release

Author: lsbardel

pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "quantflow"
-version = "0.4.0"
+version = "0.4.1"
 description = "quantitative analysis"
 authors = [{ name = "Luca Sbardella", email = "[email protected]" }]
 license = "BSD-3-Clause"

quantflow/__init__.py

@@ -1,3 +1,3 @@
 """Quantitative analysis and pricing"""
 
-__version__ = "0.4.0"
+__version__ = "0.4.1"

quantflow/options/surface.py

@@ -860,13 +860,21 @@ def add(self, input: VolSurfaceInput) -> None:
             it can be spot, forward or option
         """
         if isinstance(input, SpotInput):
-            self.add_spot(VolSecurityType.spot, bid=input.bid, ask=input.ask)
+            self.add_spot(
+                VolSecurityType.spot,
+                bid=input.bid,
+                ask=input.ask,
+                open_interest=input.open_interest,
+                volume=input.volume,
+            )
         elif isinstance(input, ForwardInput):
             self.add_forward(
                 VolSecurityType.forward,
                 maturity=input.maturity,
                 bid=input.bid,
                 ask=input.ask,
+                open_interest=input.open_interest,
+                volume=input.volume,
             )
         elif isinstance(input, OptionInput):
             self.add_option(
@@ -876,6 +884,8 @@ def add(self, input: VolSurfaceInput) -> None:
                 maturity=input.maturity,
                 bid=input.bid,
                 ask=input.ask,
+                open_interest=input.open_interest,
+                volume=input.volume,
             )
         else:
             raise ValueError(f"Unknown input type {type(input)}")