REF: restructure instruments (#401)

docs/source/c_solver.rst

@@ -5,8 +5,7 @@
 
    import warnings
    warnings.filterwarnings('always')
-   from rateslib.solver import *
-   from rateslib.instruments import *
+   from rateslib import *
    import matplotlib.pyplot as plt
    from datetime import datetime as dt
    import numpy as np
@@ -130,8 +129,7 @@ the optimizer will update the curves.
 
 .. plot::
 
-   from rateslib.curves import *
-   from rateslib.instruments import *
+   from rateslib import *
    import matplotlib.pyplot as plt
    from datetime import datetime as dt
    import numpy as np
@@ -190,8 +188,7 @@ calibrated.
 
 .. plot::
 
-   from rateslib.curves import *
-   from rateslib.instruments import *
+   from rateslib import *
    import matplotlib.pyplot as plt
    from datetime import datetime as dt
    import numpy as np
@@ -389,8 +386,7 @@ example we establish a new cash-collateral discount curve and use
 
 .. plot::
 
-   from rateslib.curves import *
-   from rateslib.instruments import *
+   from rateslib import *
    import matplotlib.pyplot as plt
    from datetime import datetime as dt
    import numpy as np
@@ -562,8 +558,7 @@ We can plot all five curves defined above by the 3 fundamental curves,
 
 .. plot::
 
-   from rateslib.curves import *
-   from rateslib.instruments import *
+   from rateslib import *
    import matplotlib.pyplot as plt
    from datetime import datetime as dt
    import numpy as np
@@ -594,8 +589,7 @@ We can plot all five curves defined above by the 3 fundamental curves,
 
 .. plot::
 
-   from rateslib.curves import *
-   from rateslib.instruments import *
+   from rateslib import *
    import matplotlib.pyplot as plt
    from datetime import datetime as dt
    import numpy as np

docs/source/e_securities.rst

@@ -20,6 +20,7 @@ for example.
    :parts: 1
 
 .. autosummary::
+   rateslib.instruments.BondConvention
    rateslib.instruments.FixedRateBond
    rateslib.instruments.FloatRateNote
    rateslib.instruments.Bill

docs/source/i_api.rst

@@ -260,46 +260,6 @@ Instruments
    :no-heading:
    :inherited-members:
    :no-inheritance-diagram:
-   :skip: NoInput
-   :skip: IndexCurve
-   :skip: IndexFixedLeg
-   :skip: IndexMixin
-   :skip: ZeroIndexLeg
-   :skip: forward_fx
-   :skip: abstractmethod
-   :skip: add_tenor
-   :skip: concat
-   :skip: dcf
-   :skip: get_calendar
-   :skip: index_left
-   :skip: ABCMeta
-   :skip: Curve
-   :skip: CustomBusinessDay
-   :skip: MultiIndex
-   :skip: DataFrame
-   :skip: Dual
-   :skip: Dual2
-   :skip: FXRates
-   :skip: FXForwards
-   :skip: Series
-   :skip: datetime
-   :skip: Cashflow
-   :skip: FloatPeriod
-   :skip: FixedLeg
-   :skip: FixedLegMtm
-   :skip: FloatLeg
-   :skip: FloatLegMtm
-   :skip: ZeroFloatLeg
-   :skip: LineCurve
-   :skip: Solver
-   :skip: ZeroFixedLeg
-   :skip: forward_fx
-   :skip: partial
-   :skip: timedelta
-   :skip: FXCallPeriod
-   :skip: FXDeltaVolSmile
-   :skip: FXDeltaVolSurface
-   :skip: FXPutPeriod
 
 Class Inheritance Diagram
 --------------------------

python/rateslib/instruments.py → python/rateslib/instruments/__init__.py

@@ -1,5 +1,12 @@
 # Sphinx substitutions
 
+"""
+.. ipython:: python
+   :suppress:
+
+   from rateslib import *
+"""
+
 from __future__ import annotations
 
 import abc
@@ -16,7 +23,6 @@
 from pandas.tseries.offsets import CustomBusinessDay
 
 from rateslib import defaults
-from rateslib.bonds import _BondConventions
 from rateslib.calendars import (
     _get_fx_expiry_and_delivery,
     _get_years_and_months,
@@ -29,6 +35,7 @@
 from rateslib.dual import Dual, Dual2, DualTypes, dual_log, gradient
 from rateslib.fx import FXForwards, FXRates, forward_fx
 from rateslib.fx_volatility import FXDeltaVolSmile, FXDeltaVolSurface, FXVolObj
+from rateslib.instruments.bonds import _BondConventions
 from rateslib.legs import (
     FixedLeg,
     FixedLegMtm,
@@ -4867,7 +4874,7 @@ def gamma(self, *args, **kwargs):
 
 class BaseDerivative(Sensitivities, BaseMixin, metaclass=ABCMeta):
     """
-    Abstract base class with common parameters for many ``Derivative`` subclasses.
+    Abstract base class with common parameters for many *Derivative* subclasses.
 
     Parameters
     ----------
@@ -6859,8 +6866,8 @@ def spread(self, *args, **kwargs):
 
 class FRA(Sensitivities, BaseMixin):
     """
-    Create a forward rate agreement composing single period :class:`~rateslib.periods.FixedLeg`
-    and :class:`~rateslib.periods.FloatLeg` valued in a customised manner.
+    Create a forward rate agreement composing single period :class:`~rateslib.legs.FixedLeg`
+    and :class:`~rateslib.legs.FloatLeg` valued in a customised manner.
 
     Parameters
     ----------
@@ -10428,3 +10435,39 @@ def _upper(val: str | NoInput):
     if isinstance(val, str):
         return val.upper()
     return val
+
+
+__all__ = [
+    "BaseDerivative",
+    "BaseMixin",
+    "Bill",
+    "BondMixin",
+    "BondFuture",
+    "FRA",
+    "FXBrokerFly",
+    "FXCall",
+    "FXExchange",
+    "FXOption",
+    "FXOptionStrat",
+    "FXPut",
+    "FXRiskReversal",
+    "FXStraddle",
+    "FXStrangle",
+    "FXSwap",
+    "FixedRateBond",
+    "FloatRateNote",
+    "Fly",
+    "IIRS",
+    "IRS",
+    "IndexFixedRateBond",
+    "Portfolio",
+    "SBS",
+    "STIRFuture",
+    "Sensitivities",
+    "Spread",
+    "Value",
+    "VolValue",
+    "XCS",
+    "ZCIS",
+    "ZCS",
+]