voly 0.0.83__py3-none-any.whl → 0.0.84__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 -3
- {voly-0.0.83.dist-info → voly-0.0.84.dist-info}/METADATA +1 -1
- {voly-0.0.83.dist-info → voly-0.0.84.dist-info}/RECORD +6 -6
- {voly-0.0.83.dist-info → voly-0.0.84.dist-info}/LICENSE +0 -0
- {voly-0.0.83.dist-info → voly-0.0.84.dist-info}/WHEEL +0 -0
- {voly-0.0.83.dist-info → voly-0.0.84.dist-info}/top_level.txt +0 -0
voly/client.py
CHANGED
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@@ -348,7 +348,7 @@ class VolyClient:
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return fit_results
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@staticmethod
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-
def get_iv_surface(
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+
def get_iv_surface(model_results: pd.DataFrame,
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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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@@ -356,7 +356,7 @@ class VolyClient:
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Generate implied volatility surface using optimized SVI parameters.
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Parameters:
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+
- model_results: DataFrame from fit_model() or interpolate_model()
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- log_moneyness_params: Tuple of (min, max, num_points) for the moneyness grid
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- return_domain: str Domain for x-axis values ('log_moneyness', 'moneyness', 'strikes', 'delta')
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@@ -365,7 +365,7 @@ class VolyClient:
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"""
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# Generate the surface
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iv_surface, x_surface = get_iv_surface(
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-
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+
model_results=model_results,
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log_moneyness_params=log_moneyness_params,
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return_domain=return_domain
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)
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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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voly/client.py,sha256=ABScTJhB-KXjv3ddJ6XEoSIt9DB4Z40TzH8GGalrox8,21859
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voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
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voly/formulas.py,sha256=wSbGAH6GuQThT9QyQY4Ud2eUf9fo1YFHglUmP6fNris,11871
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voly/models.py,sha256=LXXIlpXZQEfXTuCngxC8Hd3bWtw6wdXDCSGxTLmHM-c,3659
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@@ -11,8 +11,8 @@ voly/core/interpolate.py,sha256=BzLwEuE-PIf0k0oVka7gH6NASlaEdtZAo7zUVwarkoQ,5384
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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-0.0.84.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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voly-0.0.84.dist-info/METADATA,sha256=uu6qkbgS5-LDwb6YMuZXolHTmTrYk5QncG42L-EN9PU,4092
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voly-0.0.84.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
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voly-0.0.84.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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voly-0.0.84.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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