voly 0.0.43__py3-none-any.whl → 0.0.44__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/formulas.py +5 -3
- {voly-0.0.43.dist-info → voly-0.0.44.dist-info}/METADATA +1 -1
- {voly-0.0.43.dist-info → voly-0.0.44.dist-info}/RECORD +6 -6
- {voly-0.0.43.dist-info → voly-0.0.44.dist-info}/LICENSE +0 -0
- {voly-0.0.43.dist-info → voly-0.0.44.dist-info}/WHEEL +0 -0
- {voly-0.0.43.dist-info → voly-0.0.44.dist-info}/top_level.txt +0 -0
voly/formulas.py
CHANGED
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@@ -36,7 +36,8 @@ def vectorize_inputs(func):
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@catch_exception
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@vectorize_inputs
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-
def d1(s: float, k: float, r: float, vol: float, t: float) -> float:
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def d1(s: float, k: float, r: float, vol: float, t: float, option_type: str = 'call') -> float:
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# option_type is ignored in this function but included for compatibility
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if vol <= 0 or t <= 0:
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return np.nan
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return (np.log(s / k) + (r + vol * vol / 2) * t) / (vol * np.sqrt(t))
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@@ -44,10 +45,11 @@ def d1(s: float, k: float, r: float, vol: float, t: float) -> float:
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@catch_exception
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@vectorize_inputs
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def d2(s: float, k: float, r: float, vol: float, t: float) -> float:
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def d2(s: float, k: float, r: float, vol: float, t: float, option_type: str = 'call') -> float:
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# option_type is ignored in this function but included for compatibility
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if vol <= 0 or t <= 0:
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return np.nan
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return d1(s, k, r, vol, t) - vol * np.sqrt(t)
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return d1(s, k, r, vol, t, option_type) - vol * np.sqrt(t)
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@catch_exception
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@@ -1,7 +1,7 @@
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1
1
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voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
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voly/client.py,sha256=8nBT2cbjSCYn9Qf1xEFMifmlggkg7BI9ANFVNhHYKUI,19171
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voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
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-
voly/formulas.py,sha256=
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voly/formulas.py,sha256=vk00FVVtdxPz2sL89fK-6q9WW-rqyjVhwbPPLiZGaIU,8541
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voly/models.py,sha256=YJ12aamLz_-aOni4Qm0_XV9u4bjKK3vfJz0J2gc1h0o,3565
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voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
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voly/core/charts.py,sha256=T8cogkiHj8NcFxfARumNvAjLJUAxsMlHUOVgshwjye8,26474
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@@ -11,8 +11,8 @@ voly/core/interpolate.py,sha256=ztVIePJZOh-CIbn69wkh1JW2rKywNe2FEewRN0zcSAo,8185
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voly/core/rnd.py,sha256=8FTU-Qp9epW9yE4XSOdiFGIRXrGyXqF6mVgZn1NMvxk,11813
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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-0.0.44.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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15
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voly-0.0.44.dist-info/METADATA,sha256=hKSBZrDxJeHiUbguAQ0Bmq98DXwUc-SE5a3TVPs8HQo,4092
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voly-0.0.44.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
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voly-0.0.44.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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voly-0.0.44.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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