voly 0.0.84__py3-none-any.whl → 0.0.85__py3-none-any.whl

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-0.0.84.dist-info → voly-0.0.85.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: voly
-Version: 0.0.84
+Version: 0.0.85
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.84.dist-info → voly-0.0.85.dist-info}/RECORD

@@ -6,13 +6,13 @@ voly/models.py,sha256=LXXIlpXZQEfXTuCngxC8Hd3bWtw6wdXDCSGxTLmHM-c,3659
 voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
 voly/core/charts.py,sha256=ycZgbPeROYVRMO61auVXCGLmKZA2NwS3vLOsQ9wqCyo,27526
 voly/core/data.py,sha256=JCPD44UDSJqh83jjapAtXVpJEHm8Hq4JC8lVhl5Zb4A,8935
-voly/core/fit.py,sha256=g6slA9rBC2_Pys5ipAYZNzfCdHdaZF8To8c4HBGHviQ,9549
+voly/core/fit.py,sha256=2ibaVhObfW9neu1k5pKxaA9h0vos6xJS1e78b9NFz9w,9565
 voly/core/interpolate.py,sha256=BzLwEuE-PIf0k0oVka7gH6NASlaEdtZAo7zUVwarkoQ,5384
 voly/core/rnd.py,sha256=8FTU-Qp9epW9yE4XSOdiFGIRXrGyXqF6mVgZn1NMvxk,11813
 voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
 voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
-voly-0.0.84.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
-voly-0.0.84.dist-info/METADATA,sha256=uu6qkbgS5-LDwb6YMuZXolHTmTrYk5QncG42L-EN9PU,4092
-voly-0.0.84.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
-voly-0.0.84.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
-voly-0.0.84.dist-info/RECORD,,
+voly-0.0.85.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
+voly-0.0.85.dist-info/METADATA,sha256=vFSYiXJ7a6y3WphjwkFKh9r4rLxj_BKz-THyNbq63Jk,4092
+voly-0.0.85.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
+voly-0.0.85.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
+voly-0.0.85.dist-info/RECORD,,