5f29f1de9a9bde13913c1e8ce5c48efb0f82ae55,finmarketpy/volatility/fxvolsurface.py,FXVolSurface,get_25d_call_strike,#FXVolSurface#Any#,241

Before Change

        return self._fin_fx_vol_surface._K_ATM[self._get_tenor_index(tenor)]

    def get_25d_call_strike(self, tenor=None):
        return self._fin_fx_vol_surface._K_25_D_C[self._get_tenor_index(tenor)]

    def get_25d_put_strike(self, tenor=None):
        return self._fin_fx_vol_surface._K_25_D_P[self._get_tenor_index(tenor)]

After Change

        return self._df_vol_dict["deltas_vs_strikes"][tenor]["ATM"]

    def get_25d_call_strike(self, tenor=None):
        return self._df_vol_dict["deltas_vs_strikes"][tenor]["K_25D_C"]

    def get_25d_put_strike(self, tenor=None):
        return self._df_vol_dict["deltas_vs_strikes"][tenor]["K_25P_C"]

Instances