voly 0.0.97__py3-none-any.whl → 0.0.98__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/core/fit.py +3 -3
- {voly-0.0.97.dist-info → voly-0.0.98.dist-info}/METADATA +1 -1
- {voly-0.0.97.dist-info → voly-0.0.98.dist-info}/RECORD +6 -6
- {voly-0.0.97.dist-info → voly-0.0.98.dist-info}/LICENSE +0 -0
- {voly-0.0.97.dist-info → voly-0.0.98.dist-info}/WHEEL +0 -0
- {voly-0.0.97.dist-info → voly-0.0.98.dist-info}/top_level.txt +0 -0
voly/core/fit.py
CHANGED
|
@@ -225,8 +225,8 @@ def get_iv_surface(model_results: pd.DataFrame,
|
|
|
225
225
|
model_results.loc[i, 'rho'],
|
|
226
226
|
model_results.loc[i, 'm']
|
|
227
227
|
]
|
|
228
|
-
s = model_results.loc[i, 's']
|
|
229
|
-
r = model_results.loc[i, 'r']
|
|
228
|
+
s = model_results.loc[i, 's']
|
|
229
|
+
r = model_results.loc[i, 'r']
|
|
230
230
|
t = model_results.loc[i, 't']
|
|
231
231
|
|
|
232
232
|
# Calculate implied volatility
|
|
@@ -235,7 +235,7 @@ def get_iv_surface(model_results: pd.DataFrame,
|
|
|
235
235
|
iv_surface[i] = o
|
|
236
236
|
|
|
237
237
|
# Calculate x domain for this maturity/dtm
|
|
238
|
-
x = get_domain(domain_params, s,
|
|
238
|
+
x = get_domain(domain_params, s, r, o, t, return_domain)
|
|
239
239
|
x_surface[i] = x
|
|
240
240
|
|
|
241
241
|
return iv_surface, x_surface
|
|
@@ -6,13 +6,13 @@ voly/models.py,sha256=Vs69QZYQ_Tt6hkaZ6Mfnq3II1dHDqQrZTzBNiaOIbwo,3516
|
|
|
6
6
|
voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
|
|
7
7
|
voly/core/charts.py,sha256=E21OZB5lTY4YL2flgaFJ6s5g3_ExtAQT2zryZZxLPyM,12735
|
|
8
8
|
voly/core/data.py,sha256=pDeuYhP0GX4RbtlqByvsE3rfHcIkix0BU5MLW8sKIeI,8935
|
|
9
|
-
voly/core/fit.py,sha256=
|
|
9
|
+
voly/core/fit.py,sha256=Tb9eeG7e_2dQTcqt6aqEwFrZdy6jR9rSNqe6tzOdVhQ,9245
|
|
10
10
|
voly/core/interpolate.py,sha256=JkK172-FXyhesW3hY4pEeuJWG3Bugq7QZXbeKoRpLuo,5305
|
|
11
11
|
voly/core/rnd.py,sha256=yNkQuiiw--exiJLHa9Wd9zy5sZN5_QJ3itKmr04zg-Q,10047
|
|
12
12
|
voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
|
|
13
13
|
voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
|
|
14
|
-
voly-0.0.
|
|
15
|
-
voly-0.0.
|
|
16
|
-
voly-0.0.
|
|
17
|
-
voly-0.0.
|
|
18
|
-
voly-0.0.
|
|
14
|
+
voly-0.0.98.dist-info/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
|
|
15
|
+
voly-0.0.98.dist-info/METADATA,sha256=mHlrJLV7uW3nZfFW4Q4qP8nHBOel7Immivvu68XX5BU,4092
|
|
16
|
+
voly-0.0.98.dist-info/WHEEL,sha256=beeZ86-EfXScwlR_HKu4SllMC9wUEj_8Z_4FJ3egI2w,91
|
|
17
|
+
voly-0.0.98.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
|
|
18
|
+
voly-0.0.98.dist-info/RECORD,,
|
|
File without changes
|
|
File without changes
|
|
File without changes
|