From 5d0721f22cb57b2ac38b47ec566e8c87f4be6de6 Mon Sep 17 00:00:00 2001 From: JHM Darbyshire <24256554+attack68@users.noreply.github.com> Date: Wed, 25 Feb 2026 14:33:15 +0100 Subject: [PATCH] CLN: timezone (#321) Co-authored-by: JHM Darbyshire (M1) (cherry picked from commit 5cba1402c248efc01597a357a2e04591eb3233ac) --- python/rateslib/volatility/ir/utils.py | 4 ++-- python/rateslib/volatility/utils.py | 5 ++--- 2 files changed, 4 insertions(+), 5 deletions(-) diff --git a/python/rateslib/volatility/ir/utils.py b/python/rateslib/volatility/ir/utils.py index bcd814f1..f009d9a1 100644 --- a/python/rateslib/volatility/ir/utils.py +++ b/python/rateslib/volatility/ir/utils.py @@ -13,13 +13,12 @@ from __future__ import annotations # type hinting from dataclasses import dataclass -from datetime import datetime +from datetime import datetime, timezone from functools import cached_property from typing import TYPE_CHECKING, NamedTuple import numpy as np from pandas import Series -from pytz import UTC from rateslib.data.fixings import IRSFixing, _get_irs_series from rateslib.dual import ( @@ -37,6 +36,7 @@ datetime_, ) +UTC = timezone.utc class _IRVolPricingParams(NamedTuple): vol: DualTypes # Black Shifted Vol diff --git a/python/rateslib/volatility/utils.py b/python/rateslib/volatility/utils.py index 0c00ea1f..7e0ee98c 100644 --- a/python/rateslib/volatility/utils.py +++ b/python/rateslib/volatility/utils.py @@ -13,11 +13,10 @@ from __future__ import annotations # type hinting from dataclasses import dataclass -from datetime import datetime, timedelta +from datetime import datetime, timedelta, timezone from typing import TYPE_CHECKING, TypeAlias from pandas import Series -from pytz import UTC from rateslib.dual import ( Dual, @@ -45,7 +44,7 @@ DualTypes: TypeAlias = "float | Dual | Dual2 | Variable" # if not defined causes _WithCache failure TERMINAL_DATE = datetime(2100, 1, 1) - +UTC = timezone.utc @dataclass(frozen=True) class _SabrSmileNodes: