Pep8 changes

Author: domokane

book/ALL FINANCEPY/products/credit/FINCDSOPTION_ValuingCDSOption.ipynb

@@ -348,12 +348,12 @@
    },
    "outputs": [],
    "source": [
-    "fwdValues = []\n",
+    "fwd_values = []\n",
     "\n",
     "for strike in strikes:\n",
     "    fwdCDSContract = CDS(expiry_dt, maturity_dt, strike, notional, True)\n",
     "    v = fwdCDSContract.value(value_dt, issuer_curve, recovery_rate)\n",
-    "    fwdValues.append(v['dirty_pv'])"
+    "    fwd_values.append(v['dirty_pv'])"
    ]
   },
   {
@@ -396,7 +396,7 @@
     }
    ],
    "source": [
-    "plt.plot(strikes*10000, fwdValues, label=\"Forward Values\")\n",
+    "plt.plot(strikes*10000, fwd_values, label=\"Forward Values\")\n",
     "plt.plot(strikes*10000, callMinusPut, label=\"Long minus short\")\n",
     "plt.xlabel(\"Strike (bp)\")\n",
     "plt.ylabel(\"Value (USD)\")\n",

book/ALL FINANCEPY/products/equity/EQUITY_VARIANCESWAP_Basic_Example.ipynb

@@ -139,7 +139,7 @@
    },
    "outputs": [],
    "source": [
-    "volSwap = EquityVarianceSwap(start_dt, tenor, strike)"
+    "vol_swap = EquityVarianceSwap(start_dt, tenor, strike)"
    ]
   },
   {
@@ -243,7 +243,7 @@
     "skew = 0\n",
     "strikes = np.linspace(50.0, 135.0, 18)\n",
     "vols = volSkew(strikes, atm_vol, atmK, skew)\n",
-    "volCurve = EquityVolCurve(value_dt, maturity_dt, strikes, vols)"
+    "vol_curve = EquityVolCurve(value_dt, maturity_dt, strikes, vols)"
    ]
   },
   {
@@ -340,8 +340,8 @@
     }
    ],
    "source": [
-    "k1 = volSwap.fair_strike(value_dt, stock_price, dividend_curve,\n",
-    "                        volCurve, num_call_options, num_put_options,\n",
+    "k1 = vol_swap.fair_strike(value_dt, stock_price, dividend_curve,\n",
+    "                        vol_curve, num_call_options, num_put_options,\n",
     "                        strike_spacing, discount_curve, False)\n",
     "print(\"Fair strike:\", k1)"
    ]
@@ -367,7 +367,7 @@
     }
    ],
    "source": [
-    "k2 = volSwap.fair_strike_approx(value_dt, stock_price, strikes, vols)\n",
+    "k2 = vol_swap.fair_strike_approx(value_dt, stock_price, strikes, vols)\n",
     "print(\"DERMAN SKEW APPROX for K:\", k2)"
    ]
   },
@@ -412,7 +412,7 @@
     }
    ],
    "source": [
-    "volSwap.print_weights()"
+    "vol_swap.print_weights()"
    ]
   },
   {

financepy/__init__.py

@@ -1,7 +1,7 @@
 cr = "\n"
 
 s = "####################################################################" + cr
-s += "#  FINANCEPY BETA Version " + str('0.360') + " - This build: 30 Sep 2024 at 21:35 #" + cr
+s += "#  FINANCEPY BETA Version " + str('0.360') + " - This build: 01 Oct 2024 at 10:42 #" + cr
 s += "#     This software is distributed FREE AND WITHOUT ANY WARRANTY   #" + cr
 s += "#  Report bugs as issues at https://github.com/domokane/FinancePy  #" + cr
 s += "####################################################################"

financepy/products/equity/equity_fixed_lookback_option.py

@@ -35,7 +35,9 @@ class EquityFixedLookbackOption(EquityOption):
     the value of the stock price used to determine the payoff is the maximum
     in the case of a call option, and a minimum in the case of a put option."""
 
-    def __init__(self, expiry_dt: Date, option_type: OptionTypes, strike_price: float):
+    def __init__(
+        self, expiry_dt: Date, option_type: OptionTypes, strike_price: float
+    ):
         """Create the FixedLookbackOption by specifying the expiry date, the
         option type and the option strike."""
 
@@ -140,7 +142,9 @@ def value(
 
             else:
 
-                e1 = (np.log(s0 / s_max) + (r - q + v * v / 2) * t) / v / sqrt_t
+                e1 = (
+                    (np.log(s0 / s_max) + (r - q + v * v / 2) * t) / v / sqrt_t
+                )
                 e2 = e1 - v * sqrt_t
 
                 if s0 == s_max:
@@ -199,7 +203,9 @@ def value(
                 v = k * df * N(-d2) - s0 * dq * N(-d1) + s0 * df * u * term
 
         else:
-            raise FinError("Unknown lookback option type:" + str(self.option_type))
+            raise FinError(
+                "Unknown lookback option type:" + str(self.option_type)
+            )
 
         return v
 
@@ -238,11 +244,15 @@ def value_mc(
         if self.option_type == OptionTypes.EUROPEAN_CALL:
             s_max = stock_min_max
             if s_max < stock_price:
-                raise FinError("Smax must be greater than or equal to the stock price.")
+                raise FinError(
+                    "Smax must be greater than or equal to the stock price."
+                )
         elif self.option_type == OptionTypes.EUROPEAN_PUT:
             s_min = stock_min_max
             if s_min > stock_price:
-                raise FinError("Smin must be less than or equal to the stock price.")
+                raise FinError(
+                    "Smin must be less than or equal to the stock price."
+                )
 
         t_all, s_all = get_paths_times(
             num_paths, num_time_steps, t, mu, stock_price, volatility, seed

golden_tests/TestFinEquityForward.py

@@ -3,6 +3,7 @@
 ###############################################################################
 
 import sys
+
 sys.path.append("..")
 
 from financepy.products.equity.equity_forward import EquityForward
@@ -34,25 +35,23 @@ def test_EquityForward():
     discount_curve = DiscountCurveFlat(value_dt, discount_rate)
     dividend_curve = DiscountCurveFlat(value_dt, dividend_rate)
 
-    equityForward = EquityForward(expiry_dt,
-                                  forward_price,
-                                  notional,
-                                  FinLongShort.LONG)
+    equityForward = EquityForward(
+        expiry_dt, forward_price, notional, FinLongShort.LONG
+    )
 
     test_cases.header("SPOT FX", "FX FWD", "VALUE_BS")
 
-    fwdPrice = equityForward.forward(value_dt,
-                                     stock_price,
-                                     discount_curve,
-                                     dividend_curve)
+    fwd_price = equityForward.forward(
+        value_dt, stock_price, discount_curve, dividend_curve
+    )
+
+    fwd_value = equityForward.value(
+        value_dt, stock_price, discount_curve, dividend_curve
+    )
 
-    fwdValue = equityForward.value(value_dt,
-                                   stock_price,
-                                   discount_curve,
-                                   dividend_curve)
+    #    print(stock_price, fwd_price, fwd_value)
+    test_cases.print(stock_price, fwd_price, fwd_value)
 
-#    print(stock_price, fwdPrice, fwdValue)
-    test_cases.print(stock_price, fwdPrice, fwdValue)
 
 ###############################################################################