voly 0.0.23__py3-none-any.whl → 0.0.25__py3-none-any.whl

voly/client.py

@@ -22,9 +22,9 @@ from voly.core.fit import fit_model, get_surface
 from voly.core.rnd import calculate_rnd, calculate_pdf, calculate_cdf, calculate_strike_probability
 from voly.core.interpolate import interpolate_model
 from voly.core.charts import (
-    plot_volatility_smile, plot_3d_surface, plot_parameters, plot_fit_statistics,
-    plot_rnd, plot_pdf, plot_cdf, plot_rnd_all_expiries, plot_rnd_3d,
-    plot_rnd_statistics, plot_interpolated_surface
+    plot_all_smiles, plot_3d_surface, plot_parameters,
+    plot_fit_statistics, plot_rnd, plot_pdf, plot_cdf, plot_rnd_all_expiries,
+    plot_rnd_3d, plot_rnd_statistics, plot_interpolated_surface
 )
 
 

voly/core/fit.py

@@ -294,7 +294,7 @@ def get_surface(fit_results: Dict[str, Any],
     # Generate implied volatility for each expiry
     for maturity, yte in zip(maturity_values, yte_values):
         svi_params = param_matrix[maturity].values
-        w_svi = [SVIModel.svi(x, *svi_params) for x in moneyness_values]
+        w_svi = [SVIModel.svi(x, *svi_params) for x in moneyness_grid]
         iv_surface[yte] = np.sqrt(np.array(w_svi) / yte)
 
     return moneyness_grid, iv_surface

{voly-0.0.23.dist-info → voly-0.0.25.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.23
+Version: 0.0.25
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.23.dist-info → voly-0.0.25.dist-info}/RECORD

@@ -1,18 +1,18 @@
 voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
-voly/client.py,sha256=we0n9F_fkN2FtEgbGpKXv-BdJLXNp69wBxYU5zh9_5g,19408
+voly/client.py,sha256=ecyBENnsYoVJiNn5FpcVze2nuJATduTZ9X1CGOToD7k,19402
 voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
 voly/formulas.py,sha256=aG_HSq_a4j7TcuKiINlHSpmNdmfZa_fzYbAk8EGt954,7427
 voly/models.py,sha256=YJ12aamLz_-aOni4Qm0_XV9u4bjKK3vfJz0J2gc1h0o,3565
 voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
 voly/core/charts.py,sha256=8btc24KmE5dASNf-qjV-94UiRkzxHUewj44eRC_qe8I,26808
 voly/core/data.py,sha256=Dfk-ByHpdteUiLXr0p-wRLr3VAmdyjdDBKwjwdTgCjA,9939
-voly/core/fit.py,sha256=44kWq8cascul87FcgDUAZn6X7-9W3-NhL6O47a8jhkk,9973
+voly/core/fit.py,sha256=y0NSpNGwkm7xd_Feb6wWB3t12oXEbGVvjfXVwNV8Q-M,9971
 voly/core/interpolate.py,sha256=ztVIePJZOh-CIbn69wkh1JW2rKywNe2FEewRN0zcSAo,8185
 voly/core/rnd.py,sha256=-xBVzvM9sMIBtfOfWyBJKtiVcBShSGTNNp2PZFOD5j0,12155
 voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
 voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
-voly-0.0.23.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
-voly-0.0.23.dist-info/METADATA,sha256=Jk8XTV3cDRnKmHjXtLvpMChhVUh0Y3qKYjIOtuO_Q08,4092
-voly-0.0.23.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
-voly-0.0.23.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
-voly-0.0.23.dist-info/RECORD,,
+voly-0.0.25.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
+voly-0.0.25.dist-info/METADATA,sha256=y_btkoOS5ikM5DQ5eqmADgX6MQMxe46dn00dnGuwQUY,4092
+voly-0.0.25.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
+voly-0.0.25.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
+voly-0.0.25.dist-info/RECORD,,