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🧪 [Add tests for SVI implied volatility model]#11

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sharesth23 merged 1 commit into
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add-svi-tests-621817494366740191
May 12, 2026
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🧪 [Add tests for SVI implied volatility model]#11
sharesth23 merged 1 commit into
mainfrom
add-svi-tests-621817494366740191

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@sharesth23

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🎯 What: The testing gap addressed
This PR addresses the lack of tests for the Stochastic Volatility Inspired (SVI) model in volsurface/models/svi.py. Specifically, it adds unit tests for svi_total_variance and svi_implied_vol functions, ensuring that the model's core logic is tested.

📊 Coverage: What scenarios are now tested
The new test file (volsurface/tests/test_svi.py) covers the following scenarios:

  • svi_total_variance: Mathematical correctness with scalar inputs.
  • svi_total_variance: Mathematical correctness with 1D numpy array inputs.
  • svi_implied_vol: Implied volatility calculation with scalar inputs (computing log moneyness and expected variance).
  • svi_implied_vol: Implied volatility calculation with 1D numpy array inputs.
  • Input Validation: Ensures that passing a time to maturity T <= 0 raises a ValueError("Time to maturity (T) must be strictly positive.") for both scalar and array inputs.

Result: The improvement in test coverage
The previously untested volsurface/models/svi.py file is now fully tested, improving the reliability of the SVI implied volatility module and mitigating the risk of regressions during future optimizations.


PR created automatically by Jules for task 621817494366740191 started by @sharesth23

Co-authored-by: sharesth23 <182501306+sharesth23@users.noreply.github.com>
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@sharesth23 sharesth23 merged commit 34542e6 into main May 12, 2026
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