from fuggers_py.bonds import FixedBondBuilder
from fuggers_py.core import Currency, Date, Frequency, Price

settlement = Date.from_ymd(2026, 1, 15)
bond = (
    FixedBondBuilder.new()
    .with_issue_date(Date.from_ymd(2024, 1, 15))
    .with_maturity_date(Date.from_ymd(2031, 1, 15))
    .with_coupon_rate(Decimal("0.0450"))
    .with_frequency(Frequency.SEMI_ANNUAL)
    .with_currency(Currency.USD)
    .build()
)

clean_price = Price.new(Decimal("101.25"), Currency.USD)
ytm = yield_to_maturity(bond, clean_price, settlement)
print(ytm.as_percentage())

Engine and data workflows

from fuggers_py.core import Date
from fuggers_py.data import MarketDataProvider, ReferenceDataProvider
from fuggers_py.engine import PricingEngineBuilder

engine = (
    PricingEngineBuilder.new()
    .with_market_data_provider(MarketDataProvider())
    .with_reference_data_provider(ReferenceDataProvider())
    .with_settlement_date(Date.from_ymd(2026, 3, 13))
    .build()
)

assert engine.reactive_engine is not None

Testing

python -m pip install -e ".[dev,engine]"
pytest -q

The test suite includes deterministic validation fixtures under tests/validation/ and a pinned external-reference corpus under tests/fixtures/golden/validation_corpus.json.

Community

• Contributor guide: CONTRIBUTING.md
• Code of conduct: CODE_OF_CONDUCT.md
• Security reporting: SECURITY.md

Examples

Examples live under examples/ as paired .py and .ipynb files. A good starting set is:

• examples/public_api_surface_examples.ipynb
• examples/data_provider_surface_examples.ipynb
• examples/io_file_and_storage_examples.ipynb
• examples/engine_reactive_examples.ipynb
• examples/portfolio_etf_surface_examples.ipynb

Docs

• docs/CORE_DOCS.md
• docs/MATH_DOCS.md
• docs/CURVES_DOCS.md
• docs/BONDS_DOCS.md
• docs/ANALYTICS_DOCS.md
• docs/PORTFOLIO_DOCS.md
• docs/DATA_DOCS.md
• docs/IO_DOCS.md
• docs/ENGINE_DOCS.md
• docs/ARCHITECTURE.md
• docs/validation_strategy.md