ENH: add BondFuture spec examples

docs/source/i_whatsnew.rst

@@ -35,7 +35,10 @@ email contact, see `rateslib <https://rateslib.com>`_.
      - Add ``calc_mode`` *'eurex_eur'* for :class:`~rateslib.instruments.BondFuture`.
        (`699 <https://github.com/attack68/rateslib/pull/699>`_)
    * - Instruments
-     - Add ``spec`` argument for :class:`~rateslib.instruments.BondFuture`.
+     - Add ``spec`` argument for :class:`~rateslib.instruments.BondFuture`, and some CME treasury futures and EUREX
+       bond future default specifications. This has also refactored the *BondFuture* attributes into a ``kwargs``
+       dict instead of being directly accessible on the object. This may affect existing code that relies on these
+       attributes.
        (`700 <https://github.com/attack68/rateslib/pull/700>`_)
    * - Refactor
      - Rename :class:`~rateslib.instruments.BaseMixin` to :class:`~rateslib.instruments.Metrics`.

docs/source/spec/bondfuture.rst

@@ -0,0 +1,125 @@
+.. ipython:: python
+   :suppress:
+
+   from rateslib import *
+
+**************
+BondFuture
+**************
+
+USD
+****
+
+CME Treasury Futures
+---------------------
+
+.. _spec-us-gb-2y:
+
+**2-year**
+
+.. ipython:: python
+
+   defaults.spec["us_gb_2y"]
+   BondFuture(spec="us_gb_2y", delivery=(dt(2000, 3, 1), dt(2000, 3, 31))).kwargs
+
+.. _spec-us-gb-3y:
+
+**3-year**
+
+.. ipython:: python
+
+   defaults.spec["us_gb_3y"]
+   BondFuture(spec="us_gb_3y", delivery=(dt(2000, 3, 1), dt(2000, 3, 31))).kwargs
+
+.. _spec-us-gb-5y:
+
+**5-year**
+
+.. ipython:: python
+
+   defaults.spec["us_gb_5y"]
+   BondFuture(spec="us_gb_5y", delivery=(dt(2000, 3, 1), dt(2000, 3, 31))).kwargs
+
+.. _spec-us-gb-10y:
+
+**10-year**
+
+.. ipython:: python
+
+   defaults.spec["us_gb_10y"]
+   BondFuture(spec="us_gb_10y", delivery=(dt(2000, 3, 1), dt(2000, 3, 31))).kwargs
+
+.. _spec-us-gb-30y:
+
+**30-year**
+
+.. ipython:: python
+
+   defaults.spec["us_gb_30y"]
+   BondFuture(spec="us_gb_30y", delivery=(dt(2000, 3, 1), dt(2000, 3, 31))).kwargs
+
+EUR
+********
+
+.. _spec-de-gb-2y:
+
+**Eurex Schatz**
+
+.. ipython:: python
+
+   defaults.spec["de_gb_2y"]
+   BondFuture(spec="de_gb_2y", delivery=dt(2000, 3, 10)).kwargs
+
+.. _spec-de-gb-5y:
+
+**Eurex Bobl**
+
+.. ipython:: python
+
+   defaults.spec["de_gb_5y"]
+   BondFuture(spec="de_gb_5y", delivery=dt(2000, 3, 10)).kwargs
+
+.. _spec-de-gb-10y:
+
+**Eurex Bund**
+
+.. ipython:: python
+
+   defaults.spec["de_gb_10y"]
+   BondFuture(spec="de_gb_10y", delivery=dt(2000, 3, 10)).kwargs
+
+.. _spec-de-gb-30y:
+
+**Eurex Buxl**
+
+.. ipython:: python
+
+   defaults.spec["de_gb_30y"]
+   BondFuture(spec="de_gb_30y", delivery=dt(2000, 3, 10)).kwargs
+
+.. _spec-fr-gb-5y:
+
+**Eurex OAT 5y**
+
+.. ipython:: python
+
+   defaults.spec["fr_gb_5y"]
+   BondFuture(spec="fr_gb_5y", delivery=dt(2000, 3, 10)).kwargs
+
+.. _spec-fr-gb-10y:
+
+**Eurex OAT 10y**
+
+.. ipython:: python
+
+   defaults.spec["fr_gb_10y"]
+   BondFuture(spec="fr_gb_10y", delivery=dt(2000, 3, 10)).kwargs
+
+.. _spec-sp-gb-10y:
+
+**Eurex BONO**
+
+.. ipython:: python
+
+   defaults.spec["sp_gb_10y"]
+   BondFuture(spec="sp_gb_10y", delivery=dt(2000, 3, 10)).kwargs

docs/source/u_defaults.rst

@@ -208,56 +208,67 @@ a host of arguments will be pre-populated. The table below outlines all of the e
      - Bill
      - IndexFixedRateBond
      - FloatRateNote
+     - BondFuture
    * - USD
      - :ref:`us_gb <spec-us-gb>`, :ref:`us_gb_tsy <spec-us-gb>`
      - :ref:`us_gbb <spec-usd-gbb>`
      -
      -
+     - :ref:`us_gb_2y <spec-us-gb-2y>` :ref:`us_gb_3y <spec-us-gb-3y>` :ref:`us_gb_5y <spec-us-gb-5y>`:ref:`us_gb_10y <spec-us-gb-10y>`:ref:`us_gb_30y <spec-us-gb-30y>`
    * - EUR
      - :ref:`de_gb <spec-de-gb>`, :ref:`fr_gb <spec-fr-gb>`, :ref:`it_gb <spec-it-gb>`, :ref:`nl_gb <spec-nl-gb>`
      -
      -
      -
+     - :ref:`de_gb_2y <spec-de-gb-2y>`, :ref:`de_gb_5y <spec-de-gb-5y>`, :ref:`de_gb_10y <spec-de-gb-10y>`, :ref:`de_gb_30y <spec-de-gb-30y>`, :ref:`fr_gb_5y <spec-fr-gb-5y>`, :ref:`fr_gb_10y <spec-fr-gb-10y>`, :ref:`sp_gb_10y <spec-sp-gb-10y>`
    * - GBP
      - :ref:`uk_gb <spec-uk-gb>`
      - :ref:`uk_gbb <spec-uk-gbb>`
      -
      -
+     -
    * - CHF
      -
      -
      -
      -
+     -
    * - SEK
      - :ref:`se_gb <spec-se-gb>`
      - :ref:`se_gbb <spec-se-gbb>`
      -
      -
+     -
    * - NOK
      - :ref:`no_gb <spec-no-gb>`
      -
      -
      -
+     -
    * - CAD
      - :ref:`ca_gb <spec-ca-gb>`
      -
      -
      -
+     -
    * - JPY
      -
      -
      -
      -
+     -
    * - AUD
      -
      -
      -
      -
+     -
    * - NZD
      -
      -
      -
      -
+     -
 
 
 .. toctree::
@@ -272,6 +283,7 @@ a host of arguments will be pre-populated. The table below outlines all of the e
     spec/sbs.rst
     spec/fra.rst
     spec/fixedratebond.rst
+    spec/bondfuture.rst
     spec/bill.rst
     spec/stir.rst
     spec/zcis.rst