voly 0.0.175__tar.gz → 0.0.176__tar.gz

{voly-0.0.175/src/voly.egg-info → voly-0.0.176}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: voly
-Version: 0.0.175
+Version: 0.0.176
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.175 → voly-0.0.176}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "voly"
-version = "0.0.175"
+version = "0.0.176"
 description = "Options & volatility research package"
 readme = "README.md"
 authors = [
@@ -60,7 +60,7 @@ line_length = 100
 multi_line_output = 3
 
 [tool.mypy]
-python_version = "0.0.175"
+python_version = "0.0.176"
 warn_return_any = true
 warn_unused_configs = true
 disallow_untyped_defs = true

{voly-0.0.175 → voly-0.0.176}/src/voly/models.py

@@ -35,24 +35,29 @@ class SVIModel:
     }
 
     @staticmethod
-    def svi(k, a, b, m, rho, sigma):
-        assert b >= 0, 'b must be non-negative'
-        assert abs(rho) <= 1, '|rho| must be <= 1'
-        assert sigma >= 0, 'sigma must be non-negative'
-        assert a + b * sigma * np.sqrt(1 - rho ** 2) >= 0, 'a + b*sigma*sqrt(1-rho^2) must be non-negative'
+    def svi_raw(k, a, b, m, rho, sigma):
+        """
+        Calculate SVI total implied variance using raw parameterization.
+        This is the original function name from the user's code.
+        """
+        assert b >= 0 and abs(rho) <= 1 and sigma >= 0 and a + b * sigma * np.sqrt(1 - rho ** 2) >= 0
         return a + b * (rho * (k - m) + np.sqrt((k - m) ** 2 + sigma ** 2))
 
     @staticmethod
-    def svi_raw(LM: float, a: float, b: float, m: float, rho: float, sigma: float) -> float:
+    def svi(LM: float, a: float, b: float, m: float, rho: float, sigma: float) -> float:
+        """
+        Calculate SVI total implied variance at a given log-moneyness.
+        This version maintains compatibility with the original Voly package.
+        """
         return a + b * (rho * (LM - m) + np.sqrt((LM - m) ** 2 + sigma ** 2))
 
     @staticmethod
-    def svi_d(LM: float, a: float, b: float, sigma: float, rho: float, m: float) -> float:
+    def svi_d(LM: float, a: float, b: float, m: float, rho: float, sigma: float) -> float:
         """Calculate first derivative of SVI function with respect to log-moneyness."""
         return b * (rho + ((LM - m) / np.sqrt((LM - m) ** 2 + sigma ** 2)))
 
     @staticmethod
-    def svi_dd(LM: float, a: float, b: float, sigma: float, rho: float, m: float) -> float:
+    def svi_dd(LM: float, a: float, b: float, m: float, rho: float, sigma: float) -> float:
         """Calculate second derivative of SVI function with respect to log-moneyness."""
         return b * sigma ** 2 / ((LM - m) ** 2 + sigma ** 2) ** 1.5
 

{voly-0.0.175 → voly-0.0.176/src/voly.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: voly
-Version: 0.0.175
+Version: 0.0.176
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT