stochvolmodels 1.0.28__tar.gz → 1.0.29__tar.gz

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Files changed (48) hide show
  1. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/PKG-INFO +1 -1
  2. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/pyproject.toml +1 -1
  3. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/__init__.py +0 -2
  4. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/LICENSE.txt +0 -0
  5. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/README.md +0 -0
  6. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/data/__init__.py +0 -0
  7. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/data/fetch_option_chain.py +0 -0
  8. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/data/option_chain.py +0 -0
  9. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/data/test_option_chain.py +0 -0
  10. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/examples/quick_run_lognormal_sv_pricer.py +0 -0
  11. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/examples/run_heston.py +0 -0
  12. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/examples/run_heston_sv_pricer.py +0 -0
  13. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/examples/run_lognormal_sv_pricer.py +0 -0
  14. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/examples/run_pricing_options_on_qvar.py +0 -0
  15. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/__init__.py +0 -0
  16. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/analytic/__init__.py +0 -0
  17. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/analytic/bachelier.py +0 -0
  18. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/analytic/bsm.py +0 -0
  19. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/analytic/tdist.py +0 -0
  20. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/factor_hjm/double_exp_pricer.py +0 -0
  21. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/factor_hjm/factor_hjm_pricer.py +0 -0
  22. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/factor_hjm/rate_affine_expansion.py +0 -0
  23. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/factor_hjm/rate_core.py +0 -0
  24. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/factor_hjm/rate_evaluate.py +0 -0
  25. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/factor_hjm/rate_factor_basis.py +0 -0
  26. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/factor_hjm/rate_logsv_ivols.py +0 -0
  27. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/factor_hjm/rate_logsv_params.py +0 -0
  28. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/factor_hjm/rate_logsv_pricer.py +0 -0
  29. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/gmm_pricer.py +0 -0
  30. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/hawkes_jd_pricer.py +0 -0
  31. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/heston_pricer.py +0 -0
  32. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/logsv/__init__.py +0 -0
  33. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/logsv/affine_expansion.py +0 -0
  34. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/logsv/logsv_params.py +0 -0
  35. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/logsv/vol_moments_ode.py +0 -0
  36. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/logsv_pricer.py +0 -0
  37. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/model_pricer.py +0 -0
  38. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/pricers/tdist_pricer.py +0 -0
  39. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/tests/__init__.py +0 -0
  40. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/tests/bsm_mgf_pricer.py +0 -0
  41. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/tests/qv_pricer.py +0 -0
  42. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/utils/__init__.py +0 -0
  43. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/utils/config.py +0 -0
  44. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/utils/funcs.py +0 -0
  45. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/utils/mc_payoffs.py +0 -0
  46. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/utils/mgf_pricer.py +0 -0
  47. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/utils/plots.py +0 -0
  48. {stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/utils/var_swap_pricer.py +0 -0
{stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.3
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  Name: stochvolmodels
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- Version: 1.0.28
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+ Version: 1.0.29
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  Summary: Implementation of stochastic volatility models for option pricing
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  License: LICENSE.txt
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  Keywords: volatility,options,Black-Scholes,Heston,Monte-Carlo
{stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/pyproject.toml RENAMED
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  [tool.poetry]
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  name = "stochvolmodels"
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- version = "1.0.28"
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+ version = "1.0.29"
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  description = "Implementation of stochastic volatility models for option pricing"
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  license = "LICENSE.txt"
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  authors = ["Artur Sepp <artursepp@gmail.com>"]
{stochvolmodels-1.0.28 → stochvolmodels-1.0.29}/stochvolmodels/__init__.py RENAMED
@@ -159,5 +159,3 @@ from stochvolmodels.utils.plots import (
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  from stochvolmodels.pricers.logsv.vol_moments_ode import compute_analytic_qvar
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- from stochvolmodels.data.option_chain import generate_vol_chain_np