Renamed test folders and fixed bug in plot vol surface

domokane · Jul 31, 2024 · f04b906 · f04b906
1 parent b682b66
commit f04b906
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Showing 348 changed files with 37,566 additions and 37,546 deletions.
diff --git a/financepy/market/volatility/equity_vol_surface.py b/financepy/market/volatility/equity_vol_surface.py
@@ -708,8 +708,8 @@ def implied_dbns(self, lowS, highS, num_intervals):
 
             dS = (highS - lowS) / num_intervals
 
-            disDF = self._discount_curve.df(t)
-            div_df = self._dividend_curve.df(t)
+            disDF = self._discount_curve._df(t)
+            div_df = self._dividend_curve._df(t)
 
             r = -np.log(disDF) / t
             q = -np.log(div_df) / t

diff --git a/financepy/market/volatility/fx_vol_surface.py b/financepy/market/volatility/fx_vol_surface.py
@@ -1042,8 +1042,8 @@ def implied_dbns(self, low_fx, high_fx, num_intervals):
 
             dFX = (high_fx - low_fx) / num_intervals
 
-            dom_df = self.domestic_curve.df(t_exp)
-            for_df = self.foreign_curve.df(t_exp)
+            dom_df = self.domestic_curve._df(t_exp)
+            for_df = self.foreign_curve._df(t_exp)
 
             r_d = -np.log(dom_df) / t_exp
             r_f = -np.log(for_df) / t_exp
@@ -1100,8 +1100,8 @@ def plot_vol_curves(self):
             f = self.fwd[tenor_index]
 
             for _ in range(0, num_intervals):
-                sigma = vol_function(vol_type_val, params, f, K, t) * 100.0
-                strikes.append(K)
+                sigma = vol_function(vol_type_val, params, f, k, t) * 100.0
+                strikes.append(k)
                 vols.append(sigma)
                 k = k + dk