voly 0.0.44__py3-none-any.whl → 0.0.45__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 +10 -0
- voly/formulas.py +1 -2
- {voly-0.0.44.dist-info → voly-0.0.45.dist-info}/METADATA +1 -1
- {voly-0.0.44.dist-info → voly-0.0.45.dist-info}/RECORD +7 -7
- {voly-0.0.44.dist-info → voly-0.0.45.dist-info}/LICENSE +0 -0
- {voly-0.0.44.dist-info → voly-0.0.45.dist-info}/WHEEL +0 -0
- {voly-0.0.44.dist-info → voly-0.0.45.dist-info}/top_level.txt +0 -0
voly/client.py
CHANGED
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@@ -87,6 +87,16 @@ class VolyClient:
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# Black-Scholes and Greeks Calculations
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# -------------------------------------------------------------------------
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+
@staticmethod
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def d1(s: float, k: float, r: float, vol: float, t: float,
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option_type: str = 'call') -> float:
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return d1(s, k, r, vol, t, option_type)
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@staticmethod
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def d2(s: float, k: float, r: float, vol: float, t: float,
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option_type: str = 'call') -> float:
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return d2(s, k, r, vol, t, option_type)
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@staticmethod
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def bs(s: float, k: float, r: float, vol: float, t: float,
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option_type: str = 'call') -> float:
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voly/formulas.py
CHANGED
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@@ -40,8 +40,7 @@ def d1(s: float, k: float, r: float, vol: float, t: float, option_type: str = 'c
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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
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-
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return (np.log(s / k) + (r + vol ** 2 / 2) * t) / (vol * np.sqrt(t))
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@catch_exception
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@vectorize_inputs
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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=
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voly/client.py,sha256=1UhouPsIvZRylIqe8UyONwSgZvSzpXoMve_1c-KbP5A,19527
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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=XA8E19pKQtMWNUB6qB04laifsok9E0Wt7HVq4wNM6QE,8539
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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-0.0.45.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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voly-0.0.45.dist-info/METADATA,sha256=dzVR5JNfPxPm5H11VIfG3b4Aw_ZLVTmnNH7tmYOL_vU,4092
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voly-0.0.45.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
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voly-0.0.45.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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voly-0.0.45.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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