FEATURE: changing methods to protected

Author: chemardes

pdesolvers/solvers/black_scholes_solvers.py

@@ -63,11 +63,11 @@ def solve(self):
                 V[i, tau] = V[i, tau + 1] - (theta[i, tau] * dt)
 
             # setting boundary conditions
-            lower, upper = utility.BlackScholesHelper.set_boundary_conditions(self.equation, T, tau)
+            lower, upper = utility.BlackScholesHelper._set_boundary_conditions(self.equation, T, tau)
             V[0, tau] = lower
             V[self.equation.s_nodes, tau] = upper
 
-            delta, gamma, theta = utility.BlackScholesHelper.calculate_greeks_at_boundary(self.equation, delta, gamma, theta, tau, V, S, ds)
+            delta, gamma, theta = utility.BlackScholesHelper._calculate_greeks_at_boundary(self.equation, delta, gamma, theta, tau, V, S, ds)
 
         end = time.perf_counter()
         duration = end - start
@@ -137,7 +137,7 @@ def solve(self):
             gamma[1:-1, tau] = (V[2:, tau] - 2 * V[1:-1, tau] + V[:-2, tau]) / (ds**2)
             theta[1:-1, tau] = -0.5 * (self.equation.sigma**2) * (S[1:-1]**2) * gamma[1:-1, tau] - self.equation.rate * S[1:-1] * delta[1:-1, tau] + self.equation.rate * V[1:-1, tau]
 
-            delta, gamma, theta = utility.BlackScholesHelper.calculate_greeks_at_boundary(self.equation, delta, gamma, theta, tau, V, S, ds)
+            delta, gamma, theta = utility.BlackScholesHelper._calculate_greeks_at_boundary(self.equation, delta, gamma, theta, tau, V, S, ds)
 
         end = time.perf_counter()
         duration = end - start

pdesolvers/solvers/heat_solvers.py

@@ -82,7 +82,7 @@ def solve(self):
         u[:, 0] = self.equation.get_left_boundary(t)
         u[:, -1] = self.equation.get_right_boundary(t)
 
-        lhs = utility.Heat1DHelper.build_tridiagonal_matrix(a, b, c, self.equation.x_nodes - 2)
+        lhs = utility.Heat1DHelper._build_tridiagonal_matrix(a, b, c, self.equation.x_nodes - 2)
         rhs = np.zeros(self.equation.x_nodes - 2)
 
         for tau in range(0, self.equation.t_nodes - 1):

pdesolvers/utils/utility.py

@@ -8,7 +8,7 @@
 class Heat1DHelper:
 
     @staticmethod
-    def build_tridiagonal_matrix(a, b, c, nodes):
+    def _build_tridiagonal_matrix(a, b, c, nodes):
         """
         Initialises the tridiagonal matrix on the LHS of the equation
 
@@ -31,7 +31,7 @@ def build_tridiagonal_matrix(a, b, c, nodes):
 class BlackScholesHelper:
 
     @staticmethod
-    def calculate_greeks_at_boundary(equation, delta, gamma, theta, tau, V, S, ds):
+    def _calculate_greeks_at_boundary(equation, delta, gamma, theta, tau, V, S, ds):
         delta[0, tau] = (V[1, tau+1] - V[0, tau+1]) / ds
         delta[equation.s_nodes, tau] = (V[equation.s_nodes, tau+1] - V[equation.s_nodes-1, tau+1]) / ds
 
@@ -44,7 +44,7 @@ def calculate_greeks_at_boundary(equation, delta, gamma, theta, tau, V, S, ds):
         return delta, gamma, theta
 
     @staticmethod
-    def set_boundary_conditions(equation, T, tau):
+    def _set_boundary_conditions(equation, T, tau):
         """
         Sets the boundary conditions for the Black-Scholes Equation based on option type