diff options
| -rw-r--r-- | python/analytics/option.py | 9 |
1 files changed, 6 insertions, 3 deletions
diff --git a/python/analytics/option.py b/python/analytics/option.py index 12e5ea75..9303576f 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -114,11 +114,14 @@ class BlackSwaption(ForwardIndex): def mark(self, source_list=[], surface_id=None, **args): ind = self.index - self.index.mark() + ind.mark() # add None so that we always try everything source_list = source_list + [None] - k = ind.index_type, ind.series, ind.tenor, ind.value_date - vs = BlackSwaptionVolSurface(*k, **args) + vs = BlackSwaptionVolSurface(ind.index_type, + ind.series, + ind.tenor, + ind.value_date, + **args) if surface_id is None: for source in source_list: if len(vs.list(source, self.option_type)) >= 1: |