voly 0.0.174__tar.gz → 0.0.175__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-0.0.174/src/voly.egg-info → voly-0.0.175}/PKG-INFO +1 -1
- {voly-0.0.174 → voly-0.0.175}/pyproject.toml +2 -2
- {voly-0.0.174 → voly-0.0.175}/src/voly/models.py +2 -2
- {voly-0.0.174 → voly-0.0.175/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.174 → voly-0.0.175}/LICENSE +0 -0
- {voly-0.0.174 → voly-0.0.175}/README.md +0 -0
- {voly-0.0.174 → voly-0.0.175}/setup.cfg +0 -0
- {voly-0.0.174 → voly-0.0.175}/setup.py +0 -0
- {voly-0.0.174 → voly-0.0.175}/src/voly/__init__.py +0 -0
- {voly-0.0.174 → voly-0.0.175}/src/voly/client.py +0 -0
- {voly-0.0.174 → voly-0.0.175}/src/voly/core/__init__.py +0 -0
- {voly-0.0.174 → voly-0.0.175}/src/voly/core/charts.py +0 -0
- {voly-0.0.174 → voly-0.0.175}/src/voly/core/data.py +0 -0
- {voly-0.0.174 → voly-0.0.175}/src/voly/core/fit.py +0 -0
- {voly-0.0.174 → voly-0.0.175}/src/voly/core/hd.py +0 -0
- {voly-0.0.174 → voly-0.0.175}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.174 → voly-0.0.175}/src/voly/core/rnd.py +0 -0
- {voly-0.0.174 → voly-0.0.175}/src/voly/exceptions.py +0 -0
- {voly-0.0.174 → voly-0.0.175}/src/voly/formulas.py +0 -0
- {voly-0.0.174 → voly-0.0.175}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.174 → voly-0.0.175}/src/voly/utils/density.py +0 -0
- {voly-0.0.174 → voly-0.0.175}/src/voly/utils/logger.py +0 -0
- {voly-0.0.174 → voly-0.0.175}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.174 → voly-0.0.175}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.174 → voly-0.0.175}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.174 → voly-0.0.175}/src/voly.egg-info/top_level.txt +0 -0
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@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
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[project]
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name = "voly"
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version = "0.0.
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version = "0.0.175"
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description = "Options & volatility research package"
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readme = "README.md"
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authors = [
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@@ -60,7 +60,7 @@ line_length = 100
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multi_line_output = 3
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[tool.mypy]
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python_version = "0.0.
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python_version = "0.0.175"
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warn_return_any = true
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warn_unused_configs = true
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disallow_untyped_defs = true
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@@ -39,8 +39,8 @@ class SVIModel:
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assert b >= 0, 'b must be non-negative'
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assert abs(rho) <= 1, '|rho| must be <= 1'
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assert sigma >= 0, 'sigma must be non-negative'
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assert a + b * sigma * sqrt(1 - rho ** 2) >= 0, 'a + b*sigma*sqrt(1-rho^2) must be non-negative'
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return a + b * (rho * (k - m) + sqrt((k - m) ** 2 + sigma ** 2))
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assert a + b * sigma * np.sqrt(1 - rho ** 2) >= 0, 'a + b*sigma*sqrt(1-rho^2) must be non-negative'
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return a + b * (rho * (k - m) + np.sqrt((k - m) ** 2 + sigma ** 2))
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@staticmethod
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def svi_raw(LM: float, a: float, b: float, m: float, rho: float, sigma: float) -> float:
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