voly 0.0.32__py3-none-any.whl → 0.0.34__py3-none-any.whl
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/client.py +1 -1
- voly/core/rnd.py +6 -3
- {voly-0.0.32.dist-info → voly-0.0.34.dist-info}/METADATA +1 -1
- {voly-0.0.32.dist-info → voly-0.0.34.dist-info}/RECORD +7 -7
- {voly-0.0.32.dist-info → voly-0.0.34.dist-info}/LICENSE +0 -0
- {voly-0.0.32.dist-info → voly-0.0.34.dist-info}/WHEEL +0 -0
- {voly-0.0.32.dist-info → voly-0.0.34.dist-info}/top_level.txt +0 -0
voly/client.py
CHANGED
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@@ -387,7 +387,7 @@ class VolyClient:
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# -------------------------------------------------------------------------
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@staticmethod
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-
def get_rnd(svi_params_list: float
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+
def get_rnd(svi_params_list: List[float],
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moneyness_params: Tuple[float, float, int] = (-2, 2, 500)
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) -> np.ndarray:
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"""
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voly/core/rnd.py
CHANGED
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@@ -19,7 +19,7 @@ def rnd(moneyness_array: float, total_var: float) -> float:
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@catch_exception
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def get_rnd(svi_params_list: float[List],
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moneyness_params: Tuple[float, float, int] = (-2, 2, 500)
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) ->
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) -> Dict[str, Any]:
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# Adjust parameter order to match function signatures
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a, b, sigma, rho, m = svi_params_list
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@@ -36,13 +36,16 @@ def get_rnd(svi_params_list: float[List],
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# Calculate risk-neutral density using the base RND function
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rnd_values = np.array([rnd(x, var) for x, var in zip(moneyness_array, total_var)])
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return
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return {
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'moneyness_array': moneyness_array,
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'rnd_values': rnd_values
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}
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@catch_exception
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def get_rnd_surface(fit_results: Dict[str, Any],
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moneyness_params: Tuple[float, float, int] = (-2, 2, 500)
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) -> Dict[str,
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) -> Dict[str, Any]:
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"""
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Calculate RND for all expiries using the SVI parameter matrix.
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@@ -1,5 +1,5 @@
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1
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voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
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-
voly/client.py,sha256=
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voly/client.py,sha256=wCmjmuHZSmsBpAk_aa6GhktHpLFqPusO_ldPN2iH0Pc,19762
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voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
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voly/formulas.py,sha256=7NQZtYWFT_VOyAVNQHLB5-8caGAdtzU8y8eFcYJsZn8,7256
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voly/models.py,sha256=YJ12aamLz_-aOni4Qm0_XV9u4bjKK3vfJz0J2gc1h0o,3565
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@@ -8,11 +8,11 @@ voly/core/charts.py,sha256=lHiDYKb4uHK2R7wjs8xuxQ6FD9QsQyFR2-6bbtxqquE,26696
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voly/core/data.py,sha256=Dfk-ByHpdteUiLXr0p-wRLr3VAmdyjdDBKwjwdTgCjA,9939
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voly/core/fit.py,sha256=rozX5UIVPxjWtd2BpLIHtR99WyeNjdATRUfVPkM7GdY,9911
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voly/core/interpolate.py,sha256=ztVIePJZOh-CIbn69wkh1JW2rKywNe2FEewRN0zcSAo,8185
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voly/core/rnd.py,sha256=
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voly/core/rnd.py,sha256=wiX4dNH7mbQmaeP2ivFeXlyxNQLuWS54NogVTSG939s,12715
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voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
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voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
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voly-0.0.
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voly-0.0.
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voly-0.0.
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voly-0.0.
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voly-0.0.
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voly-0.0.34.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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voly-0.0.34.dist-info/METADATA,sha256=MlHk8jLn8HRa3Qd-YVMvoXyEisE_h3lfsuZHWwkF96U,4092
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voly-0.0.34.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
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voly-0.0.34.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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voly-0.0.34.dist-info/RECORD,,
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File without changes
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File without changes
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File without changes
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