svi-py 0.1.0__tar.gz

svi_py-0.1.0/.idea/.gitignore

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svi_py-0.1.0/.idea/inspectionProfiles/profiles_settings.xml

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svi_py-0.1.0/.idea/misc.xml

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svi_py-0.1.0/.idea/modules.xml

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svi_py-0.1.0/.idea/pysvi.iml

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+  </component>
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+  <component name="VcsManagerConfiguration">
+    <MESSAGE value="feat(models): total variance functions, imports, models setup" />
+    <MESSAGE value="feat(models): adds the parametrisation abstract base class" />
+    <MESSAGE value="feat(models): adds the SVI parametrisation" />
+    <MESSAGE value="feat(models): adds the SSVI parametrisation" />
+    <MESSAGE value="feat(models): adds the ESSVI parametrisation" />
+    <MESSAGE value="feat(calibration): file setup + imports" />
+    <MESSAGE value="feat(calibration): adds the ticker parser" />
+    <MESSAGE value="feat(calibration): adds the bsm implied vola fitter" />
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+    <MESSAGE value="feat(calibration): leg chooser for contemporaneity alignment" />
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+    <MESSAGE value="feat(calibration): docstrings!" />
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+    <SUITE FILE_PATH="coverage/pysvi$conftest.coverage" NAME="conftest Coverage Results" MODIFIED="1770201782249" SOURCE_PROVIDER="com.intellij.coverage.DefaultCoverageFileProvider" RUNNER="coverage.py" COVERAGE_BY_TEST_ENABLED="false" COVERAGE_TRACING_ENABLED="false" WORKING_DIRECTORY="$PROJECT_DIR$/tests" />
+  </component>
+</project>

svi_py-0.1.0/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2026 Marwin Steiner
+
+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.

svi_py-0.1.0/PKG-INFO

@@ -0,0 +1,19 @@
+Metadata-Version: 2.4
+Name: svi-py
+Version: 0.1.0
+Summary: Stochastic volatility inspired parametrizations of the implied volatility surface in Python!
+Author: Marwin Steiner
+License: MIT
+License-File: LICENSE
+Requires-Python: >=3.13
+Requires-Dist: loguru>=0.7.3
+Requires-Dist: numpy>=2.4.2
+Requires-Dist: pandas>=3.0.0
+Requires-Dist: py-lets-be-rational>=1.0.1
+Requires-Dist: py-vollib>=1.0.1
+Requires-Dist: scipy>=1.17.0
+Requires-Dist: twine>=6.2.0
+Description-Content-Type: text/markdown
+
+# pysvi
+Stochastic volatility inspired parametrizations of the implied volatility surface in Python!

svi_py-0.1.0/README.md

@@ -0,0 +1,2 @@
+# pysvi
+Stochastic volatility inspired parametrizations of the implied volatility surface in Python!

svi_py-0.1.0/pyproject.toml

@@ -0,0 +1,44 @@
+[project]
+name = "svi-py"
+version = "0.1.0"
+description = "Stochastic volatility inspired parametrizations of the implied volatility surface in Python!"
+authors = [{name = "Marwin Steiner"}]
+license = {text = "MIT"}
+readme = "README.md"
+requires-python = ">=3.13"
+dependencies = [
+    "loguru>=0.7.3",
+    "numpy>=2.4.2",
+    "pandas>=3.0.0",
+    "py-lets-be-rational>=1.0.1",
+    "py-vollib>=1.0.1",
+    "scipy>=1.17.0",
+    "twine>=6.2.0",
+]
+
+[dependency-groups]
+dev = [
+    "black[ruff]>=26.1.0",
+    "hypothesis>=6.151.5",
+    "mypy>=1.19.1",
+    "pytest>=9.0.2",
+    "pytest-xdist>=3.8.0",
+    "ruff>=0.15.0",
+]
+
+[tool.pytest.ini_options]
+testpaths = ["tests"]
+pythonpath = "src"
+addopts = "-v --strict-markers --import-mode=importlib"
+filterwarnings = [
+    "ignore::DeprecationWarning",
+    "ignore::FutureWarning"
+]
+cov_source = "src/pysvi"
+
+[build-system]
+requires = ["hatchling"]
+build-backend = "hatchling.build"
+
+[tool.hatch.build.targets.wheel]
+packages = ["src/pysvi"]

svi_py-0.1.0/src/pysvi/__init__.py

@@ -0,0 +1,14 @@
+"""PySVI: Volatility surface parametrizations."""
+
+__version__ = "0.1.0"
+
+from .models import (SVI, SSVI, ESSVI,
+                     svi_total_variance, ssvi_total_variance, essvi_total_variance)
+from .calibration import (prepare_slice, calibrate_slice, apply_slice,
+                         calculate_implied_forward, get_model)
+
+__all__ = [
+    "SVI", "SSVI", "ESSVI", "get_model",
+    "svi_total_variance", "ssvi_total_variance", "essvi_total_variance",
+    "prepare_slice", "calibrate_slice", "apply_slice", "calculate_implied_forward"
+]