voly 0.0.63__py3-none-any.whl → 0.0.65__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 CHANGED
@@ -352,7 +352,8 @@ class VolyClient:
352
352
 
353
353
  @staticmethod
354
354
  def get_iv_surface(fit_results: Dict[str, Any],
355
- log_moneyness_params: Tuple[float, float, int] = (-2, 2, 500)
355
+ log_moneyness_params: Tuple[float, float, int] = (-2, 2, 500),
356
+ return_domain: str = 'log_moneyness',
356
357
  ) -> Dict[str, Any]:
357
358
  """
358
359
  Generate implied volatility surface using optimized SVI parameters.
@@ -360,7 +361,7 @@ class VolyClient:
360
361
  Parameters:
361
362
  - fit_results: DataFrame from fit_model()
362
363
  - log_moneyness_params: Tuple of (min, max, num_points) for the moneyness grid
363
- - return_domain: Domain for x-axis values ('log_moneyness', 'moneyness', 'strikes', 'delta')
364
+ - return_domain: str Domain for x-axis values ('log_moneyness', 'moneyness', 'strikes', 'delta')
364
365
 
365
366
  Returns:
366
367
  - Tuple of (iv_surface, x_surface)
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.2
2
2
  Name: voly
3
- Version: 0.0.63
3
+ Version: 0.0.65
4
4
  Summary: Options & volatility research package
5
5
  Author-email: Manu de Cara <manu.de.cara@gmail.com>
6
6
  License: MIT
@@ -1,5 +1,5 @@
1
1
  voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
2
- voly/client.py,sha256=E_3bSDBQt5Kv5-NnU1noDFaj75llkBV3Wt2AxT270-k,20577
2
+ voly/client.py,sha256=8_ICxM-tOZsY5Ip85J61U7IziMBkyE5gNjqiu4uJy50,20643
3
3
  voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
4
4
  voly/formulas.py,sha256=gl4L_KtSd8ZJTAc6_RroJSDwOS8z6gcnpARG7oJFxdk,11897
5
5
  voly/models.py,sha256=LXXIlpXZQEfXTuCngxC8Hd3bWtw6wdXDCSGxTLmHM-c,3659
@@ -11,8 +11,8 @@ voly/core/interpolate.py,sha256=ztVIePJZOh-CIbn69wkh1JW2rKywNe2FEewRN0zcSAo,8185
11
11
  voly/core/rnd.py,sha256=8FTU-Qp9epW9yE4XSOdiFGIRXrGyXqF6mVgZn1NMvxk,11813
12
12
  voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
13
13
  voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
14
- voly-0.0.63.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
15
- voly-0.0.63.dist-info/METADATA,sha256=mB6YOpRgoriXvhchIXltVimIlJDsWYSmo1uAqjVLsME,4092
16
- voly-0.0.63.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
17
- voly-0.0.63.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
18
- voly-0.0.63.dist-info/RECORD,,
14
+ voly-0.0.65.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
15
+ voly-0.0.65.dist-info/METADATA,sha256=N6J-0_-RfwiHX8Z62kEUFrNiMYtdZ9eqOuDwZ0XktDw,4092
16
+ voly-0.0.65.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
17
+ voly-0.0.65.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
18
+ voly-0.0.65.dist-info/RECORD,,
File without changes
File without changes