diff options
| -rw-r--r-- | python/analytics/index.py | 2 | ||||
| -rw-r--r-- | python/analytics/option.py | 2 | ||||
| -rw-r--r-- | python/analytics/portfolio.py | 4 |
3 files changed, 4 insertions, 4 deletions
diff --git a/python/analytics/index.py b/python/analytics/index.py index c65e2428..9d6e289a 100644 --- a/python/analytics/index.py +++ b/python/analytics/index.py @@ -317,7 +317,7 @@ class Index(object): self._update() self.notify() - def set_original_pv(self): + def reset_pv(self): self._original_clean_pv = self._clean_pv self._original_trade_date = self._trade_date diff --git a/python/analytics/option.py b/python/analytics/option.py index 0a0dd2b9..1580803d 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -205,7 +205,7 @@ class BlackSwaption(ForwardIndex): b *= eta self.sigma = brentq(handle, a, b) - def set_original_pv(self): + def reset_pv(self): self._original_pv = self.pv @property diff --git a/python/analytics/portfolio.py b/python/analytics/portfolio.py index 0688c868..e2f35a68 100644 --- a/python/analytics/portfolio.py +++ b/python/analytics/portfolio.py @@ -47,9 +47,9 @@ class Portfolio: def pv_list(self): return [t.pv for t in self.trades] - def set_original_pv(self): + def reset_pv(self): for t in self.trades: - t.set_original_pv() + t.reset_pv() @property def trade_date(self): |