diff options
Diffstat (limited to 'python/analytics/index.py')
| -rw-r--r-- | python/analytics/index.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/index.py b/python/analytics/index.py index 85ba3474..78b52fae 100644 --- a/python/analytics/index.py +++ b/python/analytics/index.py @@ -92,7 +92,7 @@ class Index(): if d > self.trade_date: return 1 else: - return math.exp( - self.flat_hazard * (d - self.trade_date)/365) + return math.exp( - self.flat_hazard * (d - self.trade_date).days/365) def forward_pv(self, exercise_date): """This is default adjusted forward price at time exercise_date""" |