build images before

Author: lsbardel

Makefile

@@ -24,6 +24,10 @@ install-dev:			## Install development dependencies
 marimo:				## Run marimo for editing notebooks
 	@./dev/marimo edit
 
+.PHONY: docs-png
+docs-png:			## Regenerate PNG assets in docs/assets/ (requires Chrome via kaleido)
+	@for f in docs/examples_png/*.py; do uv run python $$f; done
+
 .PHONY: docs
 docs:				## build documentation
 	@cp docs/index.md readme.md

docs/assets/heston_calibrated_smile.png

@@ -132,11 +132,11 @@ down-weights near-expiry options.
 ### Plotting the Calibrated Smile
 
 Use [plot()][quantflow.options.calibration.VolModelCalibration.plot] to produce a
-Plotly figure overlaying market bid/ask implied vols against the model smile, then
-export it to PNG with `write_image`:
+Plotly figure overlaying market bid/ask implied vols against the model smile:
 
 ```python
---8<-- "docs/examples/vol_surface_heston_plot.py"
+fig = calibration.plot(index=1, max_moneyness_ttm=1.5, support=101)
+fig.write_image("heston_calibrated_smile.png", width=900, height=500)
 ```
 
 ![Heston calibrated smile](../assets/heston_calibrated_smile.png)
@@ -160,11 +160,11 @@ which captures asymmetric jump behaviour common in equity and crypto markets.
 ### Plotting the Calibrated Smile
 
 Use [plot()][quantflow.options.calibration.VolModelCalibration.plot] to produce a
-Plotly figure overlaying market bid/ask implied vols against the model smile, then
-export it to PNG with `write_image`:
+Plotly figure overlaying market bid/ask implied vols against the model smile:
 
 ```python
---8<-- "docs/examples/vol_surface_hestonj_plot.py"
+fig = calibration.plot(index=1, max_moneyness_ttm=1.5, support=101)
+fig.write_image("hestonj_calibrated_smile.png", width=900, height=500)
 ```
 
 ![HestonJ calibrated smile](../assets/hestonj_calibrated_smile.png)

docs/assets/hestonj_calibrated_smile.png

@@ -201,7 +201,7 @@ def plot(
     ) -> Any:
         """Plot the implied volatility for market and model prices"""
         cross = self.vol_surface.maturities[index]
-        options = tuple(self.vol_surface.option_prices(index=index))
+        options = tuple(self.vol_surface.option_prices(index=index, converged=True))
         cross = self.vol_surface.maturities[index]
         model = self.pricer.maturity(cross.ttm(self.ref_date))
         if max_moneyness_ttm is not None: