

November 2025 RiVaPy focused on stabilizing the test base, delivering a meaningful capability expansion with TBS, and improving project hygiene, documentation, and test infrastructure. Key reliability improvements were paired with a new curve extension capability, enabling faster iteration and broader usage of TBS-based curves.
November 2025 RiVaPy focused on stabilizing the test base, delivering a meaningful capability expansion with TBS, and improving project hygiene, documentation, and test infrastructure. Key reliability improvements were paired with a new curve extension capability, enabling faster iteration and broader usage of TBS-based curves.
Month: 2025-10 – RiVaPy development focused on expanding pricing capabilities, improving performance, and strengthening observability. Highlights include centralized logging across modules and test setup, refinements to OIS specification and pricing with an analytical fair_swap_rate method that reduces runtime, integration of Basis and Tenor Basis Swaps into bootstrapper for more accurate curve generation, addition of Hagan interpolation for forward rates and discount factors, and targeted code quality improvements and unit tests for find_bracket.
Month: 2025-10 – RiVaPy development focused on expanding pricing capabilities, improving performance, and strengthening observability. Highlights include centralized logging across modules and test setup, refinements to OIS specification and pricing with an analytical fair_swap_rate method that reduces runtime, integration of Basis and Tenor Basis Swaps into bootstrapper for more accurate curve generation, addition of Hagan interpolation for forward rates and discount factors, and targeted code quality improvements and unit tests for find_bracket.
September 2025 (RiVaPy) focused on strengthening bootstrap reliability, expanding test coverage, and validating pricing/instrument flows to reduce regression risk and accelerate safe deployments. Key improvements included broadened bootstrapping tests (OIS and multicurve), comprehensive instrument initialization and automatic reader tests, integration of auto-specifications into bootstrapping tests, and targeted bootstrapper/default-argument fixes that prevent regressions. A core refactor moved NotionalStructure and CashFlow into a shared components module, improving maintainability and test clarity. These efforts deliver measurable business value by increasing confidence in curve construction, instrument pricing, and end‑to‑end validation.
September 2025 (RiVaPy) focused on strengthening bootstrap reliability, expanding test coverage, and validating pricing/instrument flows to reduce regression risk and accelerate safe deployments. Key improvements included broadened bootstrapping tests (OIS and multicurve), comprehensive instrument initialization and automatic reader tests, integration of auto-specifications into bootstrapping tests, and targeted bootstrapper/default-argument fixes that prevent regressions. A core refactor moved NotionalStructure and CashFlow into a shared components module, improving maintainability and test clarity. These efforts deliver measurable business value by increasing confidence in curve construction, instrument pricing, and end‑to‑end validation.
Month 2025-08: Concise monthly summary for RiVaPy focusing on CI/CD improvements, documentation, and advanced interest rate modeling capabilities.
Month 2025-08: Concise monthly summary for RiVaPy focusing on CI/CD improvements, documentation, and advanced interest rate modeling capabilities.
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