0005. Pricing Package Refactor

Status

Accepted, amended to remove pricing from the core msm import package.

Context

The migrated SDK package originally exposed pricing-related code under:

msm.instruments

That package contained more than instrument definitions. It also contained pricing models, curve/index registration, market-data interfaces, interest-rate ETL helpers, QuantLib codecs, and Streamlit pricing forms.

The old nested path also produced awkward imports such as:

from msm.instruments.instruments import FixedRateBond
from msm.instruments.pricing_models import get_index

Decision

Rename the package to a separate import root:

msm_pricing

Use these subpackages:

msm_pricing.instruments
msm_pricing.models
msm_pricing.pricing_engine
msm_pricing.data_interface
msm_pricing.data_nodes
msm_pricing.streamlit

The old pricing_models package is renamed to pricing_engine. The msm_pricing.models package follows the same convention as core msm.models and is reserved for SQLAlchemy MetaTable declarations.

The old nested instruments/instruments package is lifted to pricing/instruments.

Consequences

Public imports should use msm_pricing. No compatibility module for the old import root is kept; pricing is intentionally outside core msm.

Examples:

from msm_pricing.instruments import FixedRateBond
from msm_pricing.pricing_engine import get_index

The optional dependency extras are renamed from instruments to pricing, and from instruments-streamlit to pricing-streamlit. Core ms-markets does not depend on QuantLib; users install ms-markets[pricing] when they need pricing capabilities.