Fixed spd rename issue

Author: domokane

.pylintrc

@@ -12,6 +12,8 @@ disable=
     C0114,  # missing-module-docstring
     C0115,  # missing-class-docstring
     C0116,  # missing-function-docstring
+    C0411,  # wrong-import-order (instead of old E0411)
+    C0413,  # wrong-import-position (instead of old E0413)
     R0902,  # too-many-instance-attributes (common in product models)
     R0913,  # too-many-arguments (pricers/calibrators often need them)
     R0914,  # too-many-locals (numerical routines)
@@ -20,10 +22,7 @@ disable=
     W0511,  # fixme (we allow TODO notes, use pre-commit to gate later)
     W1203,  # logging-fstring-interpolation (we prefer f-strings)
     E1136,  # unsubscriptable-object (often false-positive with numpy)
-#    E1101,  # no-member (NumPy/Numba dynamic attrs)
     E0401,  # unable to import
-    E0411,  # unable to import in some order
-    E0413,  # unable to import in some order
 
 enable=
     unused-import,
@@ -43,15 +42,27 @@ max-module-lines=4000
 indent-string='    '
 
 [BASIC]
-good-names=i,j,k,m,n,t,x,y,z,dt,df,pv,dv01,ir,fx,np,va,vc,mu,sigma,qr
+good-names =
+    i, j, k, n, m, t, x, y, z, r, q, p,
+    df, pv, fv, fx, npv, irr,
+    dt, dr, dv, dx,
+    mu, sigma, lam, va, vc, dv01
+    X, Y, Z,
+    s, S, K,
+    u, v, w,
+    __version__
+
 bad-names=foo,bar,baz
-variable-rgx=^[a-z_][a-z0-9_]*$
-argument-rgx=^[a-z_][a-z0-9_]*$
-attr-rgx=^[a-z_][a-z0-9_]*$
-method-rgx=^(test_.+|[a-z_][a-z0-9_]*)$
-function-rgx=^(test_.+|[a-z_][a-z0-9_]*)$
-class-rgx=^[A-Z][a-zA-Z0-9]+$
-const-rgx=^(_?[A-Z][A-Z0-9_]*|k[A-Z][A-Za-z0-9]+)$
+
+# Regexes for naming style checks (keep defaults except constants)
+argument-rgx=[a-z_][a-z0-9_]{0,30}$
+attr-rgx=[a-z_][a-z0-9_]{0,30}$
+class-rgx=[A-Z_][a-zA-Z0-9]+$
+const-rgx=^(_?[A-Z][A-Z0-9_]*|__version__)$
+function-rgx=[a-z_][a-z0-9_]{2,30}$
+method-rgx=[a-z_][a-z0-9_]{2,30}$
+module-rgx=(([a-z_][a-z0-9_]*)|([A-Z][a-zA-Z0-9]+))$
+variable-rgx=[a-z_][a-z0-9_]{0,30}$
 
 [TYPECHECK]
 generated-members=numpy.*,np.*,pandas.*,pd.*

financepy/products/credit/cds_index_portfolio.py

@@ -89,7 +89,7 @@ def intrinsic_prot_leg_pv(self, value_dt, step_in_dt, maturity_dt, issuer_curves
 
     ####################################################################################
 
-    def intrinsic_spd(self, value_dt, step_in_dt, maturity_dt, issuer_curves):
+    def intrinsic_spread(self, value_dt, step_in_dt, maturity_dt, issuer_curves):
         """Calculation of the intrinsic spd of the CDS portfolio as the one
         which would make the value of the protection legs equal to the value of
         the premium legs if all premium legs paid the same spd."""
@@ -108,7 +108,7 @@ def intrinsic_spd(self, value_dt, step_in_dt, maturity_dt, issuer_curves):
 
     ####################################################################################
 
-    def average_spd(self, value_dt, step_in_dt, maturity_dt, issuer_curves):
+    def average_spread(self, value_dt, step_in_dt, maturity_dt, issuer_curves):
         """Calculates the average par CDS spd of the CDS portfolio."""
 
         num_credits = len(issuer_curves)
@@ -126,7 +126,7 @@ def average_spd(self, value_dt, step_in_dt, maturity_dt, issuer_curves):
 
     ####################################################################################
 
-    def total_spd(self, value_dt, step_in_dt, maturity_dt, issuer_curves):
+    def total_spread(self, value_dt, step_in_dt, maturity_dt, issuer_curves):
         """Calculates the total CDS spd of the CDS portfolio by summing
         over all of the issuers and adding the spd with no weights."""
 
@@ -144,7 +144,7 @@ def total_spd(self, value_dt, step_in_dt, maturity_dt, issuer_curves):
 
     ####################################################################################
 
-    def min_spd(self, value_dt, step_in_dt, maturity_dt, issuer_curves):
+    def min_spread(self, value_dt, step_in_dt, maturity_dt, issuer_curves):
         """Calculates the minimum par CDS spd across all of the issuers in
         the CDS portfolio."""
 
@@ -168,7 +168,7 @@ def min_spd(self, value_dt, step_in_dt, maturity_dt, issuer_curves):
 
     ####################################################################################
 
-    def max_spd(self, value_dt, step_in_dt, maturity_dt, issuer_curves):
+    def max_spread(self, value_dt, step_in_dt, maturity_dt, issuer_curves):
         """Calculates the maximum par CDS spd across all of the issuers in
         the CDS portfolio."""
 

financepy/utils/date_format.py

@@ -25,37 +25,23 @@ class DateFormatTypes(Enum):
 ########################################################################################
 
 # Private module-level variable to hold current global date format
-_date_format: DateFormatTypes = DateFormatTypes.UK_LONG
+G_DATE_TYPE_FORMAT: DateFormatTypes = DateFormatTypes.UK_LONG
 
 ########################################################################################
 
 
-def set_date_format(format_type: DateFormatTypes):
-    """
-    Set the current global date format type.
-
-    Parameters
-    ----------
-    format_type : DateFormatTypes
-        The new date format to set globally.
-    """
-    global _date_format
-    _date_format = format_type
+def set_date_format(fmt: str) -> None:
+    """Set the global date format."""
+    global G_DATE_TYPE_FORMAT
+    G_DATE_TYPE_FORMAT = fmt
 
 
 ########################################################################################
 
 
-def get_date_format() -> DateFormatTypes:
-    """
-    Get the current global date format type.
-
-    Returns
-    -------
-    DateFormatTypes
-        The currently set global date format.
-    """
-    return _date_format
+def get_date_format() -> str:
+    """Return the current global date format."""
+    return G_DATE_TYPE_FORMAT
 
 
 ########################################################################################
@@ -64,3 +50,6 @@ def get_date_format() -> DateFormatTypes:
 def print_date_format():
     global G_DATE_TYPE_FORMAT
     print("TEST TYPE", G_DATE_TYPE_FORMAT)
+
+
+########################################################################################

golden_tests/TestFinCDSIndexAdjustSpreads.py

@@ -200,7 +200,7 @@ def test_cds_index_adjust_spreads():
     start = time.time()
 
     index_portfolio = CDSIndexPortfolio()
-    adjusted_issuer_curves = index_portfolio.spread_adjust_intrinsic(
+    adjusted_issuer_curves = index_portfolio.spd_adjust_intrinsic(
         value_dt,
         issuer_curves,
         index_cpns,

golden_tests/TestFinCDSIndexOption.py

@@ -234,7 +234,7 @@ def test_dirty_price_cds_index_option():
 
             test_cases.print(
                 elapsed,
-                strike,
+                strike_bps,
                 index,
                 v_pay_1,
                 v_rec_1,