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REF: rename reference_currency as currency #677

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REF: rename reference_currency as currency #677

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8b0281f
REF: rename reference currency
attack68 Jan 30, 2025
d0052f0
Merge branch 'main' into renamearg
attack68 Feb 6, 2025
2bc2833
Merge remote-tracking branch 'origin/main' into renamearg
attack68 Feb 7, 2025
e75c9d7
..
attack68 Feb 7, 2025
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2 changes: 1 addition & 1 deletion python/rateslib/instruments/rates/multi_currency.py
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Original file line number Diff line number Diff line change
Expand Up @@ -365,7 +365,7 @@ def __init__(
self.periods = [
NonDeliverableCashflow(
notional=self.kwargs["notional"],
reference_currency=self.kwargs["pair"][0:3]
currency=self.kwargs["pair"][0:3]
if self.kwargs["pair"][0:3] != self.kwargs["currency"]
else self.kwargs["pair"][3:],
settlement_currency=self.kwargs["currency"],
Expand Down
12 changes: 6 additions & 6 deletions python/rateslib/periods/cashflow.py
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Original file line number Diff line number Diff line change
Expand Up @@ -209,7 +209,7 @@ class NonDeliverableCashflow:
notional : float, Dual, Dual2
The notional amount of the cashflow expressed in units of the ``reference_currency``,
unless ``reversed`` in which case in units of ``settlement_currency``.
reference_currency : str
currency : str
The non-deliverable reference currency (3-digit code).
settlement_currency : str
The currency of the deliverable currency (3-digit code), e.g. "usd" or "eur".
Expand Down Expand Up @@ -265,7 +265,7 @@ class NonDeliverableCashflow:

ndc = NonDeliverableCashflow(
notional=2e6, # <- this is USD amount
reference_currency="brl",
currency="brl",
settlement_currency="usd",
settlement=dt(2025, 6, 1),
fixing_date=dt(2025, 5, 29),
Expand All @@ -278,7 +278,7 @@ class NonDeliverableCashflow:
def __init__(
self,
notional: DualTypes,
reference_currency: str,
currency: str,
settlement_currency: str,
settlement: datetime,
fixing_date: datetime,
Expand All @@ -289,12 +289,12 @@ def __init__(
self.notional = notional
self.settlement = settlement
self.settlement_currency = settlement_currency.lower()
self.reference_currency = reference_currency.lower()
self.currency = currency.lower()
self.reversed = reversed
if reversed:
self.pair = f"{self.settlement_currency}{self.reference_currency}"
self.pair = f"{self.settlement_currency}{self.currency}"
else:
self.pair = f"{self.reference_currency}{self.settlement_currency}"
self.pair = f"{self.currency}{self.settlement_currency}"
self.fixing_date = fixing_date
self.fx_rate = fx_rate
self.fx_fixing = fx_fixing
Expand Down
4 changes: 2 additions & 2 deletions python/tests/test_instruments.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1949,13 +1949,13 @@ def test_construction(self) -> None:
pair="brlusd",
settlement=dt(2022, 1, 1),
)
assert ndf.periods[0].reference_currency == "brl"
assert ndf.periods[0].currency == "brl"
assert ndf.periods[0].settlement_currency == "usd"
assert ndf.periods[0].reversed is False

def test_construction_reversed(self) -> None:
ndf = NDF(pair="usdbrl", settlement=dt(2022, 1, 1), currency="usd")
assert ndf.periods[0].reference_currency == "brl"
assert ndf.periods[0].currency == "brl"
assert ndf.periods[0].settlement_currency == "usd"
assert ndf.periods[0].reversed is True

Expand Down
18 changes: 9 additions & 9 deletions python/tests/test_periods.py
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Original file line number Diff line number Diff line change
Expand Up @@ -2892,7 +2892,7 @@ def fxf_ndf(self):
def test_npv(self, fxf_ndf):
ndf = NonDeliverableCashflow(
notional=1e6,
reference_currency="brl",
currency="brl",
settlement_currency="usd",
settlement=dt(2025, 6, 1),
fixing_date=dt(2025, 5, 29),
Expand All @@ -2905,7 +2905,7 @@ def test_npv(self, fxf_ndf):
def test_npv_reversed(self, fxf_ndf):
ndf = NonDeliverableCashflow(
notional=1e6 * 0.18,
reference_currency="brl",
currency="brl",
settlement_currency="usd",
settlement=dt(2025, 6, 1),
fixing_date=dt(2025, 5, 29),
Expand All @@ -2919,7 +2919,7 @@ def test_npv_reversed(self, fxf_ndf):
def test_npv_fixing(self, fxf_ndf):
ndf = NonDeliverableCashflow(
notional=1e6,
reference_currency="brl",
currency="brl",
settlement_currency="usd",
settlement=dt(2025, 6, 1),
fixing_date=dt(2025, 5, 29),
Expand All @@ -2933,7 +2933,7 @@ def test_npv_fixing(self, fxf_ndf):
def test_rate_as_fixing(self, fxf_ndf):
ndf = NonDeliverableCashflow(
notional=1e6,
reference_currency="brl",
currency="brl",
settlement_currency="usd",
settlement=dt(2025, 6, 1),
fixing_date=dt(2025, 5, 29),
Expand All @@ -2947,7 +2947,7 @@ def test_rate_as_fixing(self, fxf_ndf):
def test_rate(self, fxf_ndf):
ndf = NonDeliverableCashflow(
notional=1e6,
reference_currency="brl",
currency="brl",
settlement_currency="usd",
settlement=dt(2025, 6, 1),
fixing_date=dt(2025, 5, 29),
Expand All @@ -2960,7 +2960,7 @@ def test_rate(self, fxf_ndf):
def test_cashflows_priced(self, fxf_ndf):
ndf = NonDeliverableCashflow(
notional=1e6,
reference_currency="brl",
currency="brl",
settlement_currency="usd",
settlement=dt(2025, 6, 1),
fixing_date=dt(2025, 5, 29),
Expand Down Expand Up @@ -2988,7 +2988,7 @@ def test_cashflows_priced(self, fxf_ndf):
def test_cashflows_no_args(self):
ndf = NonDeliverableCashflow(
notional=1e6,
reference_currency="brl",
currency="brl",
settlement_currency="usd",
settlement=dt(2025, 6, 1),
fixing_date=dt(2025, 5, 29),
Expand All @@ -3015,7 +3015,7 @@ def test_cashflows_no_args(self):
def test_analytic_delta(self):
ndf = NonDeliverableCashflow(
notional=1e6,
reference_currency="brl",
currency="brl",
settlement_currency="usd",
settlement=dt(2025, 6, 1),
fixing_date=dt(2025, 5, 29),
Expand All @@ -3027,7 +3027,7 @@ def test_analytic_delta(self):
def test_cashflow_raises(self, fxf_ndf):
ndf = NonDeliverableCashflow(
notional=1e6,
reference_currency="brl",
currency="brl",
settlement_currency="usd",
settlement=dt(2025, 6, 1),
fixing_date=dt(2025, 5, 29),
Expand Down
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