voly 0.0.212__py3-none-any.whl → 0.0.213__py3-none-any.whl

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Files changed (6) hide show
  1. voly/utils/density.py +1 -1
  2. {voly-0.0.212.dist-info → voly-0.0.213.dist-info}/METADATA +1 -1
  3. {voly-0.0.212.dist-info → voly-0.0.213.dist-info}/RECORD +6 -6
  4. {voly-0.0.212.dist-info → voly-0.0.213.dist-info}/WHEEL +0 -0
  5. {voly-0.0.212.dist-info → voly-0.0.213.dist-info}/licenses/LICENSE +0 -0
  6. {voly-0.0.212.dist-info → voly-0.0.213.dist-info}/top_level.txt +0 -0
voly/utils/density.py CHANGED
@@ -36,7 +36,7 @@ def prepare_domains(domain_params: Tuple[float, float, int],
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  # Calculate other domains
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  M = np.exp(LM) # Moneyness
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  R = M - 1 # Returns
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- K = s / M # Strike prices
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+ K = M * s # Strike prices
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  # Precompute differentials for integration
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  dx = LM[1] - LM[0]
{voly-0.0.212.dist-info → voly-0.0.213.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: voly
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- Version: 0.0.212
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+ Version: 0.0.213
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  Summary: Options & volatility research package
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  Author-email: Manu de Cara <manu.de.cara@gmail.com>
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  License: MIT
{voly-0.0.212.dist-info → voly-0.0.213.dist-info}/RECORD RENAMED
@@ -11,10 +11,10 @@ voly/core/hd.py,sha256=UFAyLncNUHivpPAcko6IK1bC55mudVtdlRFfXp63HXE,14771
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  voly/core/interpolate.py,sha256=JkK172-FXyhesW3hY4pEeuJWG3Bugq7QZXbeKoRpLuo,5305
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  voly/core/rnd.py,sha256=GoC3m1Q46Wnk5tV_mstr-3_aktHeue6BBLh4DQTciW0,13307
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  voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
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- voly/utils/density.py,sha256=q0fX4im9TGwMCZ32Hzdv8CNh56KnJo8bmG5w0gVWZH8,5879
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+ voly/utils/density.py,sha256=ONpRli-IaJDgOZ2sb27HHFc9_tkkGSATKl94JODd86A,5879
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  voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
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- voly-0.0.212.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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- voly-0.0.212.dist-info/METADATA,sha256=X15mBA_SRU4iVsc7mrfj3b0unomoIxqgoZSFZYPj9V0,4115
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- voly-0.0.212.dist-info/WHEEL,sha256=pxyMxgL8-pra_rKaQ4drOZAegBVuX-G_4nRHjjgWbmo,91
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- voly-0.0.212.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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- voly-0.0.212.dist-info/RECORD,,
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+ voly-0.0.213.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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+ voly-0.0.213.dist-info/METADATA,sha256=DRsNILEmUVwj9Z96uqqGxfxtC11tap8sHmiaTdfbbxY,4115
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+ voly-0.0.213.dist-info/WHEEL,sha256=pxyMxgL8-pra_rKaQ4drOZAegBVuX-G_4nRHjjgWbmo,91
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+ voly-0.0.213.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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+ voly-0.0.213.dist-info/RECORD,,
{voly-0.0.212.dist-info → voly-0.0.213.dist-info}/WHEEL RENAMED
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