optPricing 2.0.0__tar.gz → 2.0.3__tar.gz

{optpricing-2.0.0/src/optPricing.egg-info → optpricing-2.0.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: optPricing
-Version: 2.0.0
+Version: 2.0.3
 Summary: A financial options pricing and analysis library.
 Author-email: Diljit Singh <first_last22@google.com>
 License: # MIT LICENSE
@@ -21,34 +21,34 @@ Classifier: Topic :: Office/Business :: Financial :: Investment
 Requires-Python: >=3.10
 Description-Content-Type: text/markdown
 License-File: LICENSE
-Requires-Dist: numpy==2.2.5
-Requires-Dist: scipy==1.15.2
-Requires-Dist: pandas==2.2.3
-Requires-Dist: numba==0.61.2
-Requires-Dist: pyyaml==6.0.2
-Requires-Dist: polygon-api-client==1.14.6
-Requires-Dist: typer==0.15.2
-Provides-Extra: app
-Requires-Dist: streamlit==1.45.1; extra == "app"
-Requires-Dist: matplotlib==3.10.1; extra == "app"
-Requires-Dist: plotly==6.1.2; extra == "app"
-Requires-Dist: yfinance==0.2.63; extra == "app"
-Requires-Dist: tabulate==0.9.0; extra == "app"
+Requires-Dist: numpy~=2.2.5
+Requires-Dist: scipy~=1.15.2
+Requires-Dist: pandas~=2.2.3
+Requires-Dist: numba~=0.61.2
+Requires-Dist: pyyaml~=6.0.2
+Requires-Dist: click~=8.1
+Requires-Dist: polygon-api-client~=1.14.6
+Requires-Dist: typer~=0.15.2
+Requires-Dist: streamlit~=1.45.1
+Requires-Dist: matplotlib~=3.10.1
+Requires-Dist: plotly~=6.1.2
+Requires-Dist: yfinance~=0.2.63
+Requires-Dist: tabulate~=0.9.0
 Provides-Extra: dev
-Requires-Dist: pytest==8.3.5; extra == "dev"
-Requires-Dist: pytest-cov==6.2.1; extra == "dev"
-Requires-Dist: ruff==0.11.6; extra == "dev"
-Requires-Dist: mkdocs==1.6.1; extra == "dev"
-Requires-Dist: mkdocs-material==9.6.14; extra == "dev"
-Requires-Dist: mkdocstrings[python]==0.29.1; extra == "dev"
-Requires-Dist: mkdocs-section-index==0.3.10; extra == "dev"
-Requires-Dist: line_profiler==4.2.0; extra == "dev"
+Requires-Dist: pytest; extra == "dev"
+Requires-Dist: pytest-cov; extra == "dev"
+Requires-Dist: ruff; extra == "dev"
+Requires-Dist: mkdocs; extra == "dev"
+Requires-Dist: mkdocs-material; extra == "dev"
+Requires-Dist: mkdocstrings[python]; extra == "dev"
+Requires-Dist: mkdocs-section-index; extra == "dev"
+Requires-Dist: line_profiler; extra == "dev"
 Dynamic: license-file
 
 # QuantFin
 
 [![CI/CD](https://github.com/diljit22/quantfin/actions/workflows/ci.yml/badge.svg)](https://github.com/diljit22/quantfin/actions/workflows/ci.yml)
-[![PyPI Version](https://badge.fury.io/py/quantfin.svg)](https://pypi.org/project/quantfin/)
+[![PyPI Version](https://badge.fury.io/py/quantfin.svg)](https://pypi.org/project/optPricing/2.0.0/)
 [![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
 [![Python 3.10+](https://img.shields.io/badge/python-3.10+-blue.svg)](https://www.python.org/downloads/)
 
@@ -73,7 +73,7 @@ Get started in minutes using the command-line interface.
 
 ```bash
 # 1. Install the library with all features, including the dashboard
-pip install optPricing[app]
+pip install "optPricing[app,dev]"
 
 # 2. Download historical data for a ticker (used by some models)
 quantfin data download --ticker SPY
@@ -89,10 +89,18 @@ quantfin demo
 
 For a detailed tutorial, full API reference, and more examples, please see the official documentation.
 
-- **Getting Started**: [Installation Guide](installation.md) · [Walkthrough](getting_started.md)  
-- **Documentation**: [API Reference](reference/atoms/index.md)
-- **Interactive Dashboard**: [Launch the UI](dashboard.md)  
-- **About Me**: [LinkedIn]([dashboard.md](https://www.linkedin.com/in/singhdiljit/))  
+- **Getting Started**:  
+  [Installation Guide](https://diljit22.github.io/quantFin/guide/installation/) ·  
+  [Walkthrough](https://diljit22.github.io/quantFin/guide/getting_started/)
+
+- **Documentation**:  
+  [API Reference](https://diljit22.github.io/quantFin)
+
+- **Interactive Dashboard**:  
+  [Launch the UI](https://diljit22.github.io/quantFin/guide/dashboard/)
+
+- **About Me**:  
+  [LinkedIn](https://www.linkedin.com/in/singhdiljit/)
 
 To explore all available commands, run:
 

{optpricing-2.0.0 → optpricing-2.0.3}/README.md

@@ -1,7 +1,7 @@
 # QuantFin
 
 [![CI/CD](https://github.com/diljit22/quantfin/actions/workflows/ci.yml/badge.svg)](https://github.com/diljit22/quantfin/actions/workflows/ci.yml)
-[![PyPI Version](https://badge.fury.io/py/quantfin.svg)](https://pypi.org/project/quantfin/)
+[![PyPI Version](https://badge.fury.io/py/quantfin.svg)](https://pypi.org/project/optPricing/2.0.0/)
 [![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
 [![Python 3.10+](https://img.shields.io/badge/python-3.10+-blue.svg)](https://www.python.org/downloads/)
 
@@ -26,7 +26,7 @@ Get started in minutes using the command-line interface.
 
 ```bash
 # 1. Install the library with all features, including the dashboard
-pip install optPricing[app]
+pip install "optPricing[app,dev]"
 
 # 2. Download historical data for a ticker (used by some models)
 quantfin data download --ticker SPY
@@ -42,10 +42,18 @@ quantfin demo
 
 For a detailed tutorial, full API reference, and more examples, please see the official documentation.
 
-- **Getting Started**: [Installation Guide](installation.md) · [Walkthrough](getting_started.md)  
-- **Documentation**: [API Reference](reference/atoms/index.md)
-- **Interactive Dashboard**: [Launch the UI](dashboard.md)  
-- **About Me**: [LinkedIn]([dashboard.md](https://www.linkedin.com/in/singhdiljit/))  
+- **Getting Started**:  
+  [Installation Guide](https://diljit22.github.io/quantFin/guide/installation/) ·  
+  [Walkthrough](https://diljit22.github.io/quantFin/guide/getting_started/)
+
+- **Documentation**:  
+  [API Reference](https://diljit22.github.io/quantFin)
+
+- **Interactive Dashboard**:  
+  [Launch the UI](https://diljit22.github.io/quantFin/guide/dashboard/)
+
+- **About Me**:  
+  [LinkedIn](https://www.linkedin.com/in/singhdiljit/)
 
 To explore all available commands, run:
 

{optpricing-2.0.0 → optpricing-2.0.3}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "optPricing"
-version = "2.0.0"
+version = "2.0.3"
 authors = [
   { name="Diljit Singh", email="first_last22@google.com" },
 ]
@@ -20,33 +20,31 @@ classifiers = [
 ]
 
 dependencies = [
-    "numpy==2.2.5",
-    "scipy==1.15.2",
-    "pandas==2.2.3",
-    "numba==0.61.2",
-    "pyyaml==6.0.2",
-    "polygon-api-client==1.14.6",
-    "typer==0.15.2",
+    "numpy~=2.2.5",
+    "scipy~=1.15.2",
+    "pandas~=2.2.3",
+    "numba~=0.61.2",
+    "pyyaml~=6.0.2",
+    "click~=8.1",
+    "polygon-api-client~=1.14.6",
+    "typer~=0.15.2",
+    "streamlit~=1.45.1",
+    "matplotlib~=3.10.1",
+    "plotly~=6.1.2",
+    "yfinance~=0.2.63",
+    "tabulate~=0.9.0",
 ]
 
 [project.optional-dependencies]
-app = [
-    "streamlit==1.45.1",
-    "matplotlib==3.10.1",
-    "plotly==6.1.2",
-    "yfinance==0.2.63",
-    "tabulate==0.9.0",
-
-]
 dev = [
-    "pytest==8.3.5",
-    "pytest-cov==6.2.1",
-    "ruff==0.11.6",
-    "mkdocs==1.6.1",
-    "mkdocs-material==9.6.14",
-    "mkdocstrings[python]==0.29.1",
-    "mkdocs-section-index==0.3.10",
-    "line_profiler==4.2.0",
+    "pytest",
+    "pytest-cov",
+    "ruff",
+    "mkdocs",
+    "mkdocs-material",
+    "mkdocstrings[python]",
+    "mkdocs-section-index",
+    "line_profiler",
 ]
 
 [project.urls]
@@ -56,6 +54,9 @@ dev = [
 optPricing = "quantfin.cli:app"
 quantfin   = "quantfin.cli:app"
 
+[tool.setuptools]
+package-dir = {"" = "src"}
+
 [tool.setuptools.packages.find]
 where = ["src"]
 

{optpricing-2.0.0 → optpricing-2.0.3/src/optPricing.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: optPricing
-Version: 2.0.0
+Version: 2.0.3
 Summary: A financial options pricing and analysis library.
 Author-email: Diljit Singh <first_last22@google.com>
 License: # MIT LICENSE
@@ -21,34 +21,34 @@ Classifier: Topic :: Office/Business :: Financial :: Investment
 Requires-Python: >=3.10
 Description-Content-Type: text/markdown
 License-File: LICENSE
-Requires-Dist: numpy==2.2.5
-Requires-Dist: scipy==1.15.2
-Requires-Dist: pandas==2.2.3
-Requires-Dist: numba==0.61.2
-Requires-Dist: pyyaml==6.0.2
-Requires-Dist: polygon-api-client==1.14.6
-Requires-Dist: typer==0.15.2
-Provides-Extra: app
-Requires-Dist: streamlit==1.45.1; extra == "app"
-Requires-Dist: matplotlib==3.10.1; extra == "app"
-Requires-Dist: plotly==6.1.2; extra == "app"
-Requires-Dist: yfinance==0.2.63; extra == "app"
-Requires-Dist: tabulate==0.9.0; extra == "app"
+Requires-Dist: numpy~=2.2.5
+Requires-Dist: scipy~=1.15.2
+Requires-Dist: pandas~=2.2.3
+Requires-Dist: numba~=0.61.2
+Requires-Dist: pyyaml~=6.0.2
+Requires-Dist: click~=8.1
+Requires-Dist: polygon-api-client~=1.14.6
+Requires-Dist: typer~=0.15.2
+Requires-Dist: streamlit~=1.45.1
+Requires-Dist: matplotlib~=3.10.1
+Requires-Dist: plotly~=6.1.2
+Requires-Dist: yfinance~=0.2.63
+Requires-Dist: tabulate~=0.9.0
 Provides-Extra: dev
-Requires-Dist: pytest==8.3.5; extra == "dev"
-Requires-Dist: pytest-cov==6.2.1; extra == "dev"
-Requires-Dist: ruff==0.11.6; extra == "dev"
-Requires-Dist: mkdocs==1.6.1; extra == "dev"
-Requires-Dist: mkdocs-material==9.6.14; extra == "dev"
-Requires-Dist: mkdocstrings[python]==0.29.1; extra == "dev"
-Requires-Dist: mkdocs-section-index==0.3.10; extra == "dev"
-Requires-Dist: line_profiler==4.2.0; extra == "dev"
+Requires-Dist: pytest; extra == "dev"
+Requires-Dist: pytest-cov; extra == "dev"
+Requires-Dist: ruff; extra == "dev"
+Requires-Dist: mkdocs; extra == "dev"
+Requires-Dist: mkdocs-material; extra == "dev"
+Requires-Dist: mkdocstrings[python]; extra == "dev"
+Requires-Dist: mkdocs-section-index; extra == "dev"
+Requires-Dist: line_profiler; extra == "dev"
 Dynamic: license-file
 
 # QuantFin
 
 [![CI/CD](https://github.com/diljit22/quantfin/actions/workflows/ci.yml/badge.svg)](https://github.com/diljit22/quantfin/actions/workflows/ci.yml)
-[![PyPI Version](https://badge.fury.io/py/quantfin.svg)](https://pypi.org/project/quantfin/)
+[![PyPI Version](https://badge.fury.io/py/quantfin.svg)](https://pypi.org/project/optPricing/2.0.0/)
 [![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
 [![Python 3.10+](https://img.shields.io/badge/python-3.10+-blue.svg)](https://www.python.org/downloads/)
 
@@ -73,7 +73,7 @@ Get started in minutes using the command-line interface.
 
 ```bash
 # 1. Install the library with all features, including the dashboard
-pip install optPricing[app]
+pip install "optPricing[app,dev]"
 
 # 2. Download historical data for a ticker (used by some models)
 quantfin data download --ticker SPY
@@ -89,10 +89,18 @@ quantfin demo
 
 For a detailed tutorial, full API reference, and more examples, please see the official documentation.
 
-- **Getting Started**: [Installation Guide](installation.md) · [Walkthrough](getting_started.md)  
-- **Documentation**: [API Reference](reference/atoms/index.md)
-- **Interactive Dashboard**: [Launch the UI](dashboard.md)  
-- **About Me**: [LinkedIn]([dashboard.md](https://www.linkedin.com/in/singhdiljit/))  
+- **Getting Started**:  
+  [Installation Guide](https://diljit22.github.io/quantFin/guide/installation/) ·  
+  [Walkthrough](https://diljit22.github.io/quantFin/guide/getting_started/)
+
+- **Documentation**:  
+  [API Reference](https://diljit22.github.io/quantFin)
+
+- **Interactive Dashboard**:  
+  [Launch the UI](https://diljit22.github.io/quantFin/guide/dashboard/)
+
+- **About Me**:  
+  [LinkedIn](https://www.linkedin.com/in/singhdiljit/)
 
 To explore all available commands, run:
 

optpricing-2.0.3/src/optPricing.egg-info/requires.txt

@@ -0,0 +1,23 @@
+numpy~=2.2.5
+scipy~=1.15.2
+pandas~=2.2.3
+numba~=0.61.2
+pyyaml~=6.0.2
+click~=8.1
+polygon-api-client~=1.14.6
+typer~=0.15.2
+streamlit~=1.45.1
+matplotlib~=3.10.1
+plotly~=6.1.2
+yfinance~=0.2.63
+tabulate~=0.9.0
+
+[dev]
+pytest
+pytest-cov
+ruff
+mkdocs
+mkdocs-material
+mkdocstrings[python]
+mkdocs-section-index
+line_profiler

{optpricing-2.0.0 → optpricing-2.0.3}/src/quantfin/cli.py

@@ -3,17 +3,27 @@ from __future__ import annotations
 import json
 import logging
 import subprocess
-from typing import Annotated
+from importlib import resources
+from pathlib import Path
+from typing import Annotated, Optional
 
+import numpy as np
+import pandas as pd
 import typer
 
-from quantfin.config import PROJECT_ROOT, _config
+from quantfin.atoms import Option, OptionType, Rate, Stock
+from quantfin.calibration import fit_rate_and_dividend
+from quantfin.calibration.technique_selector import select_fastest_technique
+from quantfin.config import _config
 from quantfin.data import (
     get_available_snapshot_dates,
+    get_live_option_chain,
     load_market_snapshot,
     save_historical_returns,
     save_market_snapshot,
 )
+from quantfin.models import BaseModel
+from quantfin.parity import ImpliedRateModel
 from quantfin.workflows import BacktestWorkflow, DailyWorkflow
 from quantfin.workflows.configs import ALL_MODEL_CONFIGS
 
@@ -35,6 +45,9 @@ app = typer.Typer(
 data_app = typer.Typer(name="data", help="Tools for downloading and managing data.")
 app.add_typer(data_app)
 
+tools_app = typer.Typer(name="tools", help="Miscellaneous financial utility tools.")
+app.add_typer(tools_app)
+
 
 # Utility function for logging setup
 def setup_logging(verbose: bool):
@@ -57,25 +70,13 @@ def dashboard():
     Launches the Streamlit dashboard application.
     """
     # Note: We point directly to the source file now.
-    app_path = PROJECT_ROOT / "src" / "quantfin" / "dashboard" / "app.py"
-    typer.echo(f"Launching Streamlit dashboard from: {app_path}")
-
-    if not app_path.exists():
-        typer.secho(
-            f"Error: Dashboard entry point not found at '{app_path}'.",
-            fg=typer.colors.RED,
-        )
-        raise typer.Exit(code=1)
-
     try:
-        subprocess.run(
-            ["streamlit", "run", str(app_path)],
-            check=True,
-        )
+        with resources.path("quantfin.dashboard", "app.py") as app_path:
+            typer.echo(f"Launching Streamlit dashboard from: {app_path}")
+            subprocess.run(["streamlit", "run", str(app_path)], check=True)
     except FileNotFoundError:
         typer.secho(
-            "Error: 'streamlit' command not found; install: "
-            "'pip install optPricing[app]'",
+            "Error: 'streamlit' command not found; 'pip install optpricing[app]'",
             fg=typer.colors.RED,
         )
         raise typer.Exit(code=1)
@@ -174,6 +175,11 @@ def calibrate(
     """
     setup_logging(verbose)
 
+    current_dir = Path.cwd()
+    artifacts_base_dir = current_dir / _config.get("artifacts_directory", "artifacts")
+    calibrated_params_dir = artifacts_base_dir / "calibrated_params"
+    calibrated_params_dir.mkdir(parents=True, exist_ok=True)
+
     # --- 1. Determine the snapshot date to use ---
     if date is None:
         typer.echo(
@@ -248,7 +254,7 @@ def calibrate(
             }
             # Example filename: SPY_Heston_2023-01-01.json
             filename = f"{ticker}_{model_name}_{date}.json"
-            save_path = PROJECT_ROOT / "artifacts" / "calibrated_params" / filename
+            save_path = calibrated_params_dir / filename
             with open(save_path, "w") as f:
                 json.dump(params_to_save, f, indent=4)
             typer.echo(f"  - Saved parameters to: {save_path}")
@@ -308,21 +314,12 @@ def demo(
     If a model name is provided (e.g., 'BSM'), it runs only that benchmark.
     Otherwise, it runs the full suite.
     """
-    benchmark_script_path = PROJECT_ROOT / "demo" / "benchmark.py"
-    typer.echo(f"Executing benchmark demo from: {benchmark_script_path}")
-
-    command_to_run = ["python", str(benchmark_script_path)]
-    if model_name:
-        command_to_run.append(model_name)
-
-    try:
-        subprocess.run(command_to_run, check=True)
-    except FileNotFoundError:
-        typer.secho(
-            f"Error: Demo script not found at '{benchmark_script_path}'.",
-            fg=typer.colors.RED,
-        )
-        raise typer.Exit(code=1)
+    typer.secho(
+        "The 'demo' command for developers and requires the full source repository.",
+        fg=typer.colors.YELLOW,
+    )
+    typer.echo("Please run 'make demo' from the project's root directory instead.")
+    raise typer.Exit()
 
 
 @data_app.command(name="snapshot")
@@ -370,3 +367,174 @@ def save_snapshot(
 
     save_market_snapshot(tickers_to_download)
     typer.secho("Snapshot complete.", fg=typer.colors.GREEN)
+
+
+@app.command()
+def price(
+    ticker: Annotated[
+        str, typer.Option("--ticker", "-t", help="Stock ticker for the option.")
+    ],
+    strike: Annotated[
+        float, typer.Option("--strike", "-k", help="Strike price of the option.")
+    ],
+    maturity: Annotated[
+        str,
+        typer.Option("--maturity", "-T", help="Maturity date in YYYY-MM-DD format."),
+    ],
+    option_type: Annotated[
+        str, typer.Option("--type", help="Option type: 'call' or 'put'.")
+    ] = "call",
+    model: Annotated[
+        str, typer.Option("--model", "-m", help="The model to use for pricing.")
+    ] = "BSM",
+    param: Annotated[
+        list[str] | None,
+        typer.Option(
+            "--param",
+            help="Set a model parameter (e.g., 'sigma=0.2'). Can use multiple times.",
+        ),
+    ] = None,
+):
+    """Prices a single option using live market data and user model parameters."""
+    msg = (
+        f"Pricing {ticker} {strike} {option_type.upper()} expiring {maturity} "
+        f"using {model} model..."
+    )
+    typer.echo(msg)
+
+    # 1. Parse model parameters
+    model_params = {}
+    if param:
+        for p in param:
+            try:
+                key, value = p.split("=")
+                model_params[key.strip()] = float(value)
+            except ValueError:
+                typer.secho(
+                    f"Invalid format for parameter: '{p}'. Use 'key=value'.",
+                    fg=typer.colors.RED,
+                )
+                raise typer.Exit(code=1)
+
+    # 2. Get live market data for r, q, and spot
+    typer.echo("Fetching live market data...")
+    live_chain = get_live_option_chain(ticker)
+    if live_chain is None or live_chain.empty:
+        typer.secho(
+            f"Error: Could not fetch live option chain for {ticker}.",
+            fg=typer.colors.RED,
+        )
+        raise typer.Exit(code=1)
+
+    spot = live_chain["spot_price"].iloc[0]
+    calls = live_chain[live_chain["optionType"] == "call"]
+    puts = live_chain[live_chain["optionType"] == "put"]
+    r, q = fit_rate_and_dividend(calls, puts, spot)
+    typer.echo(
+        f"Live Data -> Spot: {spot:.2f}, Implied Rate: {r:.4f}, Implied Div: {q:.4f}"
+    )
+
+    # 3. Create objects and price
+    stock = Stock(spot=spot, dividend=q)
+    rate = Rate(rate=r)
+    maturity_years = (pd.to_datetime(maturity) - pd.Timestamp.now()).days / 365.25
+    option = Option(
+        strike=strike,
+        maturity=maturity_years,
+        option_type=OptionType[option_type.upper()],
+    )
+
+    model_class = ALL_MODEL_CONFIGS[model]["model_class"]
+    model_instance = model_class(params=model_params)
+    technique = select_fastest_technique(model_instance)
+
+    # Prepare kwargs for techniques that need extra info (e.g., Heston's v0)
+    pricing_kwargs = model_params.copy()
+
+    price_result = technique.price(
+        option, stock, model_instance, rate, **pricing_kwargs
+    )
+    delta = technique.delta(option, stock, model_instance, rate, **pricing_kwargs)
+    gamma = technique.gamma(option, stock, model_instance, rate, **pricing_kwargs)
+    vega = technique.vega(option, stock, model_instance, rate, **pricing_kwargs)
+
+    # 4. Display results
+    typer.secho("\n--- Pricing Results ---", fg=typer.colors.CYAN)
+    typer.echo(f"Price: {price_result.price:.4f}")
+    typer.echo(f"Delta: {delta:.4f}")
+    typer.echo(f"Gamma: {gamma:.4f}")
+    typer.echo(f"Vega:  {vega:.4f}")
+
+
+@tools_app.command(name="implied-rate")
+def get_implied_rate(
+    ticker: Annotated[
+        str, typer.Option("--ticker", "-t", help="Stock ticker for the option pair.")
+    ],
+    strike: Annotated[
+        float, typer.Option("--strike", "-k", help="Strike price of the option pair.")
+    ],
+    maturity: Annotated[
+        str,
+        typer.Option("--maturity", "-T", help="Maturity date in YYYY-MM-DD format."),
+    ],
+):
+    """Calculates the implied risk-free rate from a live call-put pair."""
+    typer.echo(
+        f"Fetching live prices for {ticker} {strike} options expiring {maturity}..."
+    )
+
+    live_chain = get_live_option_chain(ticker)
+    if live_chain is None or live_chain.empty:
+        typer.secho(
+            f"Error: Could not fetch live option chain for {ticker}.",
+            fg=typer.colors.RED,
+        )
+        raise typer.Exit(code=1)
+
+    maturity_dt = pd.to_datetime(maturity).date()
+    chain_for_expiry = live_chain[live_chain["expiry"].dt.date == maturity_dt]
+
+    call_option = chain_for_expiry[
+        (chain_for_expiry["strike"] == strike)
+        & (chain_for_expiry["optionType"] == "call")
+    ]
+    put_option = chain_for_expiry[
+        (chain_for_expiry["strike"] == strike)
+        & (chain_for_expiry["optionType"] == "put")
+    ]
+
+    if call_option.empty or put_option.empty:
+        typer.secho(
+            f"Error: Did not find both: call & put for strike {strike} on {maturity}.",
+            fg=typer.colors.RED,
+        )
+        raise typer.Exit(code=1)
+
+    call_price = call_option["marketPrice"].iloc[0]
+    put_price = put_option["marketPrice"].iloc[0]
+
+    spot_price = call_option["spot_price"].iloc[0]
+    maturity_years = call_option["maturity"].iloc[0]
+
+    pair_msg = (
+        f"Found Pair -> Call Price: {call_price:.2f}, Put Price: {put_price:.2f}, "
+        f"Spot: {spot_price:.2f}"
+    )
+    typer.echo(pair_msg)
+
+    implied_rate_model = ImpliedRateModel(params={})
+    try:
+        implied_r = implied_rate_model.price_closed_form(
+            call_price=call_price,
+            put_price=put_price,
+            spot=spot_price,
+            strike=strike,
+            t=maturity_years,
+            q=0,
+        )
+        typer.secho(
+            f"\nImplied Risk-Free Rate (r): {implied_r:.4%}", fg=typer.colors.GREEN
+        )
+    except Exception as e:
+        typer.secho(f"\nError calculating implied rate: {e}", fg=typer.colors.RED)

{optpricing-2.0.0 → optpricing-2.0.3}/src/quantfin/dashboard/pages/1_Calibration.py

@@ -11,21 +11,37 @@ st.caption(
     "Calibrate models to market data and visualize the resulting volatility smiles."
 )
 AVAILABLE_TICKERS = _config.get("default_tickers", ["SPY", "AAPL"])
+ENABLED_MODELS = ["BSM", "Merton"]
+
+all_model_names = list(ALL_MODEL_CONFIGS.keys())
+disabled_models = [name for name in all_model_names if name not in ENABLED_MODELS]
+AVAILABLE_MODELS_FOR_CALIBRATION = {
+    name: config for name, config in ALL_MODEL_CONFIGS.items() if name in ENABLED_MODELS
+}
 
 with st.sidebar:
     st.header("Configuration")
     ticker = st.selectbox("Ticker", AVAILABLE_TICKERS)
+
     data_source_options = get_available_snapshot_dates(ticker)
+    if data_source_options:
+        data_source_options.insert(0, "Live Data")
+    else:
+        data_source_options = ["Live Data"]
+
     snapshot_date = st.selectbox("Snapshot Date", data_source_options)
+
     model_selection = st.multiselect(
         "Select Models to Calibrate",
-        list(ALL_MODEL_CONFIGS.keys()),
-        default=["Merton"],
+        list(AVAILABLE_MODELS_FOR_CALIBRATION.keys()),
+        default=["BSM"],
     )
     run_button = st.button("Run Calibration Analysis")
 
 if run_button:
-    selected_configs = {name: ALL_MODEL_CONFIGS[name] for name in model_selection}
+    selected_configs = {
+        name: AVAILABLE_MODELS_FOR_CALIBRATION[name] for name in model_selection
+    }
     with st.spinner("Initializing analysis..."):
         service = DashboardService(ticker, snapshot_date, selected_configs)
         try: