voly 0.0.164__tar.gz → 0.0.166__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.
- {voly-0.0.164/src/voly.egg-info → voly-0.0.166}/PKG-INFO +1 -1
- {voly-0.0.164 → voly-0.0.166}/pyproject.toml +2 -2
- {voly-0.0.164 → voly-0.0.166}/src/voly/formulas.py +1 -0
- {voly-0.0.164 → voly-0.0.166/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.164 → voly-0.0.166}/LICENSE +0 -0
- {voly-0.0.164 → voly-0.0.166}/README.md +0 -0
- {voly-0.0.164 → voly-0.0.166}/setup.cfg +0 -0
- {voly-0.0.164 → voly-0.0.166}/setup.py +0 -0
- {voly-0.0.164 → voly-0.0.166}/src/voly/__init__.py +0 -0
- {voly-0.0.164 → voly-0.0.166}/src/voly/client.py +0 -0
- {voly-0.0.164 → voly-0.0.166}/src/voly/core/__init__.py +0 -0
- {voly-0.0.164 → voly-0.0.166}/src/voly/core/charts.py +0 -0
- {voly-0.0.164 → voly-0.0.166}/src/voly/core/data.py +0 -0
- {voly-0.0.164 → voly-0.0.166}/src/voly/core/fit.py +0 -0
- {voly-0.0.164 → voly-0.0.166}/src/voly/core/hd.py +0 -0
- {voly-0.0.164 → voly-0.0.166}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.164 → voly-0.0.166}/src/voly/core/rnd.py +0 -0
- {voly-0.0.164 → voly-0.0.166}/src/voly/exceptions.py +0 -0
- {voly-0.0.164 → voly-0.0.166}/src/voly/models.py +0 -0
- {voly-0.0.164 → voly-0.0.166}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.164 → voly-0.0.166}/src/voly/utils/density.py +0 -0
- {voly-0.0.164 → voly-0.0.166}/src/voly/utils/logger.py +0 -0
- {voly-0.0.164 → voly-0.0.166}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.164 → voly-0.0.166}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.164 → voly-0.0.166}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.164 → voly-0.0.166}/src/voly.egg-info/top_level.txt +0 -0
|
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
|
|
|
4
4
|
|
|
5
5
|
[project]
|
|
6
6
|
name = "voly"
|
|
7
|
-
version = "0.0.
|
|
7
|
+
version = "0.0.166"
|
|
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.
|
|
63
|
+
python_version = "0.0.166"
|
|
64
64
|
warn_return_any = true
|
|
65
65
|
warn_unused_configs = true
|
|
66
66
|
disallow_untyped_defs = true
|
|
@@ -224,6 +224,7 @@ def iv(option_price: float, s: float, K: float, r: float, t: float,
|
|
|
224
224
|
Returns:
|
|
225
225
|
- Implied volatility
|
|
226
226
|
"""
|
|
227
|
+
|
|
227
228
|
# Check if option price is within theoretical bounds
|
|
228
229
|
if option_type.lower() in ["call", "c"]:
|
|
229
230
|
intrinsic = max(0, s - K * np.exp(-r * t))
|
|
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
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|