TYP: refactor directories

pyproject.toml

@@ -153,8 +153,9 @@ exclude = [
     "/instruments/bonds/securities.py",
     "/instruments/fx_volatility.py",
     "/instruments/generics.py",
-    "/instruments/rates_derivatives.py",
-    "/instruments/rates_multi_ccy.py",
+    "/instruments/rates/inflation.py",
+    "/instruments/rates/multi_currency.py",
+    "/instruments/rates/single_currency.py",
     "solver.py",
 ]
 strict = true

python/rateslib/instruments/__init__.py

@@ -23,19 +23,17 @@
     FXStrangle,
 )
 from rateslib.instruments.generics import Fly, Portfolio, Spread, Value, VolValue
-from rateslib.instruments.rates_derivatives import (
+from rateslib.instruments.rates import (
     FRA,
     IIRS,
     IRS,
     SBS,
+    XCS,
     ZCIS,
     ZCS,
-    STIRFuture,
-)
-from rateslib.instruments.rates_multi_ccy import (
-    XCS,
     FXExchange,
     FXSwap,
+    STIRFuture,
 )
 from rateslib.instruments.sensitivities import Sensitivities
 

python/rateslib/instruments/base.py

@@ -351,8 +351,8 @@ def npv(
             base,
             self.leg1.currency,
         )
-        leg1_npv: NPV = self.leg1.npv(curves_[0], curves_[1], fx_, base_, local)  # type: ignore[arg-type]
-        leg2_npv: NPV = self.leg2.npv(curves_[2], curves_[3], fx_, base_, local)  # type: ignore[arg-type]
+        leg1_npv: NPV = self.leg1.npv(curves_[0], curves_[1], fx_, base_, local)
+        leg2_npv: NPV = self.leg2.npv(curves_[2], curves_[3], fx_, base_, local)
         if local:
             return {
                 k: leg1_npv.get(k, 0) + leg2_npv.get(k, 0)  # type: ignore[union-attr]

python/rateslib/instruments/bonds/futures.py

@@ -914,7 +914,7 @@ def rate(
         else:  # metric == "ytm":
             return self.basket[ctd_index].ytm(future_price * self.cfs[ctd_index], f_settlement)
 
-    def npv(  # type: ignore[override]
+    def npv(
         self,
         curves: Curves = NoInput(0),
         solver: Solver | NoInput = NoInput(0),

python/rateslib/instruments/credit/derivatives.py

@@ -111,7 +111,7 @@ def analytic_rec_risk(self, *args: Any, **kwargs: Any) -> DualTypes:
         """
         return self.leg2.analytic_rec_risk(*args, **kwargs)
 
-    def npv(  # type: ignore[override]
+    def npv(
         self,
         curves: Curves = NoInput(0),
         solver: Solver | NoInput = NoInput(0),
@@ -174,7 +174,7 @@ def rate(
         leg2_npv: DualTypes = self.leg2.npv(curves_[2], curves_[3], local=False)  # type: ignore[assignment]
         return self.leg1._spread(-leg2_npv, curves_[0], curves_[1]) * 0.01
 
-    def cashflows(  # type: ignore[override]
+    def cashflows(
         self,
         curves: Curves = NoInput(0),
         solver: Solver | NoInput = NoInput(0),

python/rateslib/instruments/rates/__init__.py

@@ -0,0 +1,5 @@
+from rateslib.instruments.rates.inflation import IIRS, ZCIS
+from rateslib.instruments.rates.multi_currency import XCS, FXExchange, FXSwap
+from rateslib.instruments.rates.single_currency import FRA, IRS, SBS, ZCS, STIRFuture
+
+__all__ = ["ZCIS", "IIRS", "SBS", "FRA", "IRS", "ZCS", "STIRFuture", "XCS", "FXExchange", "FXSwap"]