optPricing 2.2.0__tar.gz → 2.3.2__tar.gz

optpricing-2.3.2/.coveragerc

@@ -0,0 +1,4 @@
+[run]
+source = src/optpricing
+omit =
+    src/optpricing/dashboard/pages/*

{optpricing-2.2.0 → optpricing-2.3.2}/.github/ISSUE_TEMPLATE/bug_report.md

@@ -12,6 +12,7 @@ A clear and concise description of what the bug is.
 
 **To Reproduce**
 Steps to reproduce the behavior:
+
 1. Go to '...'
 2. Click on '....'
 3. Scroll down to '....'
@@ -24,15 +25,10 @@ A clear and concise description of what you expected to happen.
 If applicable, add screenshots to help explain your problem.
 
 **Desktop (please complete the following information):**
- - OS: [e.g. iOS]
- - Browser [e.g. chrome, safari]
- - Version [e.g. 22]
-
-**Smartphone (please complete the following information):**
- - Device: [e.g. iPhone6]
- - OS: [e.g. iOS8.1]
- - Browser [e.g. stock browser, safari]
- - Version [e.g. 22]
+
+- OS: [e.g. iOS]
+- Browser [e.g. chrome, safari]
+- Version [e.g. 22]
 
 **Additional context**
 Add any other context about the problem here.

optpricing-2.3.2/.github/workflows/ci.yml

@@ -0,0 +1,45 @@
+name: CI
+
+on:
+  push:
+    branches: [ "main" ]
+  pull_request:
+    branches: [ "main" ]
+
+jobs:
+  test-and-lint:
+    runs-on: ubuntu-latest
+    strategy:
+      fail-fast: false
+      matrix:
+        python-version: ["3.10", "3.11"]
+
+    steps:
+      - name: Checkout repository
+        uses: actions/checkout@v4
+
+      - name: Set up Python ${{ matrix.python-version }}
+        uses: actions/setup-python@v4
+        with:
+          python-version: ${{ matrix.python-version }}
+          cache: 'pip'
+
+      - name: Install dependencies
+        run: |
+          python -m pip install --upgrade pip
+          pip install -e .[dev]
+
+      - name: Lint with ruff
+        run: |
+          ruff check .
+          ruff format --check .
+
+      - name: Run tests with pytest and generate coverage report
+        run: |
+          pytest --cov=src/optpricing --cov-report=xml
+
+      - name: Upload coverage reports to Codecov
+        uses: codecov/codecov-action@v5
+        with:
+          flags: unittests
+          fail_ci_if_error: false

optpricing-2.3.2/.github/workflows/pages.yml

@@ -0,0 +1,54 @@
+name: Docs
+
+on:
+  push:
+    branches: [ "main" ]
+
+  pull_request:
+    branches: [ "main" ]
+
+  workflow_dispatch:
+
+concurrency:
+  group: "pages"
+  cancel-in-progress: true
+
+jobs:
+  build-deploy:
+    runs-on: ubuntu-latest
+
+    permissions:
+      contents: read
+      pages: write
+      id-token: write
+
+    steps:
+      - name: Checkout repository
+        uses: actions/checkout@v4
+
+      - name: Set up Python
+        uses: actions/setup-python@v5
+        with:
+          python-version: '3.11'
+          cache: 'pip'
+
+      - name: Install dependencies for docs
+        run: |
+          python -m pip install --upgrade pip
+          pip install .[dev]
+
+      - name: Configure Pages
+        uses: actions/configure-pages@v4
+
+      - name: Build MkDocs site
+        run: mkdocs build
+
+      - name: Upload artifact
+        uses: actions/upload-pages-artifact@v3
+        with:
+          path: ./site
+
+      - name: Deploy to GitHub Pages
+        if: github.event_name == 'push'
+        id: deployment
+        uses: actions/deploy-pages@v4

{optpricing-2.2.0 → optpricing-2.3.2}/.gitignore

@@ -25,5 +25,7 @@ htmlcov/
 site/
 
 # Ignore my local notes file
-tmp.txt
-TODO.txt
+todo/
+notes/
+text_drafts/
+todo.txt

{optpricing-2.2.0 → optpricing-2.3.2}/CHANGELOG.md

@@ -1,6 +1,7 @@
 # Changelog
 
 ## [2.0.0] - 2025-06-26
+
 ### Added
-- Shipped to PyPI `pyproject.toml`
 
+- Shipped to PyPI `pyproject.toml`

optpricing-2.3.2/PKG-INFO

@@ -0,0 +1,216 @@
+Metadata-Version: 2.4
+Name: optpricing
+Version: 2.3.2
+Summary: A financial options pricing and analysis library.
+Author-email: Diljit Singh <first_last22@google.com>
+License: # MIT LICENSE
+        
+        Copyright 2025 Diljit Singh
+        
+        Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the “Software”), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:
+        
+        The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.
+        
+        THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
+        
+Project-URL: Homepage, https://diljit22.github.io/quantfin/
+Classifier: Programming Language :: Python :: 3
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+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: click~=8.1
+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; extra == "dev"
+Requires-Dist: pytest-cov; extra == "dev"
+Requires-Dist: ruff==0.11.6; 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"
+Requires-Dist: pre-commit; extra == "dev"
+Requires-Dist: codecov; extra == "dev"
+Dynamic: license-file
+
+# OptPricing: A Quantitative Finance Library for Derivative Pricing and Analysis
+
+[![Tests](https://img.shields.io/github/actions/workflow/status/diljit22/quantfin/ci.yml?branch=main&label=tests)](https://github.com/diljit22/quantfin/actions/workflows/ci.yml)
+[![Coverage](https://codecov.io/gh/diljit22/quantfin/branch/main/graph/badge.svg)](https://codecov.io/gh/diljit22/quantfin)
+[![Ruff](https://img.shields.io/github/actions/workflow/status/diljit22/quantfin/ci.yml?branch=main&label=ruff)](https://github.com/diljit22/quantfin/actions/workflows/ci.yml)
+[![Docs](https://img.shields.io/github/actions/workflow/status/diljit22/quantfin/ci.yml?branch=main&label=docs)](https://github.com/diljit22/quantfin/actions/workflows/ci.yml)
+[![PyPI version](https://img.shields.io/pypi/v/optpricing.svg)](https://pypi.org/project/optpricing/)
+[![Python 3.10+](https://img.shields.io/badge/python-3.10+-blue.svg)](https://www.python.org/downloads/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
+
+`optpricing` is a Python library for pricing, calibrating, and analyzing financial derivatives. It is built with a focus on architectural clarity, model breadth, and practical usability through a robust API, command-line interface, and an interactive dashboard.
+
+Diljit Singh
+linkedin.com/in/singhdiljit/
+
+---
+
+## Core Features
+
+* **Model Library**: Implements a comprehensive set of models, including:
+  * **Stochastic Volatility**: Heston, SABR
+  * **Jump-Diffusion**: Merton, Bates, Kou, SABR with Jumps
+  * **Pure Levy Processes**: Variance Gamma (VG), Normal Inverse Gaussian (NIG), CGMY, Hyperbolic
+  * **Interest Rate Models**: Vasicek, Cox-Ingersoll-Ross (CIR), Put-Call Parity Implied Rate
+  * **Local Volatility**: Dupire's Equation
+
+* **Pricing Engines**: Provides a suite of numerical methods, allowing for technique comparison and validation:
+  * Analytic closed-form solutions
+  * Numerical integration and FFT-based pricing via characteristic functions
+  * Finite difference (PDE) solver using a Crank-Nicolson scheme
+  * Binomial and trinomial tree methods (CRR, TOPM, Leisen-Reimer) for European and American options
+  * High-performance Monte Carlo engine for European and American options, accelerated with `numba`, featuring variance reduction techniques (e.g., antithetic variates, control variates, importance sampling)
+
+* **Interfaces**:
+  * **Programmatic API**: Use the package as a Python library to build custom financial models in your scripts. Define options, stocks, rates, and models programmatically to compute prices and other metrics.
+  * **Command-Line Interface (CLI)**: A robust CLI for live pricing, data management, model calibration, and historical backtesting.
+  * **Interactive Dashboard (UI)**: A Streamlit application for visual analysis of option chains, implied volatility surfaces, and model calibrations.
+
+* **Workflow Automation**: High-level classes that orchestrate complex tasks like daily calibration runs and out-of-sample performance evaluation.
+
+---
+
+## Quick Start
+
+`optpricing` is designed for a straightforward installation using `pip` and is compatible with Python 3.10 and higher.
+
+### 1. Install the Library
+
+```bash
+pip install optpricing
+```
+
+### 2. Download Historical Data
+
+Some models require historical data (e.g., for calibration). Download data for a ticker like SPY:
+
+```bash
+optpricing data download --ticker SPY
+```
+
+For more details, see the [Getting Started Guide](https://diljit22.github.io/quantFin/guide/getting_started/).
+
+### 3. Use the CLI
+
+Price an option directly from the terminal. The command below fetches the live option chain for AAPL, retrieves the current dividend rate, calculates the implied risk-free rate from at-the-money contracts, and prices the contract with Heston’s model using its default pricing technique (FFT):
+
+```bash
+optpricing price --ticker AAPL --strike 630 --maturity 2025-12-19 --model Heston --param "rho=-0.7" --param "vol_of_vol=0.5"
+```
+
+To price the same contract as an American Option use:
+
+```bash
+optpricing price -t AAPL -k 210 -T 2025-12-19 --style american --model Heston --param "rho=-0.7" --param "vol_of_vol=0.5"
+```
+
+For more details, see the [CLI Guide](https://diljit22.github.io/quantFin/guide/CLI/).
+
+### 4. Launch the Dashboard
+
+Visualize option chains and model outputs, interact with a pricing calculator featuring 15 models and 10 techniques.
+
+```bash
+optpricing dashboard
+```
+
+For more details, see the [Dashboard Guide](https://diljit22.github.io/quantFin/guide/dashboard/).
+
+### 5. Use the Programmatic API
+
+The most powerful way to use the package is via the API, which provides customization of nearly every aspect of pricing:
+
+```python
+from optpricing import Option, OptionType, Rate, Stock, ZeroCouponBond
+from optpricing.models import BSMModel, CIRModel, VasicekModel
+from optpricing.techniques import ClosedFormTechnique
+
+# Define an option, underlying and rate
+option = Option(strike=105, maturity=1.0, option_type=OptionType.CALL)
+stock = Stock(spot=100, dividend=0.01)
+rate = Rate(rate=0.05)
+
+# Choose a model and technique
+bsm_model = BSMModel(params={"sigma": 0.20})
+cf_technique = ClosedFormTechnique()
+
+result = cf_technique.price(option, stock, bsm_model, rate)
+print(f"The option price is: {result.price:.4f}")
+
+
+delta = cf_technique.delta(option, stock, bsm_model, rate)
+gamma = cf_technique.gamma(option, stock, bsm_model, rate)
+vega = cf_technique.vega(option, stock, bsm_model, rate)
+
+print(f"Delta: {delta:.4f}")
+print(f"Gamma: {gamma:.4f}")
+print(f"Vega:  {vega:.4f}")
+
+target_price = 7.50
+iv = cf_technique.implied_volatility(
+    option, stock, bsm_model, rate, target_price=target_price
+)
+print(f"Implied volatility for price ${target_price:.2f}: {iv:.4%}")
+
+
+# Zero Coupon Bond
+bond = ZeroCouponBond(maturity=1.0)
+r0_stock = Stock(spot=0.05)  # initial short rate
+dummy_rate = Rate(rate=0.0)  # ignored by rate models
+
+vasicek = VasicekModel(params={"kappa": 0.86, "theta": 0.09, "sigma": 0.02})
+cir = CIRModel(params={"kappa": 0.86, "theta": 0.09, "sigma": 0.02})
+
+p_vasi = cf_technique.price(bond, r0_stock, vasicek, dummy_rate).price
+p_cir = cf_technique.price(bond, r0_stock, cir, dummy_rate).price
+
+print(f"Vasicek ZCB Price: {p_vasi:.4f}")
+print(f"CIR ZCB Price:     {p_cir:.4f}")
+```
+
+For more details, see the [API Guide](https://diljit22.github.io/quantFin/guide/API/).
+
+---
+
+## Documentation
+
+The full documentation includes installation instructions, user guides, examples, and a complete API reference.
+
+* **[View the Official Documentation](https://diljit22.github.io/quantFin/)**
+
+### Guides
+
+* [Introduction](https://diljit22.github.io/quantFin/guide/introduction/)
+* [Installation](https://diljit22.github.io/quantFin/guide/installation/)
+* [Getting Started](https://diljit22.github.io/quantFin/guide/getting_started/)
+* [CLI](https://diljit22.github.io/quantFin/guide/CLI/)
+* [Dashboard](https://diljit22.github.io/quantFin/guide/dashboard/)
+* [API](https://diljit22.github.io/quantFin/guide/API/)
+* [Examples](https://diljit22.github.io/quantFin/guide/examples/)
+* [API Reference](https://diljit22.github.io/quantFin/reference/)
+
+## Contributing
+
+Contributions are welcome; see [CONTRIBUTING](/CONTRIBUTING.md) for details.
+
+## License
+
+This project is licensed under the MIT License. See [LICENSE](LICENSE) for details.

optpricing-2.3.2/README.md

@@ -0,0 +1,168 @@
+# OptPricing: A Quantitative Finance Library for Derivative Pricing and Analysis
+
+[![Tests](https://img.shields.io/github/actions/workflow/status/diljit22/quantfin/ci.yml?branch=main&label=tests)](https://github.com/diljit22/quantfin/actions/workflows/ci.yml)
+[![Coverage](https://codecov.io/gh/diljit22/quantfin/branch/main/graph/badge.svg)](https://codecov.io/gh/diljit22/quantfin)
+[![Ruff](https://img.shields.io/github/actions/workflow/status/diljit22/quantfin/ci.yml?branch=main&label=ruff)](https://github.com/diljit22/quantfin/actions/workflows/ci.yml)
+[![Docs](https://img.shields.io/github/actions/workflow/status/diljit22/quantfin/ci.yml?branch=main&label=docs)](https://github.com/diljit22/quantfin/actions/workflows/ci.yml)
+[![PyPI version](https://img.shields.io/pypi/v/optpricing.svg)](https://pypi.org/project/optpricing/)
+[![Python 3.10+](https://img.shields.io/badge/python-3.10+-blue.svg)](https://www.python.org/downloads/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
+
+`optpricing` is a Python library for pricing, calibrating, and analyzing financial derivatives. It is built with a focus on architectural clarity, model breadth, and practical usability through a robust API, command-line interface, and an interactive dashboard.
+
+Diljit Singh
+linkedin.com/in/singhdiljit/
+
+---
+
+## Core Features
+
+* **Model Library**: Implements a comprehensive set of models, including:
+  * **Stochastic Volatility**: Heston, SABR
+  * **Jump-Diffusion**: Merton, Bates, Kou, SABR with Jumps
+  * **Pure Levy Processes**: Variance Gamma (VG), Normal Inverse Gaussian (NIG), CGMY, Hyperbolic
+  * **Interest Rate Models**: Vasicek, Cox-Ingersoll-Ross (CIR), Put-Call Parity Implied Rate
+  * **Local Volatility**: Dupire's Equation
+
+* **Pricing Engines**: Provides a suite of numerical methods, allowing for technique comparison and validation:
+  * Analytic closed-form solutions
+  * Numerical integration and FFT-based pricing via characteristic functions
+  * Finite difference (PDE) solver using a Crank-Nicolson scheme
+  * Binomial and trinomial tree methods (CRR, TOPM, Leisen-Reimer) for European and American options
+  * High-performance Monte Carlo engine for European and American options, accelerated with `numba`, featuring variance reduction techniques (e.g., antithetic variates, control variates, importance sampling)
+
+* **Interfaces**:
+  * **Programmatic API**: Use the package as a Python library to build custom financial models in your scripts. Define options, stocks, rates, and models programmatically to compute prices and other metrics.
+  * **Command-Line Interface (CLI)**: A robust CLI for live pricing, data management, model calibration, and historical backtesting.
+  * **Interactive Dashboard (UI)**: A Streamlit application for visual analysis of option chains, implied volatility surfaces, and model calibrations.
+
+* **Workflow Automation**: High-level classes that orchestrate complex tasks like daily calibration runs and out-of-sample performance evaluation.
+
+---
+
+## Quick Start
+
+`optpricing` is designed for a straightforward installation using `pip` and is compatible with Python 3.10 and higher.
+
+### 1. Install the Library
+
+```bash
+pip install optpricing
+```
+
+### 2. Download Historical Data
+
+Some models require historical data (e.g., for calibration). Download data for a ticker like SPY:
+
+```bash
+optpricing data download --ticker SPY
+```
+
+For more details, see the [Getting Started Guide](https://diljit22.github.io/quantFin/guide/getting_started/).
+
+### 3. Use the CLI
+
+Price an option directly from the terminal. The command below fetches the live option chain for AAPL, retrieves the current dividend rate, calculates the implied risk-free rate from at-the-money contracts, and prices the contract with Heston’s model using its default pricing technique (FFT):
+
+```bash
+optpricing price --ticker AAPL --strike 630 --maturity 2025-12-19 --model Heston --param "rho=-0.7" --param "vol_of_vol=0.5"
+```
+
+To price the same contract as an American Option use:
+
+```bash
+optpricing price -t AAPL -k 210 -T 2025-12-19 --style american --model Heston --param "rho=-0.7" --param "vol_of_vol=0.5"
+```
+
+For more details, see the [CLI Guide](https://diljit22.github.io/quantFin/guide/CLI/).
+
+### 4. Launch the Dashboard
+
+Visualize option chains and model outputs, interact with a pricing calculator featuring 15 models and 10 techniques.
+
+```bash
+optpricing dashboard
+```
+
+For more details, see the [Dashboard Guide](https://diljit22.github.io/quantFin/guide/dashboard/).
+
+### 5. Use the Programmatic API
+
+The most powerful way to use the package is via the API, which provides customization of nearly every aspect of pricing:
+
+```python
+from optpricing import Option, OptionType, Rate, Stock, ZeroCouponBond
+from optpricing.models import BSMModel, CIRModel, VasicekModel
+from optpricing.techniques import ClosedFormTechnique
+
+# Define an option, underlying and rate
+option = Option(strike=105, maturity=1.0, option_type=OptionType.CALL)
+stock = Stock(spot=100, dividend=0.01)
+rate = Rate(rate=0.05)
+
+# Choose a model and technique
+bsm_model = BSMModel(params={"sigma": 0.20})
+cf_technique = ClosedFormTechnique()
+
+result = cf_technique.price(option, stock, bsm_model, rate)
+print(f"The option price is: {result.price:.4f}")
+
+
+delta = cf_technique.delta(option, stock, bsm_model, rate)
+gamma = cf_technique.gamma(option, stock, bsm_model, rate)
+vega = cf_technique.vega(option, stock, bsm_model, rate)
+
+print(f"Delta: {delta:.4f}")
+print(f"Gamma: {gamma:.4f}")
+print(f"Vega:  {vega:.4f}")
+
+target_price = 7.50
+iv = cf_technique.implied_volatility(
+    option, stock, bsm_model, rate, target_price=target_price
+)
+print(f"Implied volatility for price ${target_price:.2f}: {iv:.4%}")
+
+
+# Zero Coupon Bond
+bond = ZeroCouponBond(maturity=1.0)
+r0_stock = Stock(spot=0.05)  # initial short rate
+dummy_rate = Rate(rate=0.0)  # ignored by rate models
+
+vasicek = VasicekModel(params={"kappa": 0.86, "theta": 0.09, "sigma": 0.02})
+cir = CIRModel(params={"kappa": 0.86, "theta": 0.09, "sigma": 0.02})
+
+p_vasi = cf_technique.price(bond, r0_stock, vasicek, dummy_rate).price
+p_cir = cf_technique.price(bond, r0_stock, cir, dummy_rate).price
+
+print(f"Vasicek ZCB Price: {p_vasi:.4f}")
+print(f"CIR ZCB Price:     {p_cir:.4f}")
+```
+
+For more details, see the [API Guide](https://diljit22.github.io/quantFin/guide/API/).
+
+---
+
+## Documentation
+
+The full documentation includes installation instructions, user guides, examples, and a complete API reference.
+
+* **[View the Official Documentation](https://diljit22.github.io/quantFin/)**
+
+### Guides
+
+* [Introduction](https://diljit22.github.io/quantFin/guide/introduction/)
+* [Installation](https://diljit22.github.io/quantFin/guide/installation/)
+* [Getting Started](https://diljit22.github.io/quantFin/guide/getting_started/)
+* [CLI](https://diljit22.github.io/quantFin/guide/CLI/)
+* [Dashboard](https://diljit22.github.io/quantFin/guide/dashboard/)
+* [API](https://diljit22.github.io/quantFin/guide/API/)
+* [Examples](https://diljit22.github.io/quantFin/guide/examples/)
+* [API Reference](https://diljit22.github.io/quantFin/reference/)
+
+## Contributing
+
+Contributions are welcome; see [CONTRIBUTING](/CONTRIBUTING.md) for details.
+
+## License
+
+This project is licensed under the MIT License. See [LICENSE](LICENSE) for details.

optpricing-2.3.2/artifacts/backtest_logs/SPY_backtest_2025-07-07.csv

@@ -0,0 +1,6 @@
+Eval Date,Model,Out-of-Sample RMSE
+2025-07-03,BSM,11.160890957057632
+2025-07-02,BSM,10.263303567917294
+2025-06-26,BSM,11.23164730000395
+2025-06-17,BSM,8.025361660077047
+2025-06-16,BSM,8.450145179833529

optpricing-2.3.2/artifacts/backtest_logs/SPY_backtest_2025-07-09.csv

@@ -0,0 +1,8 @@
+Eval Date,Model,Out-of-Sample RMSE
+2025-07-08,BSM,10.170957494669732
+2025-07-07,BSM,9.960832785279184
+2025-07-03,BSM,11.160890957057632
+2025-07-02,BSM,10.263303567917294
+2025-06-26,BSM,11.23164730000395
+2025-06-17,BSM,8.025361660077047
+2025-06-16,BSM,8.450145179833529

optpricing-2.3.2/artifacts/calibrated_params/SPY_BSM_2025-07-03.json

@@ -0,0 +1,8 @@
+{
+    "model": "BSM",
+    "ticker": "SPY",
+    "date": "2025-07-03",
+    "params": {
+        "sigma": 0.18311375184055745
+    }
+}

optpricing-2.3.2/artifacts/calibrated_params/SPY_BSM_2025-07-07.json

@@ -0,0 +1,8 @@
+{
+    "model": "BSM",
+    "ticker": "SPY",
+    "date": "2025-07-07",
+    "params": {
+        "sigma": 0.18518990454903567
+    }
+}

optpricing-2.3.2/artifacts/calibrated_params/SPY_BSM_2025-07-08.json

@@ -0,0 +1,8 @@
+{
+    "model": "BSM",
+    "ticker": "SPY",
+    "date": "2025-07-08",
+    "params": {
+        "sigma": 0.18289235017900857
+    }
+}

optpricing-2.3.2/artifacts/calibrated_params/SPY_BSM_2025-07-09.json

@@ -0,0 +1,8 @@
+{
+    "model": "BSM",
+    "ticker": "SPY",
+    "date": "2025-07-09",
+    "params": {
+        "sigma": 0.18053659422178386
+    }
+}

optpricing-2.3.2/artifacts/calibrated_params/SPY_Merton_2025-07-03.json

@@ -0,0 +1,11 @@
+{
+    "model": "Merton",
+    "ticker": "SPY",
+    "date": "2025-07-03",
+    "params": {
+        "sigma": 0.14899806945368946,
+        "lambda": 3.5097493036211698,
+        "mu_j": -0.013195804678398376,
+        "sigma_j": 0.05717547425526682
+    }
+}

optpricing-2.3.2/artifacts/calibrated_params/SPY_Merton_2025-07-07.json

@@ -0,0 +1,11 @@
+{
+    "model": "Merton",
+    "ticker": "SPY",
+    "date": "2025-07-07",
+    "params": {
+        "sigma": 0.14899806945368946,
+        "lambda": 3.5097493036211698,
+        "mu_j": -0.013195804678398376,
+        "sigma_j": 0.05717547425526682
+    }
+}

optpricing-2.3.2/artifacts/calibrated_params/SPY_Merton_2025-07-08.json

@@ -0,0 +1,11 @@
+{
+    "model": "Merton",
+    "ticker": "SPY",
+    "date": "2025-07-08",
+    "params": {
+        "sigma": 0.14899806945368946,
+        "lambda": 3.5097493036211698,
+        "mu_j": -0.013195804678398376,
+        "sigma_j": 0.05717547425526682
+    }
+}

optpricing-2.3.2/artifacts/calibrated_params/SPY_Merton_2025-07-09.json

@@ -0,0 +1,11 @@
+{
+    "model": "Merton",
+    "ticker": "SPY",
+    "date": "2025-07-09",
+    "params": {
+        "sigma": 0.14899806945368946,
+        "lambda": 3.5097493036211698,
+        "mu_j": -0.013195804678398376,
+        "sigma_j": 0.05717547425526682
+    }
+}

optpricing-2.3.2/codecov.yml

@@ -0,0 +1,7 @@
+coverage:
+  range: "70..90"
+  status:
+    project:
+      enabled: false
+ignore:
+  - "src/optpricing/dashboard/pages/*"

{optpricing-2.2.0 → optpricing-2.3.2}/config.yaml

@@ -5,7 +5,7 @@ live_data_provider: "yfinance"
 data_directory: "data"
 artifacts_directory: "artifacts"
 
-# Used by 'optpricing data download --all'
+# Used by --all in CLI commands
 default_tickers:
   - SPY
   - QQQ