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 +3 -2
- {voly-0.0.63.dist-info → voly-0.0.65.dist-info}/METADATA +1 -1
- {voly-0.0.63.dist-info → voly-0.0.65.dist-info}/RECORD +6 -6
- {voly-0.0.63.dist-info → voly-0.0.65.dist-info}/LICENSE +0 -0
- {voly-0.0.63.dist-info → voly-0.0.65.dist-info}/WHEEL +0 -0
- {voly-0.0.63.dist-info → voly-0.0.65.dist-info}/top_level.txt +0 -0
voly/client.py
CHANGED
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@@ -352,7 +352,8 @@ class VolyClient:
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@staticmethod
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def get_iv_surface(fit_results: Dict[str, Any],
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-
log_moneyness_params: Tuple[float, float, int] = (-2, 2, 500)
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355
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+
log_moneyness_params: Tuple[float, float, int] = (-2, 2, 500),
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return_domain: str = 'log_moneyness',
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) -> Dict[str, Any]:
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"""
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Generate implied volatility surface using optimized SVI parameters.
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@@ -360,7 +361,7 @@ class VolyClient:
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Parameters:
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- fit_results: DataFrame from fit_model()
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- log_moneyness_params: Tuple of (min, max, num_points) for the moneyness grid
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-
- return_domain: Domain for x-axis values ('log_moneyness', 'moneyness', 'strikes', 'delta')
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+
- return_domain: str Domain for x-axis values ('log_moneyness', 'moneyness', 'strikes', 'delta')
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Returns:
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- Tuple of (iv_surface, x_surface)
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@@ -1,5 +1,5 @@
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voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
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2
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-
voly/client.py,sha256=
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2
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voly/client.py,sha256=8_ICxM-tOZsY5Ip85J61U7IziMBkyE5gNjqiu4uJy50,20643
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3
3
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voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
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voly/formulas.py,sha256=gl4L_KtSd8ZJTAc6_RroJSDwOS8z6gcnpARG7oJFxdk,11897
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voly/models.py,sha256=LXXIlpXZQEfXTuCngxC8Hd3bWtw6wdXDCSGxTLmHM-c,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-0.0.65.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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voly-0.0.65.dist-info/METADATA,sha256=N6J-0_-RfwiHX8Z62kEUFrNiMYtdZ9eqOuDwZ0XktDw,4092
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voly-0.0.65.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
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voly-0.0.65.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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voly-0.0.65.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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