Ruff: fmt

pyproject.toml

@@ -149,7 +149,6 @@ packages = [
     "rateslib"
 ]
 exclude = [
-    "/instruments/bonds/__init__.py",
     "/instruments/bonds/futures.py",
     "/instruments/bonds/securities.py",
     "/instruments/fx_volatility.py",

python/rateslib/default.py

@@ -294,52 +294,87 @@ def _t_n(v: str) -> str:  # teb-newline
 
         _: str = f"""\
 Scheduling:\n
-{''.join([_t_n(f'{attribute}: {getattr(self, attribute)}') for attribute in [
-    'stub', 
-    'stub_length', 
-    'modifier', 
-    'eom', 
-    'eom_fx',
-    'eval_mode', 
-    'frequency_months',
-]])}
+{
+            "".join(
+                [
+                    _t_n(f"{attribute}: {getattr(self, attribute)}")
+                    for attribute in [
+                        "stub",
+                        "stub_length",
+                        "modifier",
+                        "eom",
+                        "eom_fx",
+                        "eval_mode",
+                        "frequency_months",
+                    ]
+                ]
+            )
+        }
 Instruments:\n
-{''.join([_t_n(f'{attribute}: {getattr(self, attribute)}') for attribute in [
-    'convention', 
-    'payment_lag', 
-    'payment_lag_exchange', 
-    'payment_lag_specific', 
-    'notional', 
-    'fixing_method',
-    'fixing_method_param',
-    'spread_compound_method',
-    'base_currency',
-    'fx_delivery_lag',
-    'fx_delta_type',
-    'fx_option_metric',
-    'cds_premium_accrued',
-    'cds_recovery_rate',
-    'cds_protection_discretization',   
-]])}
+{
+            "".join(
+                [
+                    _t_n(f"{attribute}: {getattr(self, attribute)}")
+                    for attribute in [
+                        "convention",
+                        "payment_lag",
+                        "payment_lag_exchange",
+                        "payment_lag_specific",
+                        "notional",
+                        "fixing_method",
+                        "fixing_method_param",
+                        "spread_compound_method",
+                        "base_currency",
+                        "fx_delivery_lag",
+                        "fx_delta_type",
+                        "fx_option_metric",
+                        "cds_premium_accrued",
+                        "cds_recovery_rate",
+                        "cds_protection_discretization",
+                    ]
+                ]
+            )
+        }
 Curves:\n
-{''.join([_t_n(f'{attribute}: {getattr(self, attribute)}') for attribute in [
-    'interpolation',
-    'endpoints',
-    'multi_csa_steps',    
-    'curve_caching',        
-]])}
+{
+            "".join(
+                [
+                    _t_n(f"{attribute}: {getattr(self, attribute)}")
+                    for attribute in [
+                        "interpolation",
+                        "endpoints",
+                        "multi_csa_steps",
+                        "curve_caching",
+                    ]
+                ]
+            )
+        }
 Solver:\n
-{''.join([_t_n(f'{attribute}: {getattr(self, attribute)}') for attribute in [
-    'algorithm',
-    'tag',
-    'curve_not_in_solver',         
-]])}
+{
+            "".join(
+                [
+                    _t_n(f"{attribute}: {getattr(self, attribute)}")
+                    for attribute in [
+                        "algorithm",
+                        "tag",
+                        "curve_not_in_solver",
+                    ]
+                ]
+            )
+        }
 Miscellaneous:\n
-{''.join([_t_n(f'{attribute}: {getattr(self, attribute)}') for attribute in [
-    'headers',
-    'no_fx_fixings_for_xcs',
-    'pool',         
-]])}
+{
+            "".join(
+                [
+                    _t_n(f"{attribute}: {getattr(self, attribute)}")
+                    for attribute in [
+                        "headers",
+                        "no_fx_fixings_for_xcs",
+                        "pool",
+                    ]
+                ]
+            )
+        }
 """  # noqa: W291
         return _
 

python/rateslib/fx/fx_forwards.py

@@ -333,7 +333,7 @@ def __repr__(self) -> str:
         if len(self.currencies_list) > 5:
             return (
                 f"<rl.FXForwards:[{','.join(self.currencies_list[:2])},"
-                f"+{len(self.currencies_list)-2} others] at {hex(id(self))}>"
+                f"+{len(self.currencies_list) - 2} others] at {hex(id(self))}>"
             )
         else:
             return f"<rl.FXForwards:[{','.join(self.currencies_list)}] at {hex(id(self))}>"
@@ -374,7 +374,7 @@ def _get_forwards_transformation_matrix(
             )
         elif T.sum() < (2 * q) - 1:
             raise ValueError(
-                f"`fx_curves` is underspecified. {2 * q -1} curves are expected "
+                f"`fx_curves` is underspecified. {2 * q - 1} curves are expected "
                 f"but {len(fx_curves.keys())} provided.",
             )
         elif np.linalg.matrix_rank(T) != q:

python/rateslib/fx/fx_rates.py

@@ -153,8 +153,8 @@ def __copy__(self) -> FXRates:
     def __repr__(self) -> str:
         if len(self.currencies_list) > 5:
             return (
-                f"<rl.FXRates:[{','.join(self.currencies_list[:2])},+{len(self.currencies_list)-2} "
-                f"others] at {hex(id(self))}>"
+                f"<rl.FXRates:[{','.join(self.currencies_list[:2])},"
+                f"+{len(self.currencies_list) - 2} others] at {hex(id(self))}>"
             )
         else:
             return f"<rl.FXRates:[{','.join(self.currencies_list)}] at {hex(id(self))}>"

python/rateslib/instruments/bonds/futures.py

@@ -409,7 +409,7 @@ def dlv(
             dirty=dirty,
         )
         df["Bond"] = [
-            f"{bond.fixed_rate:,.3f}% " f"{bond.leg1.schedule.termination.strftime('%d-%m-%Y')}"
+            f"{bond.fixed_rate:,.3f}% {bond.leg1.schedule.termination.strftime('%d-%m-%Y')}"
             for bond in self.basket
         ]
         return df
@@ -483,7 +483,7 @@ def cms(
 
         data = {
             "Bond": [
-                f"{bond.fixed_rate:,.3f}% " f"{bond.leg1.schedule.termination.strftime('%d-%m-%Y')}"
+                f"{bond.fixed_rate:,.3f}% {bond.leg1.schedule.termination.strftime('%d-%m-%Y')}"
                 for bond in self.basket
             ],
         }

python/rateslib/periods.py

@@ -637,7 +637,7 @@ def _validate_float_args(
         )
     elif fixing_method_ == "rfr_lockout" and method_param_ < 1:
         raise ValueError(
-            f'`method_param` must be >0 for "rfr_lockout" `fixing_method`, ' f"got {method_param_}",
+            f'`method_param` must be >0 for "rfr_lockout" `fixing_method`, got {method_param_}',
         )
 
     spread_compound_method_: str = _drb(
@@ -1280,7 +1280,7 @@ def _rate_rfr_avg_with_spread(
         # dcf_vals = dcf_vals.set_axis(rates.index)
         if self.spread_compound_method != "none_simple":
             raise ValueError(
-                "`spread_compound` method must be 'none_simple' in an RFR averaging " "period.",
+                "`spread_compound` method must be 'none_simple' in an RFR averaging period.",
             )
         else:
             _: DualTypes = (dcf_vals * rates).sum() / dcf_vals.sum() + self.float_spread / 100
@@ -1366,8 +1366,7 @@ def _rfr_get_series_with_populated_fixings(
             elif isinstance(self.fixings, Series):
                 if not self.fixings.index.is_monotonic_increasing:  # type: ignore[attr-defined]
                     raise ValueError(
-                        "`fixings` as a Series must have a monotonically increasing "
-                        "datetimeindex.",
+                        "`fixings` as a Series must have a monotonically increasing datetimeindex.",
                     )
                 # [-2] is used because the last rfr fixing is 1 day before the end
                 fixing_rates = self.fixings.loc[obs_dates.iloc[0] : obs_dates.iloc[-2]]  # type: ignore[attr-defined, misc]

python/rateslib/solver.py

@@ -70,7 +70,7 @@ def J2(self):
         if self._J2 is None:
             if self._ad != 2:
                 raise ValueError(
-                    "Cannot perform second derivative calculations when ad mode is " f"{self._ad}.",
+                    f"Cannot perform second derivative calculations when ad mode is {self._ad}.",
                 )
 
             rates = np.array([_[0].rate(*_[1], **_[2]) for _ in self.instruments])
@@ -237,7 +237,7 @@ def J2_pre(self):
         if self._J2_pre is None:
             if self._ad != 2:
                 raise ValueError(
-                    "Cannot perform second derivative calculations when ad mode is " f"{self._ad}.",
+                    f"Cannot perform second derivative calculations when ad mode is {self._ad}.",
                 )
 
             J2 = np.zeros(shape=(self.pre_n, self.pre_n, self.pre_m))
@@ -952,8 +952,7 @@ def __init__(
         # validate `s` and `instruments` with a naive length comparison
         if len(s) != len(instruments):
             raise ValueError(
-                f"`s: {len(s)}` (rates)  must be same length as "
-                f"`instruments: {len(instruments)}`."
+                f"`s: {len(s)}` (rates)  must be same length as `instruments: {len(instruments)}`."
             )
         self.s = np.asarray(s)
 

python/tests/test_periods.py

@@ -324,7 +324,7 @@ def test_rfr_avg_method_raises(self, curve) -> None:
             fixing_method="rfr_payment_delay_avg",
             spread_compound_method="isda_compounding",
         )
-        msg = "`spread_compound` method must be 'none_simple' in an RFR averaging " "period."
+        msg = "`spread_compound` method must be 'none_simple' in an RFR averaging period."
         with pytest.raises(ValueError, match=msg):
             period.rate(curve)
 

rust/calendars/named/fed_script.py

@@ -19,7 +19,7 @@
         day=1,
         offset=DateOffset(weekday=MO(3)),
     ),
-    Holiday("US President" "s Day", month=2, day=1, offset=DateOffset(weekday=MO(3))),
+    Holiday("US Presidents Day", month=2, day=1, offset=DateOffset(weekday=MO(3))),
     # Holiday("Good Friday", month=1, day=1, offset=[Easter(), Day(-2)]),
     Holiday("US Memorial Day", month=5, day=31, offset=DateOffset(weekday=MO(-1))),
     Holiday(

rust/calendars/named/nyc_script.py

@@ -19,7 +19,7 @@
         day=1,
         offset=DateOffset(weekday=MO(3)),
     ),
-    Holiday("US President" "s Day", month=2, day=1, offset=DateOffset(weekday=MO(3))),
+    Holiday("US Presidents Day", month=2, day=1, offset=DateOffset(weekday=MO(3))),
     Holiday("Good Friday", month=1, day=1, offset=[Easter(), Day(-2)]),
     Holiday("US Memorial Day", month=5, day=31, offset=DateOffset(weekday=MO(-1))),
     Holiday(