39 lines
1.4 KiB
Rust
39 lines
1.4 KiB
Rust
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//! PyO3 wrappers for futures analytics.
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mod basis;
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mod curve;
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mod roll;
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mod synthetic;
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use pyo3::prelude::*;
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pub fn register(m: &Bound<'_, PyModule>) -> PyResult<()> {
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m.add_function(pyo3::wrap_pyfunction!(
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self::synthetic::synthetic_forward,
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m
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)?)?;
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m.add_function(pyo3::wrap_pyfunction!(self::synthetic::synthetic_spot, m)?)?;
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m.add_function(pyo3::wrap_pyfunction!(self::synthetic::parity_gap, m)?)?;
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m.add_function(pyo3::wrap_pyfunction!(self::basis::futures_basis, m)?)?;
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m.add_function(pyo3::wrap_pyfunction!(self::basis::annualized_basis, m)?)?;
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m.add_function(pyo3::wrap_pyfunction!(self::basis::implied_carry_rate, m)?)?;
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m.add_function(pyo3::wrap_pyfunction!(self::basis::carry_spread, m)?)?;
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m.add_function(pyo3::wrap_pyfunction!(
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self::roll::weighted_continuous_contract,
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m
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)?)?;
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m.add_function(pyo3::wrap_pyfunction!(
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self::roll::back_adjusted_continuous_contract,
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m
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)?)?;
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m.add_function(pyo3::wrap_pyfunction!(
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self::roll::ratio_adjusted_continuous_contract,
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m
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)?)?;
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m.add_function(pyo3::wrap_pyfunction!(self::roll::roll_yield, m)?)?;
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m.add_function(pyo3::wrap_pyfunction!(self::curve::calendar_spreads, m)?)?;
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m.add_function(pyo3::wrap_pyfunction!(self::curve::curve_slope, m)?)?;
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m.add_function(pyo3::wrap_pyfunction!(self::curve::curve_summary, m)?)?;
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Ok(())
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}
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