voly 0.0.128__tar.gz → 0.0.129__tar.gz

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.
Files changed (25) hide show
  1. {voly-0.0.128/src/voly.egg-info → voly-0.0.129}/PKG-INFO +1 -1
  2. {voly-0.0.128 → voly-0.0.129}/pyproject.toml +2 -2
  3. {voly-0.0.128 → voly-0.0.129}/src/voly/formulas.py +1 -0
  4. {voly-0.0.128 → voly-0.0.129}/src/voly/models.py +1 -0
  5. {voly-0.0.128 → voly-0.0.129/src/voly.egg-info}/PKG-INFO +1 -1
  6. {voly-0.0.128 → voly-0.0.129}/LICENSE +0 -0
  7. {voly-0.0.128 → voly-0.0.129}/README.md +0 -0
  8. {voly-0.0.128 → voly-0.0.129}/setup.cfg +0 -0
  9. {voly-0.0.128 → voly-0.0.129}/setup.py +0 -0
  10. {voly-0.0.128 → voly-0.0.129}/src/voly/__init__.py +0 -0
  11. {voly-0.0.128 → voly-0.0.129}/src/voly/client.py +0 -0
  12. {voly-0.0.128 → voly-0.0.129}/src/voly/core/__init__.py +0 -0
  13. {voly-0.0.128 → voly-0.0.129}/src/voly/core/charts.py +0 -0
  14. {voly-0.0.128 → voly-0.0.129}/src/voly/core/data.py +0 -0
  15. {voly-0.0.128 → voly-0.0.129}/src/voly/core/fit.py +0 -0
  16. {voly-0.0.128 → voly-0.0.129}/src/voly/core/hd.py +0 -0
  17. {voly-0.0.128 → voly-0.0.129}/src/voly/core/interpolate.py +0 -0
  18. {voly-0.0.128 → voly-0.0.129}/src/voly/core/rnd.py +0 -0
  19. {voly-0.0.128 → voly-0.0.129}/src/voly/exceptions.py +0 -0
  20. {voly-0.0.128 → voly-0.0.129}/src/voly/utils/__init__.py +0 -0
  21. {voly-0.0.128 → voly-0.0.129}/src/voly/utils/logger.py +0 -0
  22. {voly-0.0.128 → voly-0.0.129}/src/voly.egg-info/SOURCES.txt +0 -0
  23. {voly-0.0.128 → voly-0.0.129}/src/voly.egg-info/dependency_links.txt +0 -0
  24. {voly-0.0.128 → voly-0.0.129}/src/voly.egg-info/requires.txt +0 -0
  25. {voly-0.0.128 → voly-0.0.129}/src/voly.egg-info/top_level.txt +0 -0
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: voly
3
- Version: 0.0.128
3
+ Version: 0.0.129
4
4
  Summary: Options & volatility research package
5
5
  Author-email: Manu de Cara <manu.de.cara@gmail.com>
6
6
  License: MIT
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
4
4
 
5
5
  [project]
6
6
  name = "voly"
7
- version = "0.0.128"
7
+ version = "0.0.129"
8
8
  description = "Options & volatility research package"
9
9
  readme = "README.md"
10
10
  authors = [
@@ -60,7 +60,7 @@ line_length = 100
60
60
  multi_line_output = 3
61
61
 
62
62
  [tool.mypy]
63
- python_version = "0.0.128"
63
+ python_version = "0.0.129"
64
64
  warn_return_any = true
65
65
  warn_unused_configs = true
66
66
  disallow_untyped_defs = true
@@ -43,6 +43,7 @@ def d1(s: float, K: float, r: float, o: float, t: float, option_type: str = 'cal
43
43
  return np.nan
44
44
  return (np.log(s / K) + (r + o ** 2 / 2) * t) / (o * np.sqrt(t))
45
45
 
46
+
46
47
  @catch_exception
47
48
  @vectorize_inputs
48
49
  def d2(s: float, K: float, r: float, o: float, t: float, option_type: str = 'call') -> float:
@@ -5,6 +5,7 @@ Volatility models for the Voly package.
5
5
  import numpy as np
6
6
  from typing import Tuple, Dict, List, Optional, Union
7
7
 
8
+
8
9
  class SVIModel:
9
10
  """
10
11
  Stochastic Volatility Inspired (SVI) model.
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: voly
3
- Version: 0.0.128
3
+ Version: 0.0.129
4
4
  Summary: Options & volatility research package
5
5
  Author-email: Manu de Cara <manu.de.cara@gmail.com>
6
6
  License: MIT
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes