import os
os.chdir('/Users/ryanmccrickerd/desktop/phd/2017-18/extended-rmc/')

import pandas as pd
import numpy as np

from rbergomi.surface import Surface

ccy, date = 'GBPUSD','2017-08-01'
surf = Surface(ccy, date)

"""
Explanation: Surface class demo
Must remember that rBergomi class needs a "generate surface" method.
The file structure should be such that this isn't required?
End of explanation
"""


surf.surface
# surf.deltas
# surf.tenors 
# surf.maturities
# surf.vols

"""
Explanation: Attributes
End of explanation
"""


surf.put_deltas()
# surf.strikes()
# surf.logstrikes()
# surf.forward_deltas()
# surf.variance_splines()
# surf.skew()
# surf.integrated_variances()
# surf.xi()

"""
Explanation: Methods
End of explanation
"""


