| src / qsmile / __init__.py |
(no function) |
|
15 |
0 |
0 |
|
100% |
| src / qsmile / core / __init__.py |
(no function) |
|
4 |
0 |
0 |
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100% |
| src / qsmile / core / black76.py |
_validate_common |
|
15 |
0 |
0 |
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| src / qsmile / core / black76.py |
black76_call |
|
16 |
0 |
0 |
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100% |
| src / qsmile / core / black76.py |
black76_put |
|
16 |
2 |
0 |
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88% |
| src / qsmile / core / black76.py |
black76_implied_vol |
|
34 |
0 |
0 |
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100% |
| src / qsmile / core / black76.py |
(no function) |
|
8 |
0 |
0 |
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100% |
| src / qsmile / core / coords.py |
(no function) |
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12 |
0 |
0 |
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| src / qsmile / core / daycount.py |
DayCount.year_fraction |
|
6 |
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0 |
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100% |
| src / qsmile / core / daycount.py |
(no function) |
|
7 |
0 |
0 |
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100% |
| src / qsmile / core / maps.py |
_fixed_to_moneyness |
|
4 |
2 |
0 |
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50% |
| src / qsmile / core / maps.py |
_moneyness_to_fixed |
|
4 |
2 |
0 |
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50% |
| src / qsmile / core / maps.py |
_moneyness_to_log_moneyness |
|
1 |
0 |
0 |
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100% |
| src / qsmile / core / maps.py |
_log_moneyness_to_moneyness |
|
1 |
0 |
0 |
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100% |
| src / qsmile / core / maps.py |
_log_moneyness_to_standardised |
|
4 |
0 |
0 |
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100% |
| src / qsmile / core / maps.py |
_standardised_to_log_moneyness |
|
4 |
2 |
0 |
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50% |
| src / qsmile / core / maps.py |
_vol_to_variance |
|
1 |
0 |
0 |
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100% |
| src / qsmile / core / maps.py |
_variance_to_vol |
|
1 |
0 |
0 |
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100% |
| src / qsmile / core / maps.py |
_variance_to_total_variance |
|
1 |
0 |
0 |
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100% |
| src / qsmile / core / maps.py |
_total_variance_to_variance |
|
1 |
0 |
0 |
|
100% |
| src / qsmile / core / maps.py |
_vol_to_price |
|
5 |
2 |
0 |
|
60% |
| src / qsmile / core / maps.py |
_price_to_vol |
|
9 |
2 |
0 |
|
78% |
| src / qsmile / core / maps.py |
_ladder_path |
|
6 |
0 |
0 |
|
100% |
| src / qsmile / core / maps.py |
compose_x_maps |
|
2 |
0 |
0 |
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100% |
| src / qsmile / core / maps.py |
compose_y_maps |
|
2 |
0 |
0 |
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100% |
| src / qsmile / core / maps.py |
apply_x_chain |
|
4 |
0 |
0 |
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100% |
| src / qsmile / core / maps.py |
apply_y_chain |
|
11 |
3 |
0 |
|
73% |
| src / qsmile / core / maps.py |
(no function) |
|
29 |
0 |
2 |
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100% |
| src / qsmile / core / plot.py |
_require_matplotlib |
|
5 |
0 |
0 |
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100% |
| src / qsmile / core / plot.py |
plot_bid_ask |
|
23 |
0 |
0 |
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100% |
| src / qsmile / core / plot.py |
plot_line |
|
19 |
2 |
0 |
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89% |
| src / qsmile / core / plot.py |
(no function) |
|
5 |
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2 |
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| src / qsmile / data / __init__.py |
(no function) |
|
7 |
0 |
0 |
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| src / qsmile / data / io.py |
SampleDataReader.__init__ |
|
3 |
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0 |
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100% |
| src / qsmile / data / io.py |
SampleDataReader.get_chain |
|
3 |
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0 |
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100% |
| src / qsmile / data / io.py |
SampleDataReader._resolve_path |
|
8 |
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| src / qsmile / data / io.py |
SampleDataReader._build_chain |
|
15 |
0 |
0 |
|
100% |
| src / qsmile / data / io.py |
(no function) |
|
14 |
0 |
0 |
|
100% |
| src / qsmile / data / meta.py |
SmileMetadata.texpiry |
|
1 |
0 |
0 |
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100% |
| src / qsmile / data / meta.py |
SmileMetadata.__post_init__ |
|
12 |
0 |
0 |
|
100% |
| src / qsmile / data / meta.py |
(no function) |
|
15 |
0 |
0 |
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100% |
| src / qsmile / data / prices.py |
_calibrate_forward_df |
|
20 |
2 |
0 |
|
90% |
| src / qsmile / data / prices.py |
delta_blend_ivols |
|
21 |
0 |
0 |
|
100% |
| src / qsmile / data / prices.py |
OptionChain.__post_init__ |
|
33 |
2 |
0 |
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94% |
| src / qsmile / data / prices.py |
OptionChain.__repr__ |
|
6 |
0 |
0 |
|
100% |
| src / qsmile / data / prices.py |
OptionChain.strikes |
|
1 |
0 |
0 |
|
100% |
| src / qsmile / data / prices.py |
OptionChain.call_bid |
|
1 |
0 |
0 |
|
100% |
| src / qsmile / data / prices.py |
OptionChain.call_ask |
|
1 |
0 |
0 |
|
100% |
| src / qsmile / data / prices.py |
OptionChain.put_bid |
|
1 |
0 |
0 |
|
100% |
| src / qsmile / data / prices.py |
OptionChain.put_ask |
|
1 |
0 |
0 |
|
100% |
| src / qsmile / data / prices.py |
OptionChain.volume |
|
1 |
0 |
0 |
|
100% |
| src / qsmile / data / prices.py |
OptionChain.open_interest |
|
1 |
0 |
0 |
|
100% |
| src / qsmile / data / prices.py |
OptionChain.call_mid |
|
1 |
0 |
0 |
|
100% |
| src / qsmile / data / prices.py |
OptionChain.put_mid |
|
1 |
0 |
0 |
|
100% |
| src / qsmile / data / prices.py |
OptionChain.to_vols |
|
40 |
2 |
0 |
|
95% |
| src / qsmile / data / prices.py |
OptionChain.filter |
|
39 |
0 |
0 |
|
100% |
| src / qsmile / data / prices.py |
OptionChain.filter._non_monotone_mask |
|
12 |
0 |
0 |
|
100% |
| src / qsmile / data / prices.py |
OptionChain.plot |
|
16 |
2 |
0 |
|
88% |
| src / qsmile / data / prices.py |
(no function) |
|
39 |
0 |
3 |
|
100% |
| src / qsmile / data / strikes.py |
StrikeArray.__init__ |
|
3 |
0 |
0 |
|
100% |
| src / qsmile / data / strikes.py |
StrikeArray.set |
|
17 |
0 |
0 |
|
100% |
| src / qsmile / data / strikes.py |
StrikeArray.strikes |
|
1 |
0 |
0 |
|
100% |
| src / qsmile / data / strikes.py |
StrikeArray.columns |
|
1 |
0 |
0 |
|
100% |
| src / qsmile / data / strikes.py |
StrikeArray.values |
|
3 |
0 |
0 |
|
100% |
| src / qsmile / data / strikes.py |
StrikeArray.get_values |
|
3 |
0 |
0 |
|
100% |
| src / qsmile / data / strikes.py |
StrikeArray.has |
|
1 |
0 |
0 |
|
100% |
| src / qsmile / data / strikes.py |
StrikeArray.__len__ |
|
1 |
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0 |
|
100% |
| src / qsmile / data / strikes.py |
StrikeArray.filter |
|
7 |
1 |
0 |
|
86% |
| src / qsmile / data / strikes.py |
StrikeArray.to_dataframe |
|
1 |
0 |
0 |
|
100% |
| src / qsmile / data / strikes.py |
(no function) |
|
18 |
0 |
0 |
|
100% |
| src / qsmile / data / vols.py |
VolData.__post_init__ |
|
29 |
0 |
0 |
|
100% |
| src / qsmile / data / vols.py |
VolData.native_x_coord |
|
1 |
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0 |
|
100% |
| src / qsmile / data / vols.py |
VolData.native_y_coord |
|
1 |
0 |
0 |
|
100% |
| src / qsmile / data / vols.py |
VolData._is_native |
|
1 |
0 |
0 |
|
100% |
| src / qsmile / data / vols.py |
VolData.x |
|
5 |
0 |
0 |
|
100% |
| src / qsmile / data / vols.py |
VolData.y_bid |
|
6 |
0 |
0 |
|
100% |
| src / qsmile / data / vols.py |
VolData.y_ask |
|
6 |
0 |
0 |
|
100% |
| src / qsmile / data / vols.py |
VolData.volume |
|
1 |
0 |
0 |
|
100% |
| src / qsmile / data / vols.py |
VolData.open_interest |
|
1 |
0 |
0 |
|
100% |
| src / qsmile / data / vols.py |
VolData.y_mid |
|
1 |
0 |
0 |
|
100% |
| src / qsmile / data / vols.py |
VolData.transform |
|
9 |
0 |
0 |
|
100% |
| src / qsmile / data / vols.py |
VolData.from_mid_vols |
|
13 |
0 |
0 |
|
100% |
| src / qsmile / data / vols.py |
VolData.evaluate |
|
6 |
0 |
0 |
|
100% |
| src / qsmile / data / vols.py |
VolData.plot |
|
2 |
0 |
0 |
|
100% |
| src / qsmile / data / vols.py |
(no function) |
|
41 |
0 |
2 |
|
100% |
| src / qsmile / models / __init__.py |
(no function) |
|
6 |
0 |
0 |
|
100% |
| src / qsmile / models / base.py |
SmileModel.__post_init__ |
|
3 |
0 |
0 |
|
100% |
| src / qsmile / models / base.py |
SmileModel.params |
|
1 |
0 |
0 |
|
100% |
| src / qsmile / models / base.py |
SmileModel.to_array |
|
1 |
0 |
0 |
|
100% |
| src / qsmile / models / base.py |
SmileModel.from_array |
|
2 |
0 |
0 |
|
100% |
| src / qsmile / models / base.py |
SmileModel._evaluate |
|
0 |
0 |
1 |
|
100% |
| src / qsmile / models / base.py |
SmileModel.initial_guess |
|
0 |
0 |
1 |
|
100% |
| src / qsmile / models / base.py |
SmileModel.evaluate |
|
9 |
0 |
0 |
|
100% |
| src / qsmile / models / base.py |
SmileModel.transform |
|
4 |
0 |
0 |
|
100% |
| src / qsmile / models / base.py |
SmileModel.plot |
|
7 |
0 |
0 |
|
100% |
| src / qsmile / models / base.py |
(no function) |
|
30 |
0 |
5 |
|
100% |
| src / qsmile / models / result.py |
_residuals |
|
3 |
0 |
0 |
|
100% |
| src / qsmile / models / result.py |
fit |
|
11 |
0 |
0 |
|
100% |
| src / qsmile / models / result.py |
(no function) |
|
16 |
0 |
0 |
|
100% |
| src / qsmile / models / sabr.py |
SABRModel.__post_init__ |
|
13 |
0 |
0 |
|
100% |
| src / qsmile / models / sabr.py |
SABRModel._evaluate |
|
8 |
2 |
0 |
|
75% |
| src / qsmile / models / sabr.py |
SABRModel._hagan_implied_vol |
|
15 |
0 |
0 |
|
100% |
| src / qsmile / models / sabr.py |
SABRModel.initial_guess |
|
12 |
2 |
0 |
|
83% |
| src / qsmile / models / sabr.py |
(no function) |
|
23 |
0 |
0 |
|
100% |
| src / qsmile / models / svi.py |
SVIModel.__post_init__ |
|
10 |
0 |
0 |
|
100% |
| src / qsmile / models / svi.py |
SVIModel._evaluate |
|
3 |
0 |
0 |
|
100% |
| src / qsmile / models / svi.py |
SVIModel.initial_guess |
|
12 |
2 |
0 |
|
83% |
| src / qsmile / models / svi.py |
(no function) |
|
22 |
0 |
0 |
|
100% |