voly 0.0.84__tar.gz → 0.0.85__tar.gz

{voly-0.0.84/src/voly.egg-info → voly-0.0.85}/PKG-INFO

@@ -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 → voly-0.0.85}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "voly"
-version = "0.0.84"
+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 = "0.0.84"
+python_version = "0.0.85"
 warn_return_any = true
 warn_unused_configs = true
 disallow_untyped_defs = true

{voly-0.0.84 → 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-0.0.84 → voly-0.0.85/src/voly.egg-info}/PKG-INFO

@@ -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