More pep8

thelyo · Nov 19, 2023 · 23fcf99 · 23fcf99
1 parent 5aa6524
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diff --git a/docs/FinancePyManual.pdf b/docs/FinancePyManual.pdf
diff --git a/financepy/__init__.py b/financepy/__init__.py
@@ -1,10 +1,10 @@
-cr = "\n"
+CR = "\n"
 
-s = "####################################################################" + cr
-s += "#  FINANCEPY BETA Version " + str('0.33') + " - This build:  16 Nov 2023 at 18:53 #" + 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 += "####################################################################"
-s += cr
+S = "####################################################################" + CR
+S += "#  FINANCEPY BETA Version " + str('0.33') + " - This build:  16 Nov 2023 at 18:53 #" + 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 += "####################################################################"
+S += CR
 
-print(s)
+print(S)
diff --git a/financepy/market/curves/discount_curve.py b/financepy/market/curves/discount_curve.py
@@ -131,27 +131,27 @@ def _df_to_zero(self,
         f = annual_frequency(freq_type)
 
         if isinstance(maturityDts, Date):
-            dateList = [maturityDts]
+            date_list = [maturityDts]
         else:
-            dateList = maturityDts
+            date_list = maturityDts
 
         if isinstance(dfs, float):
-            dfList = [dfs]
+            df_list = [dfs]
         else:
-            dfList = dfs
+            df_list = dfs
 
-        if len(dateList) != len(dfList):
+        if len(date_list) != len(df_list):
             raise FinError("Date list and df list do not have same length")
 
-        num_dates = len(dateList)
+        num_dates = len(date_list)
         zero_rates = []
 
         times = times_from_dates(
-            dateList, self._value_date, dc_type)
+            date_list, self._value_date, dc_type)
 
         for i in range(0, num_dates):
 
-            df = dfList[i]
+            df = df_list[i]
 
             t = max(times[i], gSmall)
 
@@ -240,7 +240,7 @@ def swap_rate(self,
         else:
             maturity_dates = maturity_date
 
-        parRates = []
+        par_rates = []
 
         for maturityDt in maturity_dates:
 
@@ -266,19 +266,19 @@ def swap_rate(self,
                 prev_dt = next_dt
 
             if abs(pv01) < gSmall:
-                parRate = 0.0
+                par_rate = 0.0
             else:
-                dfStart = self.df(effective_date)
-                parRate = (dfStart - df) / pv01
+                df_start = self.df(effective_date)
+                par_rate = (df_start - df) / pv01
 
-            parRates.append(parRate)
+            par_rates.append(par_rate)
 
-        parRates = np.array(parRates)
+        par_rates = np.array(par_rates)
 
         if isinstance(maturity_date, Date):
-            return parRates[0]
+            return par_rates[0]
         else:
-            return parRates
+            return par_rates
 
     ###########################################################################
 

diff --git a/financepy/market/volatility/equity_vol_surface.py b/financepy/market/volatility/equity_vol_surface.py
@@ -453,8 +453,7 @@ def vol_from_strike_date(self, K, expiry_date):
 
 ###############################################################################
 
-    def volatility_from_delta_date(self, call_delta, expiry_date,
-                                   delta_method=None):
+    def vol_from_delta_date(self, call_delta, expiry_date, delta_method=None):
         """ Interpolates the Black-Scholes volatility from the volatility
         surface given a call option delta and expiry date. Linear interpolation
         is done in variance space. The smile strikes at bracketed dates are