voly 0.0.34__py3-none-any.whl → 0.0.36__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 +4 -8
- voly/core/rnd.py +1 -1
- {voly-0.0.34.dist-info → voly-0.0.36.dist-info}/METADATA +1 -1
- {voly-0.0.34.dist-info → voly-0.0.36.dist-info}/RECORD +7 -7
- {voly-0.0.34.dist-info → voly-0.0.36.dist-info}/LICENSE +0 -0
- {voly-0.0.34.dist-info → voly-0.0.36.dist-info}/WHEEL +0 -0
- {voly-0.0.34.dist-info → voly-0.0.36.dist-info}/top_level.txt +0 -0
voly/client.py
CHANGED
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@@ -401,13 +401,13 @@ class VolyClient:
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logger.info("Calculating risk-neutral density")
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# Generate the surface
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-
moneyness_array,
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404
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+
moneyness_array, rnd_values = get_rnd(
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svi_params_list=svi_params_list,
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moneyness_params=moneyness_params
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)
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return {
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'
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+
'moneyness_array': moneyness_array,
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'rnd_values': rnd_values
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}
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@@ -426,16 +426,12 @@ class VolyClient:
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logger.info("Calculating risk-neutral density")
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# Generate the surface
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-
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+
rnd_values = get_rnd_surface(
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fit_results=fit_results,
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moneyness_params=moneyness_params
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)
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-
return
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'moneyness_grid': moneyness_grid,
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'rnd_values': rnd_values
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}
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-
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return rnd_values
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@staticmethod
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def pdf(rnd_results: Dict[str, Any],
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voly/core/rnd.py
CHANGED
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@@ -17,7 +17,7 @@ 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
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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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) -> Dict[str, Any]:
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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=hKjNVmgpDdc2tAtdRZNEjRh7TQbQmtwR_QAakzhouO0,19661
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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=oParWRKJlMmZPHG5-sUTSlhYNMMP4BfSo07361yhnpw,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-0.0.36.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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voly-0.0.36.dist-info/METADATA,sha256=N6G8Yh4POhUxsH2JkU7_F0dQYCi9sQh4dbHzTt6kglo,4092
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voly-0.0.36.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
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voly-0.0.36.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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voly-0.0.36.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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