voly 0.0.5__tar.gz → 0.0.7__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.
- {voly-0.0.5/src/voly.egg-info → voly-0.0.7}/PKG-INFO +1 -1
- {voly-0.0.5 → voly-0.0.7}/pyproject.toml +2 -2
- {voly-0.0.5 → voly-0.0.7}/src/voly/core/rnd.py +2 -2
- {voly-0.0.5 → voly-0.0.7/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.5 → voly-0.0.7}/LICENSE +0 -0
- {voly-0.0.5 → voly-0.0.7}/README.md +0 -0
- {voly-0.0.5 → voly-0.0.7}/setup.cfg +0 -0
- {voly-0.0.5 → voly-0.0.7}/setup.py +0 -0
- {voly-0.0.5 → voly-0.0.7}/src/voly/__init__.py +0 -0
- {voly-0.0.5 → voly-0.0.7}/src/voly/client.py +0 -0
- {voly-0.0.5 → voly-0.0.7}/src/voly/core/__init__.py +0 -0
- {voly-0.0.5 → voly-0.0.7}/src/voly/core/charts.py +0 -0
- {voly-0.0.5 → voly-0.0.7}/src/voly/core/data.py +0 -0
- {voly-0.0.5 → voly-0.0.7}/src/voly/core/fit.py +0 -0
- {voly-0.0.5 → voly-0.0.7}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.5 → voly-0.0.7}/src/voly/exceptions.py +0 -0
- {voly-0.0.5 → voly-0.0.7}/src/voly/formulas.py +0 -0
- {voly-0.0.5 → voly-0.0.7}/src/voly/models.py +0 -0
- {voly-0.0.5 → voly-0.0.7}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.5 → voly-0.0.7}/src/voly/utils/logger.py +0 -0
- {voly-0.0.5 → voly-0.0.7}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.5 → voly-0.0.7}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.5 → voly-0.0.7}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.5 → voly-0.0.7}/src/voly.egg-info/top_level.txt +0 -0
- {voly-0.0.5 → voly-0.0.7}/tests/test_client.py +0 -0
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@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
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[project]
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name = "voly"
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version = "0.0.
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version = "0.0.7"
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description = "Options & volatility research package"
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readme = "README.md"
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authors = [
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@@ -61,7 +61,7 @@ line_length = 100
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multi_line_output = 3
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[tool.mypy]
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python_version = "0.0.
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python_version = "0.0.7"
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warn_return_any = true
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warn_unused_configs = true
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disallow_untyped_defs = true
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@@ -9,7 +9,7 @@ from typing import Dict, List, Tuple, Optional, Union, Any
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from voly.utils.logger import logger, catch_exception
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from voly.exceptions import VolyError
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from voly.models import SVIModel
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from voly.formulas import
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from voly.formulas import rnd
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@catch_exception
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total_var = np.array([model.svi(x, a, b, sigma, rho, m) for x in log_moneyness])
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# Calculate risk-neutral density using the base RND function
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rnd_values = np.array([
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rnd_values = np.array([rnd(x, var) for x, var in zip(log_moneyness, total_var)])
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return rnd_values
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