Add code style consistency changes

src/fixedincome/bonds.py

@@ -76,7 +76,7 @@ def coupon_dates(settlement : datetime.date, maturity : datetime.date, frequency
     _coupon_dates = [maturity]
 
     # Calculate length of coupon period in months
-    coupon_period = dateutil.relativedelta.relativedelta(months=-MONTHS_IN_YEAR//frequency)
+    coupon_period = dateutil.relativedelta.relativedelta(months=-MONTHS_IN_YEAR // frequency)
 
     # Calculate coupon dates backwards from maturity to issuance
     while _coupon_dates[-1] > settlement:
@@ -183,6 +183,6 @@ def yield_(settlement : datetime.date, maturity : datetime.date, rate : float, p
     # Special case for when no remaining coupons to be paid (only principal)
     if len(_coupon_dates) <= 2:
         _day_count_factor = day_count_factor(start=issue, end=settlement, basis=basis, next_=first_interest, freq=frequency)
-        return ((redemption/100 + rate/frequency) - (_PAR/100 + (_day_count_factor * rate))) / (_PAR/100 + (_day_count_factor * rate)) * (frequency / (1 - _day_count_factor * frequency))
+        return ((redemption / 100 + rate / frequency) - (_PAR / 100 + (_day_count_factor * rate))) / (_PAR / 100 + (_day_count_factor * rate)) * (frequency / (1 - _day_count_factor * frequency))
     else: # Use optimization to identify the yield that matches quoted clean price
         return scipy.optimize.newton(func=lambda y : price(settlement=settlement, maturity=maturity, rate=rate, yld=y, redemption=redemption, frequency=frequency, basis=basis) - price_, x0=rate, tol=0.0000001, maxiter=100)

src/fixedincome/utils.py

@@ -110,9 +110,9 @@ def pv(rate_ : float, nper : int, pmt : float, fv_ : float = 0, type_ : int = 0)
     """
 
     if rate != 0:
-        _pv = -(pmt*(1 + rate_*type_)*(((1 + rate_)**nper - 1)/rate_) + fv_)/((1 + rate_)**nper)
+        _pv = -(pmt*(1 + rate_ * type_)*(((1 + rate_)**nper - 1)/rate_) + fv_)/((1 + rate_)**nper)
     else:
-        _pv = -(pmt*nper + fv_)
+        _pv = -(pmt * nper + fv_)
 
     return _pv
 
@@ -143,9 +143,9 @@ def fv(rate_ : float, nper : int, pmt : float, pv_ : float = 0, type_ : int = 0)
     """
 
     if rate_ != 0:
-        _fv = -(pv_*(1 + rate_)**nper + pmt*(1 + rate_*type_)*(((1 + rate_)**nper - 1)/rate_))
+        _fv = -(pv_ * (1 + rate_)**nper + pmt * (1 + rate_*type_) * (((1 + rate_)**nper - 1)/rate_))
     else:
-        _fv = -(pmt*nper + pv_)
+        _fv = -(pmt * nper + pv_)
 
     return _fv
 
@@ -180,7 +180,7 @@ def day_count_factor(start : datetime.date, end : datetime.date, basis : int = 0
     Returns
     -------
     float
-        The day count factor, or percentage of interest that has linearly accrued, for the interest payment period.
+        The day count factor, or percentage of annual interest that has linearly accrued, for the interest payment period.
     """
 
     # Switch calculation methodology by specified basis