voly 0.0.101__tar.gz → 0.0.103__tar.gz

{voly-0.0.101/src/voly.egg-info → voly-0.0.103}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.101
+Version: 0.0.103
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.101 → voly-0.0.103}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "voly"
-version = "0.0.101"
+version = "0.0.103"
 description = "Options & volatility research package"
 readme = "README.md"
 authors = [
@@ -60,7 +60,7 @@ line_length = 100
 multi_line_output = 3
 
 [tool.mypy]
-python_version = "0.0.101"
+python_version = "0.0.103"
 warn_return_any = true
 warn_unused_configs = true
 disallow_untyped_defs = true

{voly-0.0.101 → voly-0.0.103}/src/voly/client.py

@@ -15,7 +15,7 @@ from voly.utils.logger import logger, catch_exception, setup_file_logging
 from voly.exceptions import VolyError
 from voly.models import SVIModel
 from voly.formulas import (
-    d1, d2, bs, delta, gamma, vega, theta, rho, vanna, volga, charm, greeks, iv
+    svi, d1, d2, bs, delta, gamma, vega, theta, rho, vanna, volga, charm, greeks, iv
 )
 from voly.core.data import fetch_option_chain, process_option_chain
 from voly.core.fit import fit_model, get_iv_surface
@@ -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-0.0.101 → voly-0.0.103}/src/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 → voly-0.0.103/src/voly.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.101
+Version: 0.0.103
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT