voly 0.0.83__tar.gz → 0.0.85__tar.gz

{voly-0.0.83/src/voly.egg-info → voly-0.0.85}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.83
+Version: 0.0.85
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.83 → voly-0.0.85}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "voly"
-version = "0.0.83"
+version = "0.0.85"
 description = "Options & volatility research package"
 readme = "README.md"
 authors = [
@@ -60,7 +60,7 @@ line_length = 100
 multi_line_output = 3
 
 [tool.mypy]
-python_version = "0.0.83"
+python_version = "0.0.85"
 warn_return_any = true
 warn_unused_configs = true
 disallow_untyped_defs = true

{voly-0.0.83 → voly-0.0.85}/src/voly/client.py

@@ -348,7 +348,7 @@ class VolyClient:
         return fit_results
 
     @staticmethod
-    def get_iv_surface(fit_results: pd.DataFrame,
+    def get_iv_surface(model_results: pd.DataFrame,
                        log_moneyness_params: Tuple[float, float, int] = (-2, 2, 500),
                        return_domain: str = 'log_moneyness',
                        ) -> Dict[str, Any]:
@@ -356,7 +356,7 @@ class VolyClient:
         Generate implied volatility surface using optimized SVI parameters.
 
         Parameters:
-            - fit_results: DataFrame from fit_model()
+            - model_results: DataFrame from fit_model() or interpolate_model()
             - log_moneyness_params: Tuple of (min, max, num_points) for the moneyness grid
             - return_domain: str Domain for x-axis values ('log_moneyness', 'moneyness', 'strikes', 'delta')
 
@@ -365,7 +365,7 @@ class VolyClient:
         """
         # Generate the surface
         iv_surface, x_surface = get_iv_surface(
-            fit_results=fit_results,
+            model_results=model_results,
             log_moneyness_params=log_moneyness_params,
             return_domain=return_domain
         )

{voly-0.0.83 → voly-0.0.85}/src/voly/core/fit.py

@@ -223,13 +223,13 @@ def get_iv_surface(model_results: pd.DataFrame,
     for i in model_results.index:
         # Calculate SVI total implied variance and convert to IV
         params = [
-            fit_results.loc[i, 'a'],
-            fit_results.loc[i, 'b'],
-            fit_results.loc[i, 'sigma'],
-            fit_results.loc[i, 'rho'],
-            fit_results.loc[i, 'm']
+            model_results.loc[i, 'a'],
+            model_results.loc[i, 'b'],
+            model_results.loc[i, 'sigma'],
+            model_results.loc[i, 'rho'],
+            model_results.loc[i, 'm']
         ]
-        ytm = fit_results.loc[i, 'ytm']
+        ytm = model_results.loc[i, 'ytm']
 
         # Calculate implied volatility
         w_svi = np.array([SVIModel.svi(x, *params) for x in log_moneyness_array])
@@ -240,8 +240,8 @@ def get_iv_surface(model_results: pd.DataFrame,
         x_surface[maturity] = get_x_domain(
             log_moneyness_params=log_moneyness_params,
             return_domain=return_domain,
-            s=fit_results.loc[i, 's'],
-            r=fit_results.loc[i, 'r'],
+            s=model_results.loc[i, 's'],
+            r=model_results.loc[i, 'r'],
             iv_array=iv_array,
             ytm=ytm
         )

{voly-0.0.83 → voly-0.0.85/src/voly.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.83
+Version: 0.0.85
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT