voly 0.0.44__py3-none-any.whl → 0.0.46__py3-none-any.whl

voly/client.py

@@ -15,7 +15,7 @@ from voly.utils.logger import logger, catch_exception, setup_file_logging
 from voly.exceptions import VolyError
 from voly.models import SVIModel
 from voly.formulas import (
-    bs, delta, gamma, vega, theta, rho, vanna, volga, charm, greeks, iv
+    d1, d2, bs, delta, gamma, vega, theta, rho, vanna, volga, charm, greeks, iv
 )
 from voly.core.data import fetch_option_chain, process_option_chain
 from voly.core.fit import fit_model, get_iv_surface
@@ -87,6 +87,16 @@ class VolyClient:
     # Black-Scholes and Greeks Calculations
     # -------------------------------------------------------------------------
 
+    @staticmethod
+    def d1(s: float, k: float, r: float, vol: float, t: float,
+           option_type: str = 'call') -> float:
+        return d1(s, k, r, vol, t, option_type)
+
+    @staticmethod
+    def d2(s: float, k: float, r: float, vol: float, t: float,
+           option_type: str = 'call') -> float:
+        return d2(s, k, r, vol, t, option_type)
+
     @staticmethod
     def bs(s: float, k: float, r: float, vol: float, t: float,
            option_type: str = 'call') -> float:

voly/formulas.py

@@ -40,8 +40,7 @@ def d1(s: float, k: float, r: float, vol: float, t: float, option_type: str = 'c
     # option_type is ignored in this function but included for compatibility
     if vol <= 0 or t <= 0:
         return np.nan
-    return (np.log(s / k) + (r + vol * vol / 2) * t) / (vol * np.sqrt(t))
-
+    return (np.log(s / k) + (r + vol ** 2 / 2) * t) / (vol * np.sqrt(t))
 
 @catch_exception
 @vectorize_inputs

{voly-0.0.44.dist-info → voly-0.0.46.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.44
+Version: 0.0.46
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.44.dist-info → voly-0.0.46.dist-info}/RECORD

@@ -1,7 +1,7 @@
 voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
-voly/client.py,sha256=8nBT2cbjSCYn9Qf1xEFMifmlggkg7BI9ANFVNhHYKUI,19171
+voly/client.py,sha256=s74ZNnmo_ecCq2iXKOggnI8ydAemqaVpPOo7lj-ukbU,19535
 voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
-voly/formulas.py,sha256=vk00FVVtdxPz2sL89fK-6q9WW-rqyjVhwbPPLiZGaIU,8541
+voly/formulas.py,sha256=XA8E19pKQtMWNUB6qB04laifsok9E0Wt7HVq4wNM6QE,8539
 voly/models.py,sha256=YJ12aamLz_-aOni4Qm0_XV9u4bjKK3vfJz0J2gc1h0o,3565
 voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
 voly/core/charts.py,sha256=T8cogkiHj8NcFxfARumNvAjLJUAxsMlHUOVgshwjye8,26474
@@ -11,8 +11,8 @@ voly/core/interpolate.py,sha256=ztVIePJZOh-CIbn69wkh1JW2rKywNe2FEewRN0zcSAo,8185
 voly/core/rnd.py,sha256=8FTU-Qp9epW9yE4XSOdiFGIRXrGyXqF6mVgZn1NMvxk,11813
 voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
 voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
-voly-0.0.44.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
-voly-0.0.44.dist-info/METADATA,sha256=hKSBZrDxJeHiUbguAQ0Bmq98DXwUc-SE5a3TVPs8HQo,4092
-voly-0.0.44.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
-voly-0.0.44.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
-voly-0.0.44.dist-info/RECORD,,
+voly-0.0.46.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
+voly-0.0.46.dist-info/METADATA,sha256=aQ6AKZw78TbI6nENrP9mDq1qd4RChZ4-xrrktN2nYyw,4092
+voly-0.0.46.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
+voly-0.0.46.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
+voly-0.0.46.dist-info/RECORD,,