fuggers-py 0.2.2

Fixed-income analytics library with responsibility-first package boundaries.

fuggers-py

fuggers-py is a fixed-income research and production library organized by responsibility-first package boundaries.

Docs start at docs/index.md. Shared unit and sign conventions for public APIs are documented in docs/conventions.md. Docstring expectations for generated API docs are documented in docs/docstring_standard.md.

Package layout

• fuggers_py.core: primitives, calendars, daycounts, shared ids, common low-level types
• fuggers_py.reference: conventions, security metadata, contract specs, index metadata
• fuggers_py.market: market state, quote/fixing objects, indices, and curves
• fuggers_py.products: contract definitions by product family
• fuggers_py.pricers: valuation engines and low-level risk algorithms
• fuggers_py.measures: user-facing analytics and desk-style measures
• fuggers_py.portfolio: holdings, aggregation, attribution, liquidity, ETF, stress, results
• fuggers_py.calc: orchestration, dispatch, graph execution, and runtime wiring
• fuggers_py.adapters: file, storage, JSON, transport, and external-boundary adapters
• fuggers_py.math: numerical infrastructure

See docs/SRC_STRUCTURE.md for the directory-by-directory structure under src/fuggers_py/. See docs/MODULE_REFERENCE.md for the full file-by-file module inventory of the live source tree.

Quick start

from decimal import Decimal

from fuggers_py.calc import PricingSpec
from fuggers_py.core import Currency, Date, Price
from fuggers_py.market.state import AnalyticsCurves, QuoteSide

as_of = Date.from_ymd(2026, 1, 15)
clean_price = Price.new(Decimal("99.125"), Currency.USD)
spec = PricingSpec(quote_side=QuoteSide.MID)
curves = AnalyticsCurves()

Development

Install the project in editable mode:

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

Run the test suite:

pytest -q

Build the docs locally:

python -m pip install -e ".[docs]"
make docs

The built site will be available at docs/_build/html/index.html.

Examples live under examples/ as paired research scripts and notebooks where applicable. Library code lives under src/. The test suite is split into tests/unit/, tests/integration/, and tests/contracts/.