helixio 0.1.8

EARLY/UNSTABLE (alpha) — API changes continuously without notice; not for production use.

helixio

⚠️ Early, unstable release — not for production use. helixio is in active early development and is released continuously. The public API (Rust and Python) changes frequently and without notice or deprecation warnings between versions. There are no stability or backward-compatibility guarantees, and numeric results may change as the library evolves. Pin an exact version if you experiment with it, expect breakage on upgrade, and do not depend on it for anything you can't afford to rewrite. Status: Development Status :: 3 - Alpha.

Quick start

pip install helixio

import helixio as hlx  # canonical import alias

swap = hlx.templates.irs.usd_sofr().swap("5Y", notional=10_000_000, fixed_rate=0.03)

See examples/ for an end-to-end bootstrap → book → price → bucketed-risk walkthrough.

Acknowledgments

helixio stands on the shoulders of prior open-source quantitative-finance work:

• QuantLib — the reference fixed-income library. helixio's numeric results are cross-validated against QuantLib in the test suite (pip install helixio[test] pulls it in), and much of the modelling calendars, day-count conventions, term structures, instruments — follows the conventions QuantLib established.
• QuantLib-AAD and the XAD automatic-differentiation engine behind it — the inspiration for helixio's reverse-mode-AD-everywhere design, where every numeric value carries its adjoint rather than risk being bolted on afterward.

License

MIT. See LICENSE.md.