voly 0.0.44__tar.gz → 0.0.46__tar.gz

{voly-0.0.44/src/voly.egg-info → voly-0.0.46}/PKG-INFO

@@ -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 → voly-0.0.46}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "voly"
-version = "0.0.44"
+version = "0.0.46"
 description = "Options & volatility research package"
 readme = "README.md"
 authors = [
@@ -60,7 +60,7 @@ line_length = 100
 multi_line_output = 3
 
 [tool.mypy]
-python_version = "0.0.44"
+python_version = "0.0.46"
 warn_return_any = true
 warn_unused_configs = true
 disallow_untyped_defs = true

{voly-0.0.44 → voly-0.0.46}/src/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-0.0.44 → voly-0.0.46}/src/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 → voly-0.0.46/src/voly.egg-info}/PKG-INFO

@@ -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