voly 0.0.101__py3-none-any.whl → 0.0.102__py3-none-any.whl

voly/client.py

@@ -86,6 +86,10 @@ class VolyClient:
     # SVI, Black-Scholes and Greeks Calculations
     # -------------------------------------------------------------------------
 
+    @staticmethod
+    def svi(LM: float, a: float, b: float, sigma: float, rho: float, m: float) -> float:
+        return svi(LM, a, b, sigma, rho, m)
+
     @staticmethod
     def d1(s: float, K: float, r: float, o: float, t: float,
            option_type: str = 'call') -> float:

voly/models.py

@@ -36,16 +36,16 @@ class SVIModel:
     }
 
     @staticmethod
-    def svi(log_moneyness_array: float, a: float, b: float, sigma: float, rho: float, m: float) -> float:
-        return a + b * (rho * (log_moneyness_array - m) + np.sqrt((log_moneyness_array - m) ** 2 + sigma ** 2))
+    def svi(LM: float, a: float, b: float, sigma: float, rho: float, m: float) -> float:
+        return a + b * (rho * (LM - m) + np.sqrt((LM - m) ** 2 + sigma ** 2))
 
     @staticmethod
-    def svi_d(log_moneyness_array: float, a: float, b: float, sigma: float, rho: float, m: float) -> float:
-        return b * (rho + ((log_moneyness_array - m) / np.sqrt((log_moneyness_array - m) ** 2 + sigma ** 2)))
+    def svi_d(LM: float, a: float, b: float, sigma: float, rho: float, m: float) -> float:
+        return b * (rho + ((LM - m) / np.sqrt((LM - m) ** 2 + sigma ** 2)))
 
     @staticmethod
-    def svi_dd(log_moneyness_array: float, a: float, b: float, sigma: float, rho: float, m: float) -> float:
-        return b * log_moneyness_array ** 2 / ((log_moneyness_array - m) ** 2 + sigma ** 2) ** 1.5
+    def svi_dd(LM: float, a: float, b: float, sigma: float, rho: float, m: float) -> float:
+        return b * LM ** 2 / ((LM - m) ** 2 + sigma ** 2) ** 1.5
 
     @staticmethod
     def svi_min_strike(sigma: float, rho: float, m: float) -> float:

{voly-0.0.101.dist-info → voly-0.0.102.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.101
+Version: 0.0.102
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.101.dist-info → voly-0.0.102.dist-info}/RECORD

@@ -1,8 +1,8 @@
 voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
-voly/client.py,sha256=kHb357sFOlJ_x17vc0UqIXeJ43SRTcNP-7pIuZ01jkI,11314
+voly/client.py,sha256=MN2bInSoNMdtixN3dHrq3uDV77d9QPoTRl0DcQmcyPs,11466
 voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
 voly/formulas.py,sha256=6yuu0-vO6TkV7p94W8d_akuC_byySs02-yhy62W8eA4,11575
-voly/models.py,sha256=Vs69QZYQ_Tt6hkaZ6Mfnq3II1dHDqQrZTzBNiaOIbwo,3516
+voly/models.py,sha256=BF-O7BjGf0BLMpw4rCtfwW7s8_f4iyUZdUY6q1dVxLs,3363
 voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
 voly/core/charts.py,sha256=E21OZB5lTY4YL2flgaFJ6s5g3_ExtAQT2zryZZxLPyM,12735
 voly/core/data.py,sha256=pDeuYhP0GX4RbtlqByvsE3rfHcIkix0BU5MLW8sKIeI,8935
@@ -11,8 +11,8 @@ voly/core/interpolate.py,sha256=JkK172-FXyhesW3hY4pEeuJWG3Bugq7QZXbeKoRpLuo,5305
 voly/core/rnd.py,sha256=VKM8ojLBziB9nxOEsKO5z_9Z1BSOVNxg0OQPx-Sp80I,10094
 voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
 voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
-voly-0.0.101.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
-voly-0.0.101.dist-info/METADATA,sha256=qd0vAWOTSpC5uApD_edSl8JKILnAKVSJ7mMSE7q3kls,4093
-voly-0.0.101.dist-info/WHEEL,sha256=beeZ86-EfXScwlR_HKu4SllMC9wUEj_8Z_4FJ3egI2w,91
-voly-0.0.101.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
-voly-0.0.101.dist-info/RECORD,,
+voly-0.0.102.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
+voly-0.0.102.dist-info/METADATA,sha256=EvUkMbZ883RrRIQdX8objNxaIewn5crmCzc49MfKdVU,4093
+voly-0.0.102.dist-info/WHEEL,sha256=beeZ86-EfXScwlR_HKu4SllMC9wUEj_8Z_4FJ3egI2w,91
+voly-0.0.102.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
+voly-0.0.102.dist-info/RECORD,,