voly 0.0.47__tar.gz → 0.0.48__tar.gz

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.
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.2
2
2
  Name: voly
3
- Version: 0.0.47
3
+ Version: 0.0.48
4
4
  Summary: Options & volatility research package
5
5
  Author-email: Manu de Cara <manu.de.cara@gmail.com>
6
6
  License: MIT
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
4
4
 
5
5
  [project]
6
6
  name = "voly"
7
- version = "0.0.47"
7
+ version = "0.0.48"
8
8
  description = "Options & volatility research package"
9
9
  readme = "README.md"
10
10
  authors = [
@@ -60,7 +60,7 @@ line_length = 100
60
60
  multi_line_output = 3
61
61
 
62
62
  [tool.mypy]
63
- python_version = "0.0.47"
63
+ python_version = "0.0.48"
64
64
  warn_return_any = true
65
65
  warn_unused_configs = true
66
66
  disallow_untyped_defs = true
@@ -13,7 +13,7 @@ import plotly.graph_objects as go
13
13
 
14
14
  from voly.utils.logger import logger, catch_exception, setup_file_logging
15
15
  from voly.exceptions import VolyError
16
- from voly.models import SVIModel, svi, svi_d, svi_dd
16
+ from voly.models import SVIModel
17
17
  from voly.formulas import (
18
18
  d1, d2, bs, delta, gamma, vega, theta, rho, vanna, volga, charm, greeks, iv
19
19
  )
@@ -89,15 +89,15 @@ class VolyClient:
89
89
 
90
90
  @staticmethod
91
91
  def svi(log_moneyness_array: float, a: float, b: float, sigma: float, rho: float, m: float) -> float:
92
- return svi(log_moneyness_array, a, b, sigma, rho, m)
92
+ return SVIModel.svi(log_moneyness_array, a, b, sigma, rho, m)
93
93
 
94
94
  @staticmethod
95
95
  def svi_d(log_moneyness_array: float, a: float, b: float, sigma: float, rho: float, m: float) -> float:
96
- return svi_d(log_moneyness_array, a, b, sigma, rho, m)
96
+ return SVIModel.svi_d(log_moneyness_array, a, b, sigma, rho, m)
97
97
 
98
98
  @staticmethod
99
99
  def svi_dd(log_moneyness_array: float, a: float, b: float, sigma: float, rho: float, m: float) -> float:
100
- return svi_dd(log_moneyness_array, a, b, sigma, rho, m)
100
+ return SVIModel.svi_dd(log_moneyness_array, a, b, sigma, rho, m)
101
101
 
102
102
  @staticmethod
103
103
  def d1(s: float, k: float, r: float, vol: float, t: float,
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.2
2
2
  Name: voly
3
- Version: 0.0.47
3
+ Version: 0.0.48
4
4
  Summary: Options & volatility research package
5
5
  Author-email: Manu de Cara <manu.de.cara@gmail.com>
6
6
  License: MIT
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes