voly 0.0.97__tar.gz → 0.0.98__tar.gz
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-0.0.97/src/voly.egg-info → voly-0.0.98}/PKG-INFO +1 -1
- {voly-0.0.97 → voly-0.0.98}/pyproject.toml +2 -2
- {voly-0.0.97 → voly-0.0.98}/src/voly/core/fit.py +3 -3
- {voly-0.0.97 → voly-0.0.98/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.97 → voly-0.0.98}/LICENSE +0 -0
- {voly-0.0.97 → voly-0.0.98}/README.md +0 -0
- {voly-0.0.97 → voly-0.0.98}/setup.cfg +0 -0
- {voly-0.0.97 → voly-0.0.98}/setup.py +0 -0
- {voly-0.0.97 → voly-0.0.98}/src/voly/__init__.py +0 -0
- {voly-0.0.97 → voly-0.0.98}/src/voly/client.py +0 -0
- {voly-0.0.97 → voly-0.0.98}/src/voly/core/__init__.py +0 -0
- {voly-0.0.97 → voly-0.0.98}/src/voly/core/charts.py +0 -0
- {voly-0.0.97 → voly-0.0.98}/src/voly/core/data.py +0 -0
- {voly-0.0.97 → voly-0.0.98}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.97 → voly-0.0.98}/src/voly/core/rnd.py +0 -0
- {voly-0.0.97 → voly-0.0.98}/src/voly/exceptions.py +0 -0
- {voly-0.0.97 → voly-0.0.98}/src/voly/formulas.py +0 -0
- {voly-0.0.97 → voly-0.0.98}/src/voly/models.py +0 -0
- {voly-0.0.97 → voly-0.0.98}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.97 → voly-0.0.98}/src/voly/utils/logger.py +0 -0
- {voly-0.0.97 → voly-0.0.98}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.97 → voly-0.0.98}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.97 → voly-0.0.98}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.97 → voly-0.0.98}/src/voly.egg-info/top_level.txt +0 -0
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@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
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[project]
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name = "voly"
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version = "0.0.
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version = "0.0.98"
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description = "Options & volatility research package"
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readme = "README.md"
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authors = [
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@@ -60,7 +60,7 @@ line_length = 100
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multi_line_output = 3
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[tool.mypy]
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python_version = "0.0.
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python_version = "0.0.98"
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warn_return_any = true
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warn_unused_configs = true
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disallow_untyped_defs = true
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@@ -225,8 +225,8 @@ def get_iv_surface(model_results: pd.DataFrame,
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model_results.loc[i, 'rho'],
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model_results.loc[i, 'm']
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]
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s = model_results.loc[i, 's']
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r = model_results.loc[i, 'r']
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s = model_results.loc[i, 's']
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r = model_results.loc[i, 'r']
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t = model_results.loc[i, 't']
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# Calculate implied volatility
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iv_surface[i] = o
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# Calculate x domain for this maturity/dtm
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x = get_domain(domain_params, s,
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x = get_domain(domain_params, s, r, o, t, return_domain)
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x_surface[i] = x
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return iv_surface, x_surface
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