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| -rw-r--r-- | python/analytics/option.py | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/python/analytics/option.py b/python/analytics/option.py index b66dc1ca..0e92f6c7 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -796,6 +796,7 @@ class ModelBasedVolSurface(VolSurface): tenor="5yr", value_date=datetime.date.today(), interp_method="bivariate_spline", + **kwargs ): super().__init__(index_type, series, tenor, value_date) self._index = CreditIndex(index_type, series, tenor, value_date, notional=1.0) |