fuggers-py

fuggers-py is a fixed-income analytics library with domain-first public modules.

Public docs: fuggers-py.readthedocs.io. Current feature readiness and the pre-1.0 stability policy are documented in docs/STATUS.md.

Status

• fuggers-py is still pre-1.0.
• The curve-fitting API is closest to the intended final shape. Use fuggers_py.curves and YieldCurve.fit(...) for the current public curve workflow.
• The broader bond, rates, funding, credit, inflation, and portfolio surfaces are substantial and tested, but they are still being simplified before 1.x.
• Volatility surfaces and parts of the runtime/integration layer are still moving and may change before 1.x.
• Backwards compatibility is not promised yet. The plan is to formalize that policy starting with the first 1.x release.

Package layout

• fuggers_py.curves: fitted curve objects and curve fitting inputs
• fuggers_py.vol_surfaces: volatility surface records and surface sources
• fuggers_py.bonds: bond instruments, quotes, pricing, risk, spreads, and YAS-style tools
• fuggers_py.rates: swaps, futures, swaptions, fixing storage, and rates pricing or risk
• fuggers_py.inflation: CPI helpers, inflation swaps, and inflation analytics
• fuggers_py.credit: CDS instruments, quotes, pricing, and bond-CDS basis analytics
• fuggers_py.funding: repo trades, repo or haircut quotes, and financing analytics
• fuggers_py.portfolio: holdings, aggregation, attribution, liquidity, ETF, stress, results
• Shared types such as Date, Currency, Price, Yield, InstrumentId, and Tenor come from the fuggers_py root

Internal implementation roots such as _core, _math, _runtime, and _storage are not public API.

See docs/SRC_STRUCTURE.md for the directory-by-directory structure under src/fuggers_py/. See docs/MODULE_REFERENCE.md for the archived module-reference note from before the public API cutover. See docs/STATUS.md for what is ready today, what is still scaffold-only, and what is expected to change before 1.x.

Quick start

from decimal import Decimal

from fuggers_py import Currency, Date, Price
from fuggers_py.bonds import FixedBondBuilder

as_of = Date.from_ymd(2026, 1, 15)
clean_price = Price.new(Decimal("99.125"), Currency.USD)
builder = FixedBondBuilder.new()

Development

Install the project in editable mode:

python -m pip install -e ".[dev,engine,examples]"

Run the test suite:

pytest -q

Build the docs locally:

python -m pip install -e ".[docs]"
make docs

The built site will be available at docs/_build/html/index.html.

Examples live under examples/ as paired research scripts and notebooks where applicable. Library code lives under src/. The test suite is split into tests/unit/, tests/integration/, and tests/contracts/.