IRSs and XCSs Trader (Swedbank, Nordea, Barclays).
Author.
Core dev team volunteer (Pandas).
- Stockholm, Sweden
-
03:15
- 2h ahead - https://rateslib.com
2,097 contributions in the last year
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Contribution activity
August 2025
Created 17 commits in 3 repositories
Created a pull request in pyodide/pyodide-recipes that received 2 comments
Opened 18 other pull requests in 1 repository
attack68/rateslib
18
merged
-
REF: make all
cashflow
method not property as ABC method (#106)This contribution was made on Aug 17 -
ENH: add
NonDeliverableFixedLeg
(#105)This contribution was made on Aug 16 -
DOC: rust doc tests (#104)
This contribution was made on Aug 16
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REF: payment_lag_exchange to Schedule (#100)
This contribution was made on Aug 16
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ENH: NZD GB bond conventions (#102)
This contribution was made on Aug 16
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ENH: add additional payment adjusters (#99)
This contribution was made on Aug 15
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ENH: custom Amortization (#97)
This contribution was made on Aug 13
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ENH: add a
reverse
toAdjuster
(#96)This contribution was made on Aug 12 -
RLS: 2.1.1
This contribution was made on Aug 12
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PERF: simple py-only dcf (#95)
This contribution was made on Aug 10
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DOC:
Convention
cleanupThis contribution was made on Aug 10 -
REF: implement
Convention
in Rust and port Python objects to use itThis contribution was made on Aug 8 -
REF: add
adjuster
attribute toBasePeriod
from accrual schedule…This contribution was made on Aug 6 -
REF: all *Leg* objects send
Freqeuncy
directly to anyBasePeriod
…This contribution was made on Aug 6 -
REF: Periods with
Frequency
instead of str (#87)This contribution was made on Aug 5 -
REF: convert all
Leg
arguments to aSchedule
(#86)This contribution was made on Aug 5 -
DOC: bond convention improvements
This contribution was made on Aug 4
-
BUG: Frequency integrates with other objects (#83)
This contribution was made on Aug 2
Created an issue in PyO3/pyo3 that received 1 comment
DOC: hash
requires eq
and frozen
My enum was properly specified deriving all the correct traits, however it took a lot of digging (see #4206) to understand the mis-directional rust…
1
comment
Opened 3 other issues in 1 repository
attack68/rateslib
2
open
1
closed
-
BUG: IBOR rate method does not account for EOM
This contribution was made on Aug 22
-
BUG:
XCS
leg2 does not handleAmortization
in combination with FX settingThis contribution was made on Aug 13 -
DEPR: some string inputs for
get_imm
next_imm
This contribution was made on Aug 1
61
contributions
in private repositories
Aug 1 – Aug 18