voly 0.0.47__py3-none-any.whl → 0.0.48__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 -4
- {voly-0.0.47.dist-info → voly-0.0.48.dist-info}/METADATA +1 -1
- {voly-0.0.47.dist-info → voly-0.0.48.dist-info}/RECORD +6 -6
- {voly-0.0.47.dist-info → voly-0.0.48.dist-info}/LICENSE +0 -0
- {voly-0.0.47.dist-info → voly-0.0.48.dist-info}/WHEEL +0 -0
- {voly-0.0.47.dist-info → voly-0.0.48.dist-info}/top_level.txt +0 -0
voly/client.py
CHANGED
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@@ -13,7 +13,7 @@ import plotly.graph_objects as go
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from voly.utils.logger import logger, catch_exception, setup_file_logging
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from voly.exceptions import VolyError
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from voly.models import SVIModel
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from voly.models import SVIModel
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from voly.formulas import (
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d1, d2, bs, delta, gamma, vega, theta, rho, vanna, volga, charm, greeks, iv
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)
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@@ -89,15 +89,15 @@ class VolyClient:
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@staticmethod
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def svi(log_moneyness_array: float, a: float, b: float, sigma: float, rho: float, m: float) -> float:
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return svi(log_moneyness_array, a, b, sigma, rho, m)
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return SVIModel.svi(log_moneyness_array, a, b, sigma, rho, m)
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@staticmethod
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def svi_d(log_moneyness_array: float, a: float, b: float, sigma: float, rho: float, m: float) -> float:
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return svi_d(log_moneyness_array, a, b, sigma, rho, m)
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return SVIModel.svi_d(log_moneyness_array, a, b, sigma, rho, m)
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@staticmethod
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def svi_dd(log_moneyness_array: float, a: float, b: float, sigma: float, rho: float, m: float) -> float:
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return svi_dd(log_moneyness_array, a, b, sigma, rho, m)
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return SVIModel.svi_dd(log_moneyness_array, a, b, sigma, rho, m)
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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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@@ -1,5 +1,5 @@
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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=qkNC9CAuO6XRW9NYFNVJCead04Nntly7acU4O7TDO1o,20135
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voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
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voly/formulas.py,sha256=XA8E19pKQtMWNUB6qB04laifsok9E0Wt7HVq4wNM6QE,8539
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voly/models.py,sha256=V2VI9yK-JyfKtI4nT5i42LQSwyGvexiymNiC2V1mQn4,3659
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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-0.0.48.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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voly-0.0.48.dist-info/METADATA,sha256=wh8I_veTd38_APRaWlz82K0g257Ax2HQfNZjprlEIIw,4092
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voly-0.0.48.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
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voly-0.0.48.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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voly-0.0.48.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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