voly 0.0.122__py3-none-any.whl → 0.0.124__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- voly/client.py +10 -2
- voly/core/rnd.py +1 -2
- {voly-0.0.122.dist-info → voly-0.0.124.dist-info}/METADATA +1 -1
- {voly-0.0.122.dist-info → voly-0.0.124.dist-info}/RECORD +7 -7
- {voly-0.0.122.dist-info → voly-0.0.124.dist-info}/WHEEL +0 -0
- {voly-0.0.122.dist-info → voly-0.0.124.dist-info}/licenses/LICENSE +0 -0
- {voly-0.0.122.dist-info → voly-0.0.124.dist-info}/top_level.txt +0 -0
voly/client.py
CHANGED
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@@ -216,7 +216,10 @@ class VolyClient:
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return_domain=return_domain
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)
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-
return
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219
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+
return {
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220
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+
'iv_surface': iv_surface,
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221
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'x_surface': x_surface
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}
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@staticmethod
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def plot_model(fit_results: pd.DataFrame,
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@@ -316,7 +319,12 @@ class VolyClient:
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method=method
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)
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return
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return {
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'pdf_surface': pdf_surface,
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'cdf_surface': cdf_surface,
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'x_surface': x_surface,
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'moments': moments
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}
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# -------------------------------------------------------------------------
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# Historical Density (HD)
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voly/core/rnd.py
CHANGED
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@@ -220,8 +220,7 @@ def get_all_moments(x, pdf):
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def get_rnd_surface(model_results: pd.DataFrame,
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domain_params: Tuple[float, float, int] = (-1.5, 1.5, 1000),
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return_domain: str = 'log_moneyness',
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223
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method: str = 'rookley') ->
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Dict[str, np.ndarray], Dict[str, np.ndarray], Dict[str, np.ndarray], pd.DataFrame]:
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method: str = 'rookley') -> Dict[str, np.ndarray]:
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"""
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Generate RND surface from vol smile parameters.
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@@ -1,5 +1,5 @@
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1
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voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
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-
voly/client.py,sha256=
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voly/client.py,sha256=3Qe_fLkBTEPHzZ9rZdXd4u4xhaIpQGesn1XjkcBIk1A,14887
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voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
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4
4
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voly/formulas.py,sha256=HejPfgVh6-hmWDhvwbHgAIfQMt8iPbIiaKqcBrB5Spw,10766
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5
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voly/models.py,sha256=BF-O7BjGf0BLMpw4rCtfwW7s8_f4iyUZdUY6q1dVxLs,3363
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@@ -9,11 +9,11 @@ voly/core/data.py,sha256=pDeuYhP0GX4RbtlqByvsE3rfHcIkix0BU5MLW8sKIeI,8935
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voly/core/fit.py,sha256=Tb9eeG7e_2dQTcqt6aqEwFrZdy6jR9rSNqe6tzOdVhQ,9245
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voly/core/hd.py,sha256=ODaDW95V_jq-yja-arJi1llgvf7Yq0RTGnjSyn6HEsw,13455
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voly/core/interpolate.py,sha256=JkK172-FXyhesW3hY4pEeuJWG3Bugq7QZXbeKoRpLuo,5305
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voly/core/rnd.py,sha256=
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voly/core/rnd.py,sha256=0VE77lxesx_BPAO46QwKpcauZNaHnPTiDhmRbSURn3c,10022
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voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
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voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
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voly-0.0.
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voly-0.0.
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voly-0.0.
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voly-0.0.
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voly-0.0.
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voly-0.0.124.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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16
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voly-0.0.124.dist-info/METADATA,sha256=OgVZEuKHA8iCCB56Y4r77eAT6oCr3lhegeq0WguT2CA,4115
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voly-0.0.124.dist-info/WHEEL,sha256=1tXe9gY0PYatrMPMDd6jXqjfpz_B-Wqm32CPfRC58XU,91
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voly-0.0.124.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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voly-0.0.124.dist-info/RECORD,,
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File without changes
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File without changes
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File without changes
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